Question: I need the matlab code for 6 . 2 An algorithm for generating a Gaussian random variable from two independent uniform random variables is easily
I need the matlab code for
An algorithm for generating a Gaussian random variable from two independent uniform random variables is easily derived.
aLet and be two statistically independent random numbers uniformly distributed in Show that the following transformation generates two statistically independent Gaussian random numbers with unit variance and zero mean:
cossin
where
ln
Hint: First show that is Rayleigh.
bGenerate random variable pairs according to the above algorithm. Plot histograms for each
set ie and and compare with Gaussian pdfs after properly scaling the histograms ie divide each cell by the total number of counts times the cell width so that the histogram approx imates a probabilitydensity function Hint: Use the hist function of MATLAB.
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