Compare the estimate of the pdf from matlab

Assignment Help Financial Econometrics

Reference no: EM131215230

Suppose you have a random variable X with PDF

and that this random variable is transformed as Y 2 -= X .

Calculate ƒ_Y y .

Repeat this problem using MATLAB.

Compare the estimate of the PDF from MATLAB with the analytically determined PDF.

Note that for this problem there is no function in MATLAB that provides a sequence of data samples that has the PDF specified in this problem for X . Thus you must find an appropriate way to transform a uniform random variable to produce the desired X . The results of Exercise 4.44 will be helpful here.

Reference no: EM131215230

Questions Cloud

What annual payment should jason receive : Jason has the option to receive $100,000 today or receive equal periodic payments at the end of each year- What annual payment should Jason receive to equal the $100,000 lump sum payment today?

Hypothetical data are scores for married couples : Suppose a researcher developed a questionnaire that measures how liberal or conservative one's attitudes are. Low scores indicate that the person has liberal attitudes, whereas high scores indicate conservatism. The following hypothetical data are..

Analyze how yours and your teammates opinions : As a team create a reflection using the individual essays as well as think about the following proposed topics. Analyze how yours and your teammates' opinions and definitions have changed as a result of the material covered in class.

Percent of the babies born : What percent of the babies born at 36 weeks gestation period have a low birth weight (under 5.5 pounds)?

Compare the estimate of the pdf from matlab : Suppose you have a random variable X with PDF and that this random variable is transformed as Y 2 -= X .- Calculate ƒY y .

What questions or concerns do you have about the map : What questions or concerns do you have about the map and underlying data that your neighbor has given you? Which additional pieces of data do you need to complete an effective zombie risk assessment report?

Evidence of significant relationship between age group : At the 0.05 level of significance, is there evidence of a significant relationship between the age group and where people primarily get their news? If so, explain the relationship.

Find insightful and problematic in their views : Discuss similarities and differences in the views of Samuel Florman and Alasdair Maclntyre, and what you find insightful and problematic in their views.

Write a matlab program to simulate the problem described : Write a MATLAB program to simulate the problem described in given exercise.- Estimate the average time until escape.

User Account

All Pages