CS 598 and STAT 598A: Homework 4
Due: 6th April 2010
1. Attempt as many problems as possible
2. No points for random guessing. You have to explain your answers.
3. Mail your source code to
[email protected]
before
the class on
6th of April 2010. You may email a PDF of your reports or hand them to
me in the class. No late submissions will be accepted!
4. Program files should be named after the problem (e.g. solution to problem
1 should be problem1.c etc). Include detailed instructions for how to run
your code on a Linux machine (e.g. include makefiles, or instructions to
run scripts as appropriate)
Problem 1 (5 pt)
The aim of this problem is to study how to generate Gaus
sian random variables.
•
Generate 10000 samples from a standard normal distribution (zero
mean and unit variance) using at least
three
methods we discussed
in the class. Compare and comment on the merits and demerits of
the various methods.
•
Select your favorite method and extend it to draw 3 dimensional
(multivariate) normal samples with mean
μ
= (0
,
0
,
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 Spring '08
 Staff
 Normal Distribution, Standard Deviation, Variance, Probability theory, probability density function, coordinate descent procedure

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