I have a variable named T_t which is of dimension [1 20]. How do i add a normal error with a standard deviation of 1 to it?
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I wrote T_t=T_t+1*randn(size(T_t));
But when i check the standard deviation using std( T_t(:) ) i get the value as 51. Pls help me with the correct code.
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Bjorn Gustavsson
2019 年 7 月 10 日
Well, you would only get a standard deviation approximately equal to 1 if you have T_t constant for all 20 elements. If you compare std before and after adding your noise you'll see. For comparison you should also remember that variances add, not standard deviations.
HTH
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