Problem Set 1
Stochastic Simulation
due: 4:00pm Monday 2/3/14
Name
Hj
50
Please complete each exercise given below on separate paper. Attach your work to this page.
1.
loo
2
0
13
3.
\Oo
\0
Sup
Simulation
V
'1
. Compute 0 = E[X] by hand. I f z 3 7
\f/«Brf/g"
C I Name(s) _(7 [email protected] /71
Condence Intervals for Simulated Data
. Suppose X is a RV that is from a distribution with pdf