Page 58 - Computational Statistics Handbook with MATLAB

44 Computational Statistics Handbook with MATLAB

4
0.15
2
0.1
0
0.05
−2
4
2 4
0 2 −4
−2 −2 0 −4 −2 0 2 4
−4 −4

FI F U URE G 2.1 RE 2.1 0 0
IG
2.1
GU
F F II GU RE RE 2.1 0 0
This figure shows a standard bivariate normal probability density function that is centered
at the origin. The covariance matrix is given by the identity matrix. Notice that the shape
of the surface looks circular. The plot on the right is for a viewpoint looking down on the
surface.
surf(x,y,z),axis square, axis tight
title('BIVARIATE STANDARD NORMAL')
Next, we plot the surface for a bivariate normal centered at the origin with
non-zero off-diagonal elements in the covariance matrix. Note the elliptical
shape of the surface shown in Figure 2.11.

4

0.2
2
0.15
0.1 0
0.05
−2
4
2 4
0 2 −4
−2 −2 0 −4 −2 0 2 4
−4 −4

II
GU
FI F F F U URE GU 2. RE RE RE 2. 2. 2. 1 11 1 1
IG
1
1
G
1
This shows a bivariate normal density where the covariance matrix has non-zero off-diagonal
elements. Note that the surface has an elliptical shape. The plot on the right is for a viewpoint
looking down on the surface.
© 2002 by Chapman & Hall/CRC