STT 861 HOMEWORK 6 Due on Oct.

25, 2013

1. Use the inverse CDF method to generate a random variable X having distribution function x2 + x , 0 x 1. F (x) = 2 Estimate the probability P (X < 0.5) using 1000 simulations. Let X1 , , Xn be an independent and identically distributed (iid) sample with size n from n = 1 n Xi . Generating 100 samples of size n = 10, for F (x). Dene X i=1 n 10 and denote it by X 10 (k ) and plot sample k (k = 1, , 100), calculate X a histogram for X10 ()s. Repeat it again for X50 and plot a histogram for 50 ()s. X 2. Problems 3.12 and 3.13 in the Textbook.