%% Bivariate Normal Random Numbers
% Generate values from a bivariate normal distribution with specified mean vector and covariance matrix.

mu = [1 2];
sigma = [1 0.5; 0.5 2];
R = chol(sigma);
z = repmat(mu,10,1) + randn(10,2)*R

% Copyright 2012 The MathWorks, Inc.