||Due: Thursday, November 2, 2006
||Experiment with random number generators: Write a program
that generates N random variates (N is an input to your program)
from the following distributions
- Uniform in the interval (a,b).
- Exponential with rate lambda.
- Gaussian with mean m and variance s^2.
- Geometric with parameter p.
- The outcome of rolling two independent fair dices.
- Number of samples N.
- Distribution and its parameter
- Number of intervals for the purposes of the Chi-Square
- The sequence of the generated random variates.
- Mean and variance estimate calculated by the obtained
- Compare the experimental results with the theoretical
- Plot the mean and variance estimators as functions of
the number of samples N.