2001. 4. 13 (Fri)
1. Find g(x) that will transform X into the Gaussian R. variable Y=g(X) where X is uniformly distributed over [0,1]. (Give an original citation of what you have found.)
2. Generate N(=100) samples of X using a computer. For this, you have to find right commands of compiler of your system. Use [0,0.1,0.2,~~~,1] for x axis to draw a histogram of the samples.
3. Take the transform y=g(x) for every sample x you have obtained and save values of y as new samples (which must be Gaussian! with mean zero.)
4. Compute or estimate the variance s2 of Y, and find the histogram of the new samples between -4s and 4s.
5. Repeat Parts 2,3 and 4 for N=104,106 and 108.
6. What you must submit: a) Discussions on g(x); b) 4 pages of drawing, and one of them must look like the following (omit); c) Print-out of your program.
7. Due: 5월 9일 (수6) 수업시작시