I have seen some solutions to this question here but I think
they're not well explained or Incorrect.
Please help with a clear solution and good handwriting. Thanks in
anticipation.
1] Suppose, we have a generator of a sequence Un of independent uniformly distributed in (0,1) random variables (such variates are often simply called random numbers in (0,1)). Deduce from an approximation of the central limit theorem, a generator of sequence Xn of independent Gaussian distributed random variables with mean m and variance o’ from the sequence Un. Comment on this approach. 12 successive values of Un are frequently used. Explain why. 2) Same question, where the sequence Un is replaced by sequence Vn of independent uniformly distributed in {0,1} random variables, where 30 successive values of Vn are frequently used.
I have seen some solutions to this question here but I think they're not well explained or Incorrect. Please help with
-
- Site Admin
- Posts: 899603
- Joined: Mon Aug 02, 2021 8:13 am