% MATLAB script for Illustrative Problem 2, Chapter 2.
echo on
mx=[0 0]';
Cx=[1 1/2;1/2 1];
x=multi_gp(mx,Cx);	
% Computation of the pdf of (x1,x2) follows
delta=0.3;
x1=-3:delta:3;
x2=-3:delta:3;
for i=1:length(x1),
   for j=1:length(x2),
      f(i,j)=(1/((2*pi)*det(Cx)^1/2))*exp((-1/2)*(([x1(i) x2(j)]-mx')*inv(Cx)*([x1(i);x2(j)]-mx)));
   end;
end;
% plotting command for pdf follows
mesh(x1,x2,f);