Write a script that can make one normally distributed randon variable by adding together many (say 100) uniform random variables defined on [0, 1]. . Now embed this script in a for loop so that it makes a sample of N such random variables where N is large (say 1000). • Once you have all N samples compute the sample mean and sample standard deviation. Normalise the outputs by, in each case, taking away the sample mean and dividing by the sample standard deviation. • Now you should have a sample of random variables who are normally distributed with mean and variance 1

A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
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• Write a script that can make one normally distributed random
variable by adding together many (say 100) uniform random
variables defined on [0, 1].
• Now embed this script in a for loop so that it makes a sample
of N such random variables where N is large (say 1000).
• Once you have all N samples compute the sample mean and
sample standard deviation.
• Normalise the outputs by, in each case, taking away the
sample mean and dividing by the sample standard deviation.
• Now you should have a sample of random variables who are
normally distributed with mean 0 and variance 1.
Transcribed Image Text:• Write a script that can make one normally distributed random variable by adding together many (say 100) uniform random variables defined on [0, 1]. • Now embed this script in a for loop so that it makes a sample of N such random variables where N is large (say 1000). • Once you have all N samples compute the sample mean and sample standard deviation. • Normalise the outputs by, in each case, taking away the sample mean and dividing by the sample standard deviation. • Now you should have a sample of random variables who are normally distributed with mean 0 and variance 1.
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