Question: Use the following Matlab script to demonstrate the central limit theorem. (a) Compute 20000 samples of Z = sigma^N_n = 1 X_n where X_n is
Use the following Matlab script to demonstrate the central limit theorem. (a) Compute 20000 samples of Z = sigma^N_n = 1 X_n where X_n is a random variable uniformly distributed over [-1, 1] (b) Estimate the corresponding probability density function by forming a histogram of the results. (c) Compare this histogram to the Gaussian probability density function having same mean and variance. (d) What is the relative error between the two density functions at 0 sigma, 1 sigma, 2 sigma, 3 sigma and 4 sigma? (e) Compare the relative error results by increasing N as 5, 10, 15 and 20
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