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Use matlab to verify the central limit theorem

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Reference no: EM13859276

Part 1: 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=2) for N= 10 and 20. Repeat for the sum of N independent Weibull RVs (with a=1 and b=4). Comment on the fit to the approximate Gaussian pdf.

Part 2: Goodness of fit

- Use the appropriate measure(s) to compute the difference and to test the goodness of fit between the cdf/pdf of the sum of N independent exponential RVs and the approximate Gaussian cdf/pdf in Part 2. Repeat for the sum of the N independent Weibull RVs.

Reference no: EM13859276

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