Hello,
As both rand and randn generate uncorrelated random numbers, I expected that the autocorrelation of both rand or randn shows delta functions. However the result was different for rand.
(rand generates uniformly distributed random numbers and randn generates normal random numbers)
Does anyone know why the autocorrelation of rand is not a delta function?
x=rand(1,100,1); Rxx=xcorr(x); subplot(2,1,1); plot(Rxx); grid; title('Autocorrelation function of rand'); xlabel('lags'); ylabel('Autocorrelation');
x=randn(1,100,1); Rxx=xcorr(x); subplot(2,1,2); plot(Rxx); title('Autocorrelation function of randn'); xlabel('lags'); ylabel('Autocorrelation');
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