Gaussian random variables using the box muller algorithm

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(a) Generate N = 1000 pairs of zero-mean Gaussian random variables using the Box-Muller algorithm. The desired variance is σ² = 5. From the set of generated samples determine m_X, m_Z, σ²_X, σ²_Z, and ρ_XZ. Comment on the results.

(b) Repeat part (a) but generate approximately N = 1, 000 random variables using the polar method.

Reference no: EM131298911

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