Suppose you have a random variable x with pdf and that this, Financial Econometrics

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Suppose you have a random variable x with pdf and that this

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.

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Financial Econometrics: Suppose you have a random variable x with pdf and that this

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Financial Econometrics: Suppose you have a random variable x with pdf and that this

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