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matlab codes for random variable problems

by | Nov 29, 2023 | questions

  • Students are allowed to work in groups (two per
    group). Copying is strictly prohibited.
  • Submit a Hard copy and upload a soft copy in WebCT,
    including Matlab codes.

The
report should contain only results, discussions, and a conclusion.
Matlab programs need to be explained through comment lines. Note that Matlab
programs taken or modified from internet sources will not be accepted.

Part 1: Verification
of the central limit theorem

–
Use Matlab to verify the central limit theorem for the sum of N
independent and identically distributed Rayleigh RVs (with a=0
and different values of b) for N=5, 10 and 20. Comment on the fit
to the approximate Gaussian pdf for different values of b and N. Show
the curve plots of the pdf’s (not the bar plots).

Part 2: Goodness of fit

– Use the
appropriate measure(s) to compute the difference and to test the goodness of
fit between some of the cdf’s/pdf’s of the sum of N independent Rayleigh
RVs and the approximate Gaussian cdf’s/pdf’s obtained in Part 1.

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