MATLAB: Is there an error in the equation for the Definition of the Multivariate Normal Distribution in Statistics Toolbox 6.0 (R2007a)

demodistributionguassiannormalStatistics and Machine Learning Toolbox

In the documentation page, under "Distribution Reference -> Multivariate Normal Distribution", the following term the denominator seems erroneous:

 1/sqrt((2*pi)^d)

Best Answer

This is an error within the documentation for Statistics Toolbox 6.0 (R2007a). The documentation for the first equation that appears should have the 2*pi term as follows:

 sqrt((2*pi)^d)

instead of:

 1/sqrt((2*pi)^d)

Related Solutions

MATLAB: Apply a skew normal distribution to a normal distribution

gaussian = @(x) (1/sqrt((2*pi))*exp(-x.^2/2))
skewedgaussian = @(x,alpha) 2*gaussian(x).*normcdf(alpha*x)
plot(x, gaussian(x))
hold on
plot(x, skewedgaussian(x, 4))
plot(x, skewedgaussian(x, -4))
plot(x, skewedgaussian(x, 1))
plot(x, skewedgaussian(x, -1))

MATLAB: How to prevent underflow of MVNPDF in Statistics Toolbox 6.0 (R2007a)

This feature is not available in Statistics Toolbox 6.0 (R2007a). However, the function can be modified as follows.

Split the last line of the function into two steps:

logl = -0.5*quadform - logSqrtDetSigma - d*log(2*pi)/2;
y = exp(logl);

and change the function signature

function [y logl] = mvnpdf(X, Mu, Sigma)

Best Answer

Related Solutions

MATLAB: Apply a skew normal distribution to a normal distribution

MATLAB: How to prevent underflow of MVNPDF in Statistics Toolbox 6.0 (R2007a)

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