MATLAB: What is the difference between mvnrnd and normrnd

covariancegaussmeannormalrandomrndsigmastdvariance

I can not find out what is the difference between these two random number generator functions.

Best Answer

mvnrnd() is the function used to generate pseudo random numbers that follow multi variate normal distribution. mvnrnd() is more for creating correlated random variables normrnd() is the function used to generate pseudo random numbers that follow normal distribution. normrnd() is generally faster than mvnrnd(). For more information on mvnrnd() and normrnd() follow the documentation http://www.mathworks.com/help/stats/mvnrnd.html
http://www.mathworks.com/help/stats/normrnd.html
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