1

I have generated 2 series of random numbers, that follow the normal distribution laws N(1,0.2^2) and N(2,0.1^2) using the following instructions:

x=normrnd(1,0.2,10,1);
y=normrnd(2,0.1,10,1);

I have estimated their mu and sigma components using:

[mu,sigma]=normfit(x) and [mu2,sigma2]=normfit(y)

Now I must determine the law of the vector (X,Y), knowing that its components are independent. I was thinking about using the hypothesis tests from http://www.mathworks.com/help/stats/available-hypothesis-tests.html, but most of them work for a single series, not a double one, like in my case.

user8474
  • 21
  • 1
  • 2
  • 3
    I don't get it. You already _know_ the joint distribution: a bivariate normal law with known mean and known covariance matrix. Perhaps you need to provide a more general example – Luis Mendo Jan 02 '14 at 17:26
  • Actually, the fact that the 2 components are normal doesn't imply that the couple (x,y) is also normal. – user8474 Jan 06 '14 at 11:51

0 Answers0