Let (m=2^{31}-1, j=5), and (k=17). Let [ left{x_{1}, x_{2}, ldots, x_{17} ight}={m / 17-1,2 m / 17-1,

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Let $m=2^{31}-1, j=5$, and $k=17$. Let

\[ \left\{x_{1}, x_{2}, \ldots, x_{17}\right\}=\{m / 17-1,2 m / 17-1, \ldots, m-1\} \]

Now for $i=18,19, \ldots, 1017$. Compute a "random sample" of size 1,000 in this manner.

$x[i]<-\bmod (x[i-j]+x[i-k], m)$

$u[i]<-x[i] / m$

Produce a histogram of your sample, and compute some summary statistics. Does the sample appear to have come from a $\mathrm{U}(0,1)$ distribution?

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Statistical Analysis Of Financial Data

ISBN: 9781032173467

1st Edition

Authors: James Gentle

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Question Posted: Apr 29, 2024 08:00 AM

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Let (m=2^{31}-1, j=5), and (k=17). Let [ left{x_{1}, x_{2}, ldots, x_{17} ight}={m / 17-1,2 m / 17-1,

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Statistical Analysis Of Financial Data

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