Central limit theorem for the sum

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Reference no: EM13864511

Guidelines:

  • Matlab program , including Matlab codes with report .

The report should be kept as concise as possible. It should contain a short introduction, a brief theoretical background, results and discussions, and a conclusion. Matlab programs need to be explained through comment lines.

Verification of the central limit theorem

- Use Matlab to verify the central limit theorem for the sum of N independent exponential RVs (with a=0 and b=4) for N=5, 10 and 20. Repeat for the sum of N independent RayleighRVs (with a=0 and b=4). Comment on the fit to the approximate Gaussian pdf.

Reference no: EM13864511

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