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The document outlines exercises for a tutorial in MATH 368, focusing on statistical concepts involving exponential and Cauchy random variables. It includes tasks such as plotting histograms, comparing results with the central limit theorem, and computing expectations and variances. Additionally, it involves approximating integrals using MATLAB commands and Monte Carlo methods.

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Riley Collins
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5 views1 page

Sheet 2

The document outlines exercises for a tutorial in MATH 368, focusing on statistical concepts involving exponential and Cauchy random variables. It includes tasks such as plotting histograms, comparing results with the central limit theorem, and computing expectations and variances. Additionally, it involves approximating integrals using MATLAB commands and Monte Carlo methods.

Uploaded by

Riley Collins
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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MATH 368, Summer 2025

Dr. A. Alpers
Tutorial in Week 2

Exercise 5. Let X1 , . . . , Xn be exponentially distributed random variables (i.e., their pdfs are
fXi (t) = λe−λt ) with λ = 0.2. Using matlabs exprnd command draw nTrials = 104 samples of
each Xi and plot a histogram of

(a) X1 and
√
(b) n · n1 ni=1 Xi − µ for n = 1, 5, and 30.
P 

How do your plots compare with the results predicted by the central limit theorem?

Exercise 6. Let X be a standard Cauchy random variable, i.e., X has the pdf
1
fX (x) = , x ∈ R.
π(1 + x2 )

Let Y = |X|. It can be shown that X and Y have no finite mean.

(a) Plot the pdf of X.


1
Pn
(b) Give plots of four realizations of n i=1 Yi . What do you observe?
(Hint: In matlab, nTrials standard Cauchy random variables can be generated by the
command tan(pi*(rand(1,nTrials)-0.5)).)

Exercise 7. Consider the random variable Y := e−X , where X is a random variable uniformly
distributed on the interval (0, 1). Give precise values of E[Y ] and var(Y ).

Exercise 8. Consider the task of computing


Z 1
e−x
dx.
0 1 + x2

(a) Approximate the integral via matlab’s integrate command.

(b) Approximate the integral via direct Monte Carlo. Give plots of µ̂n and the (theoretical)
RMSE as a function of n.

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