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From: "Tomaz " <tomaz.bartolj@gmail.com>
Newsgroups: comp.soft-sys.matlab
Subject: Re: Conditional sampling from multivariate normal distribution
Date: Mon, 12 Apr 2010 16:41:05 +0000 (UTC)
Organization: Universiteit van Tilburg
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Peter Perkins <Peter.Perkins@MathRemoveThisWorks.com> wrote in message <hpv9rm$n2d$1@fred.mathworks.com>...
> On 4/12/2010 5:54 AM, Tomaz wrote:
> 
> > In Matlab I know the mvnrnd(MU,SIGMA) function. This gives me a random
> > vector drawn from multivariate normal distribution characterized by MU
> > and SIGMA. Now I am searching for the simplest way to get a value for
> > only one of the attributes that make up the vector (given that I know
> > the values of the rest attributes). If I am not mistaken this would be
> > called conditional sampling?
> 
> Tomaz, I think this Wikipedia section is what you are looking for:
> 
> <http://en.wikipedia.org/wiki/Multivariate_normal_distribution#Conditional_distributions>

Peter thanks, but is is this also useful when dealing with more than 2 independent variables? 
And I guess that there is no 'straightforward' way of doing this in Matlab?