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  • Central Limit Theorem in Matlab

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    Hafeezullah Khan
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    1) The document describes a Matlab exercise to demonstrate the central limit theorem and how summing random variables converges to a Gaussian distribution. 2) It involves creating arrays of uniform random variables on [0,1], subtracting the mean and dividing by the standard deviation, then summing groups of 50 samples and comparing the results to a normal distribution. 3) The purpose is to show that the sum of random events will tend towards a Gaussian distribution, and that summing 50 samples provides a good statistical approximation.

    Исходное описание:

    Central Limit

    Оригинальное название

    The Central Limit Theorem in Matlab

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    1) The document describes a Matlab exercise to demonstrate the central limit theorem and how summing random variables converges to a Gaussian distribution. 2) It involves creating arrays of uniform random variables on [0,1], subtracting the mean and dividing by the standard deviation, then summing groups of 50 samples and comparing the results to a normal distribution. 3) The purpose is to show that the sum of random events will tend towards a Gaussian distribution, and that summing 50 samples provides a good statistical approximation.

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    Attribution Non-Commercial (BY-NC)
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    103 просмотров1 страница

    Central Limit Theorem in Matlab

    Загружено:

    Hafeezullah Khan
    1) The document describes a Matlab exercise to demonstrate the central limit theorem and how summing random variables converges to a Gaussian distribution. 2) It involves creating arrays of uniform random variables on [0,1], subtracting the mean and dividing by the standard deviation, then summing groups of 50 samples and comparing the results to a normal distribution. 3) The purpose is to show that the sum of random events will tend towards a Gaussian distribution, and that summing 50 samples provides a good statistical approximation.

    Авторское право:

    Attribution Non-Commercial (BY-NC)
    Скачайте в формате DOC, PDF, TXT или читайте онлайн в Scribd
    Отметить как неприемлемый контент
    из 1

    16.

    543 Theory of Communication Take Home Exercise 1: Central Limit Theorem in Matla

    The purpose of this exercise is to demonstrate the central limit theorem that is critical to the formation of white Gaussian Noise. Additionally, it is to get you used to using Matlab which you will use all semester. !art ". Step 1. reate an array of 1!!,!!! samples of a uniform random "ariable on the inter"al #!,1$. Step %. reate a histogram of the samples with a delta of !.!1. &se the command 'x,y()hist#"alues,1!!$, where "alues are the random numbers you ha"e created* Step +. note that a f#x$dx ),#x-.-)x/dx$ so that f#x$) ,#x-.-)x/dx$0dx Normali1e the number of points in the histogram by the total #1!!!!!, and also di"ide by delta x #!.!1$. This should approximate f#x$ and it should loo2 li2e a uniform 34 ,art 5. reate an array +!,1!!!!! of uniform random numbers on the inter"al !,1. Subtract the mean from sample. 6i"ide by 10s7rt#1%$, the standard de"iation. Now ta2e groups of +! samples and sum them by doing sum#array$ 6i"ide by s7rt#+!$, so that the "ariance remains 1. ,lot a histogram of the sum and co"ert to pdf using techni7ue abo"e. ompare to a N#!,1$ random distribution. 8ou will notice that the sum of +! samples is Gaussian. This demonstrates that any sum of e"ents will tend to a Gaussian, and that +! samples forms a good statistical sample.

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