20071ee131A_1_project_solution_3_5_07

20071ee131A_1_project_solution_3_5_07 - should be 1/3 =...

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EE 131A Matlab Project Solution Winter 2007 K. Yao Sample mean, sec. moment, and var. of Pseudo-random r.v. on (0,1) vs sample size n; seed = 20072007 n mean sec.mom. variance 1000 0.502121 0.333739 0.081696 2000 0.494604 0.326480 0.081887 3000 0.492433 0.323956 0.081492 4000 0.499227 0.332388 0.083181 5000 0.498770 0.331350 0.082594 For a uniformly distributed r.v. on (0,1), the theoretical mean should be 0.5, the theoretical second moment
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Unformatted text preview: should be 1/3 = 0.3333, and the theoretical variance should be 1/12 = 0.8333. We note, the convergence is not monotonic (i.e., the simulation results for n = 4,000 appear to be closer to the true statistical results than simulation results for n = 5,000)....
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This note was uploaded on 06/09/2010 for the course EE 131A taught by Professor Lorenzelli during the Spring '08 term at UCLA.

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