Unformatted text preview: 5000 . Show your results as a 5 × 4 matrix, with the ﬁrst column giving the n value, the second column the sample mean, the third column the sample second moment, and the fourth column the sample variance. We start with s = 200620062006 , to generate the ﬁrst N = 1000 samples, to evaluate the sample mean, sample second moment, and sample variance. Then use the s 1000 as the seed to generate the second N = 2000 samples, then use the s 2000 as the seed to generate the next N = 3000 samples, etc. How do your sample mean, sample second moment, and sample variance. compare with the theoretical mean, second moment, and variance of this r.v.? Next, repeat the above calculations (i.e., presented as another 5 × 4 matrix) with s taken as the last ﬁve digits of your student ID....
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 Spring '08
 LORENZELLI
 Variance, Probability theory, Cumulant, K. Yao, sample second moment

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