Question: 3. Write Matlab codes to generate two Gaussian random variables (X, X2) with the following moments: E[X]-0, E[X]-0, E[X]=a, E[X]=b, and E[XX]=c. 1) Generate

3. Write Matlab codes to generate two Gaussian random variables (X, X2) with the following moments: E[X]-0, E[X]-0, E[X]=a, E[X]=b, and E[XX]=c. 1) Generate N=10, 100, 1000, 10000, and 100000 pairs of random variables with a=0.4, b-0.8, c-0.5. 2) Evaluate their first and second order sample moments as well as the empirical correlation coefficient between the two variables. 3) Compare the sample statistics with the theoretical statistics for different values of N.

Step by Step Solution

★★★★★

3.45 Rating (158 Votes )

There are 3 Steps involved in it

1 Expert Approved Answer

Step: 1 Unlock

Here is the Matlab code to generate two Gaussian random variables with the given moments and evaluat... View full answer

Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock

Step: 3 Unlock

Students Have Also Explored These Related Programming Questions!

prepare a worksheet for the state of cash flows using the indirect method. Enter the reconciling items directly in the worksheet columns. Condensed financial data of Tamarisk, Inc. are as follows....

In this project, we will write a program that controls a quiz show, much like the many popular TV shows. The program will read in a group of questions and their multiple choice answers, storing them...

can someone solve this Modern workstations typically have memory systems that incorporate two or three levels of caching. Explain why they are designed like this. [4 marks] In order to investigate...

1. A player throws a fair die and simultaneously flips a fair coin. If the coin lands heads, then she wins twice, and if tails, then one-half of the value that appears on the die. Determine her...

Write 2 paragraphs about Macro risks and the term structure of interest rates article. No max word count, page count, or formatting requirements but has to be submit to my tutor's work as my own....

urgent solution for part c) and d) needed, thank you (25 pts) Central Limit Theorem. Let X1, X2, X3, be a sequence of i.i.d. random variables with finite mean u and finite variance o?, and let Zn be...

Activity Directions: Consider a scenario in which several processes compete for access to the same resource (e.g., a file or some memory address). When a process is starved due to resource...

to be done in Matlab 2) Generate 5000 Gaussian random variables using randn and then plot the generated random variables using plot command. Also plot the histogram for this data and then relate the...

to be done in matlab Homework: 1) Consider the experiment of flipping 4 coins 10000 times. Calculate the relative frequency of getting at least 2 heads. 2) Generate 5000 Gaussian random variables...

4. Composite random variables (20 marks). Let X be a Gaussian random variable with mean 100 and standard deviation 3. Let Y also be a Gaussian Random variable with mean 150 and standard deviation 5....

Scott is a livestock auctioneer employed by Auctions R Us Pty Ltd and is required to do a lot of travelling for work. He was therefore provided with a car by his employer during the FBT year ended 31...

Freeman Foundry in Mount Forest, Ontario, uses a predetermined manufacturing overhead rate to allocate overhead to individual jobs based on the machine hours required. At the beginning of the year,...

Business case for corporate citizenship ( the three drivers with South African ( or choose African country ) examples

Desh Bondhu Polymer Co. wishes to prenare a financiial plan, Use the financial statenicnts ai other information provided in what follows to prepare the financial plans. Desh Bondhu Polymer Statement...

In the movie The Hangover Part II, Stu Price, (a dentist played by Ed Helms), gets a tribal tattoo wrapped around his left eye, identical to one Mike Tyson has. Tysons tattoo artist S. Victor...

Describe the three forms underwriters contract to sell an initial public offering. Under which method does the underwriter face the most risk from? Why? Complete the table below and match the company...

Evaluate the following integral as it is written. 2 5 dx dy 2 (x +y?)? 1 1 2 5 !! dx dy =(Type an exact answer.) (x +y?) 1 1

Es una tcnica en la que el profesor pide al grupo que exprese sus opiniones e ideas, las cuales sean moderadas por l, con el objetivo de llegar a conclusiones correctas al final de la sesin. Pregunta...

A convolutional code has a constraint span of 5. Assuming that data symbols are input to the coder one bit at a time, how many states does it take to define the state diagram of the coder?

Consider the random process of Problem 7.4. (a) Find the time-average mean and the auto correlation function. (b) Find the ensemble-average mean and the auto correlation function. (c) Is this process...

A binary symmetric channel has an error probability of 0.007. How many of these channels can be cascaded before the overall error probability exceeds 0.02?

Estimate the 0.65 and 0.35 fractiles of the distribution of yearly operating costs of the Big Bertha solar trash compactors, based on the CDFin Figure 10.7. Figure 10.7

Ransom Global Communications (RGC) Inc., sells communications systems to companies that have worldwide operations. Over the next year, RGC will be instituting important improvements in its...

Another useful distribution that is based on the normal is the lognormal distribution. Among other applications, this distribution is used by environmental engineers to represent the distribution of...