Applying the appropriate transformation

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Reference no: EM132854729

In this problem you may use R to simulate draws from the standard normal distribution only.

(a) Obtain 1000 samples from the chi-squared distribution with 1 degree of freedom by fifirst sampling 1000 samples Zi from a standard normal distribution (you can use built-in R functions), and then applying the appropriate transformation. Plot a histogram of the results. Overlay a curve onto the histogram denoting the true density.

(b) Repeat (a), but produce F-distributed random variables with 5 and 3 degrees of freedom, i.e., create samples from F5,3. by only generating standard normals (and then transforming in the appropriate way).

Reference no: EM132854729

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