Question: 2. Simulate M = 10000 times the compound Poisson process from part 1 and compute the empricial mean and variance of your samples for the
2. Simulate M = 10000 times the compound Poisson process from part 1 and compute the empricial mean and variance of your samples for the random variable Co. Compare your empricial values with the exact theoretical values which are given by E[Co] = E[N30) - ELY and Var(C30) = E[N30] - ELY?). Hint: Recall that Ele] =20 and E[(e221 = e? [] WRITE YOUR OWN CODE HERE! FEEL FREE TO INSERT MORE CELLS! # ADD COMMENTS TO YOUR CODE! 2. Simulate M = 10000 times the compound Poisson process from part 1 and compute the empricial mean and variance of your samples for the random variable Co. Compare your empricial values with the exact theoretical values which are given by E[Co] = E[N30) - ELY and Var(C30) = E[N30] - ELY?). Hint: Recall that Ele] =20 and E[(e221 = e? [] WRITE YOUR OWN CODE HERE! FEEL FREE TO INSERT MORE CELLS! # ADD COMMENTS TO YOUR CODE
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