Question

2. Suppose that you can draw independent samples (U,, U2,U. from uniform distribution on [0,1]. (a) Suggest a method to gener
0 0
Add a comment Improve this question Transcribed image text
Answer #1

4:1-2.lad.led@uz) .:(łyz)~ㄴ Nn.d (9,9,ソy9) Bon Muwer ĺ hem 2.b ] ···e, .pz, t.fm%) ~ bio. Now nQ Coo, ,לזל

Add a comment
Know the answer?
Add Answer to:
2. Suppose that you can draw independent samples (U,, U2,U. from uniform distribution on [0,1]. (a) Suggest a method to generate a standard normal random variable using (U, U2,Us...) Justify your...
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Not the answer you're looking for? Ask your own homework help question. Our experts will answer your question WITHIN MINUTES for Free.
Similar Homework Help Questions
  • Suppose that X is a standard normal random variable with mean 0 and variance 1 and...

    Suppose that X is a standard normal random variable with mean 0 and variance 1 and that we know how to generate X. Explain how you would generate Y from a normal density with mean μ and variance σ"? That is, given that we already generated a random variate X from N(0,1), how would you convert X into Y so that Y follows N (μ, σ 2)?

  • Suppose that U is a random variable with a uniform distribution on (0,1). Now suppose that...

    Suppose that U is a random variable with a uniform distribution on (0,1). Now suppose that f is the PDF of some continuous random variable of interest, that F is the corresponding CDF, and assume that F is invertible (so that the function F-1 exists and gives a unique value). Show that the random variable X = F-1(U) has PDF f(x)—that is, that X has the desired PDF. Hint: use results on transformations of random variables. This cute result allows...

  • Suppose that X and Y are bivariate normal with density quadratic term Ξ 1 (a-2 px...

    Suppose that X and Y are bivariate normal with density quadratic term Ξ 1 (a-2 px yty xor f(x,y) = This means that X and Y are correlated standard normal random variables since We will show that X and the new random variable Z defined as Since Z is obtained as a linear combination of normal random variables, it is also a. What is the mean of Z, call it E[Z]? b. What is the variance-covariance matrix of the random...

  • Software can generate samples from (almost) exactly Normal distributions. Here is a random sample of size...

    Software can generate samples from (almost) exactly Normal distributions. Here is a random sample of size 5 from the Normal distribution with mean 8 and standard deviation 2: 4.47 5.51 8.1 11.63 7.91 Although we know the true value of μ suppose we pretend that we do not and we test the hypotheses Ho : μ-5.6 a:μ 5.6 at the α 0.05 significance level. What is the power of the test against the alternative μ 8 (the actual population mean)?...

  • , Samples In 30) drawn from a uniform distribution la Minitab was used to generate the...

    , Samples In 30) drawn from a uniform distribution la Minitab was used to generate the samples. es 300, b 500) Variables 15 Observations Variable TypeFormValues Missing Sample 1 Quantitative Sample 2 Quantitative Numeric Sample 3 Quantitative Numeric Sample 4 Quantitative Sample 5 ive Sample 6 Quantitative Sample 7 Quantitative Observations Sample 8 Quantitative Numeric Sample 9 Quantitative Sample 10 Quantitative Sample 11 Quantitative Sample 12 Quantitative Sample 13 Quantitative Sample 14 Quantitative Sample 15 Quantitative Numeric Numeric Variable Numeric...

  • Recall from class that the standard normal random variable, Z, with mean of 0 and stan- dard devi...

    Recall from class that the standard normal random variable, Z, with mean of 0 and stan- dard deviation of 1, is the continuous random variable whose probability is determined by the distribution: a. Show that f(-2)-f(2) for all z. Thus, the PDF f(2) is symmetric about the y-axis. b. Use part a to show that the median of the standard normal random variable is also 0 c. Compute the mode of the standard normal random variable. Is is the same...

  • A normal distribution has the parameters of mean m5, and standard deviation s 2. For a uniform random number u 0.1, tra...

    A normal distribution has the parameters of mean m5, and standard deviation s 2. For a uniform random number u 0.1, transform it using the inverse cumulative distribution function to a corresponding random number from a normal distribution. A normal distribution has the parameters of mean m5, and standard deviation s 2. For a uniform random number u 0.1, transform it using the inverse cumulative distribution function to a corresponding random number from a normal distribution.

  • (b) Suppose that the random variable X has a normal distribution with mean μ and standard...

    (b) Suppose that the random variable X has a normal distribution with mean μ and standard deviation σ. Which of the following is correct about the value x-μ+.28ơ i. The z-score of x is-0.58. ії. x is approximately .61 standard deviations above the mean. iii. There is approximately 39% chance of getting a value that is larger than x. iv. There is approximately 61% chance of getting a value that is larger than T v. r is approximately the 39th...

  • Suppose the random variable X follows a normal distribution with mean μ=53and standard deviation σ=10. Calculate...

    Suppose the random variable X follows a normal distribution with mean μ=53and standard deviation σ=10. Calculate each of the following. In each case, round your response to at least 4 decimal places. a) P(X<43)= b) P(X>63)= c) P(48<X<68)=

  • If random variable X has normal distribution with mean u=50 and the standard deviation q=2 ,...

    If random variable X has normal distribution with mean u=50 and the standard deviation q=2 , then the value of z-score corresponding to the value X =60 is : - 10 - 5 - 50 - 0

ADVERTISEMENT
Free Homework Help App
Download From Google Play
Scan Your Homework
to Get Instant Free Answers
Need Online Homework Help?
Ask a Question
Get Answers For Free
Most questions answered within 3 hours.
ADVERTISEMENT
ADVERTISEMENT
ADVERTISEMENT