sampling from a normal distribution

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PChoppala
PChoppala on 28 Mar 2016
I usually generate a sample from a normal distribution N(mu,sigmasq) (where mu is the mean and sigmasq is the variance) as follows (assume a 1D case)
mu=1.5;
sigmasq=0.01;
p = mu+chol(sigmasq)*randn;
or
p = mvnrnd(mu,sigmasq);
I now want to generate a sample from N(mu,k^2, sigmasq) with k=10. One way is
p = mvnrnd(mu,k^2*sigmasq);
Which among the two below statements is correct?
p = mu + chol(k^2*sigmasq)*randn;
p = mu + k^2*chol(sigmasq)*randn;

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