How to get a draw of variable from Probability density function ?
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Hello everybody, I have a real data matrix of size 13*200, which contains the readings of N=13 sensors along T=200 time instances. I want to model each row of reading with a gaussian model. So, for each sensor i=1,...N (for each row of the matrix) I compute the mean and the variance then I compute the probability density function (pdf) of that data vector which will get the size 1*T. I want to get a draw of 200 gaussian samples from that pdf vector. How can I do that?
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