Consider the numbers in Table 10.40 on page 676. Suppose that you have available as many standard normal random variables and as many uniform random variables on the interval [0, 1] as you desire. You want to perform a simulation to obtain the number in the “Sample median” row and ∊ = 0.05 column.

a. Describe how to perform such a simulation. Let X and U be independent such that X has the standard normal distribution and U has the uniform distribution on the interval [0, 1]. Let 0 < ∊ < 1, and find the distribution of

b. Perform the simulation on a computer.

110X fUCE