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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.
- Spring '08