Term Project
1. Starting from a uniform distribution between (0,1).
i. Generate a sequence of Rayleigh distributed random variable. (parameters: a=0, b=1).
ii. Generate a sequence of exponentially distributed random variable. (parameters: a=0, b=1)
iii. Generate a sequence of Gaussian random variable. (parameters: a=0, σ2/x = 4)
2. Check the validity of the random variables generated in parts 1 by
i. normalized histogram and comparing it with the theoretical pdf.
ii. estimating the mean and variance and comparing it with the theoretical values.
3. Verify the central limit theorem (CLT):
i. For a set of sequences of independent identically distributed (i.i.d.) random variables. (use the Rayleigh r.v. generated in step 1)
ii. For a set containing sequences of a mix of independent random variables.