Question

Obtaining uniform random numbers as instructed at the beginning of the Problems section, generate four random observations (approximately) from a normal distribution with mean = 0 and standard deviation = 1.
(a) Do this by applying the central limit theorem, using three uniform random numbers to generate each random observation.
(b) Now do this by using the table for the normal distribution given in Appendix 5 and applying the inverse transformation method.
(c) Use your random observations from parts (a) and (b) to generate random observations from a chi-square distribution with 2 degrees of freedom.


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  • CreatedSeptember 22, 2015
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