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mvnrnd - Multivariate normal random numbers

This MATLAB function returns an n-by-d matrix R of random vectors chosen from
the multivariate normal distribution with mean MU, and covariance SIGMA.

假设n维，

（1）R = mvnrnd(MU,SIGMA)

返回一个n维向量
（2）r = mvnrnd(MU,SIGMA,cases)

返回cases个n维向量

例子：

mu=[2 3];

SIGMA=[1 1.5;1.5 3];

r=mvnrnd(mu,SIGMA,100);

plot(r(:,1),r(:,2),'+');