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Computer Assignment for Math 5040 - Fall 2002, Assignments of Mathematics

University of Utah (The U)Mathematics

A computer assignment for math 5040 students in the fall 2002 semester. The assignment focuses on simulating random variables using inverse distribution function method for exponential random variables and rejection method for standard normal random variables. Students are required to calculate proportions and probabilities.

Typology: Assignments

Pre 2010

Uploaded on 08/30/2009

koofers-user-6bh
koofers-user-6bh 🇺🇸

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Computer Assignment 1
Math 5040 – Fall 2002
Due: Wednesday Sept. 4
The goal of this assignment is to familiarize yourself with using a computer for simu-
lating random variables.
1. Simulate 100 exponential random variables, using the inverse distribution function
method. What proportion are below 1? What proportion are above 2? Calculate
(exactly) the probability that an exponential random variable is less than 1. Also
calculate the probability that it is greater than 2.
2. Simulate 100 standard normal random variables, using the rejection method. What
proportion are between −1 and 1?
1

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Computer Assignment 1

Math 5040 – Fall 2002 Due: Wednesday Sept. 4

The goal of this assignment is to familiarize yourself with using a computer for simu- lating random variables.

  1. Simulate 100 exponential random variables, using the inverse distribution function method. What proportion are below 1? What proportion are above 2? Calculate (exactly) the probability that an exponential random variable is less than 1. Also calculate the probability that it is greater than 2.
  2. Simulate 100 standard normal random variables, using the rejection method. What proportion are between −1 and 1?