Let ui U (0, 1). Compute _12 i=1 ui 6, 1000 times. (This will use

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Let ui ∼ U (0, 1). Compute _12 i=1 ui − 6, 1000 times. (This will use 12,000 random numbers.) Construct a histogram and compare it to a theoretical standard normal density. What are the mean and standard deviation? (This is a way to compute a random approximately normally distributed variable.)
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Derivatives Markets

ISBN: 9789332536746

3rd Edition

Authors: Robert McDonald

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