exercise:137129a3db: Difference between revisions
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(Created page with "<div class="d-none"><math> \newcommand{\NA}{{\rm NA}} \newcommand{\mat}[1]{{\bf#1}} \newcommand{\exref}[1]{\ref{##1}} \newcommand{\secstoprocess}{\all} \newcommand{\NA}{{\rm NA}} \newcommand{\mathds}{\mathbb}</math></div> Let <math>Z = X/Y</math> where <math>X</math> and <math>Y</math> have normal densities with mean 0 and standard deviation 1. Then it can be shown that <math>Z</math> has a Cauchy density. <ul><li> Write a program to illustrate this result by plot...") |
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Let <math>Z = X/Y</math> where <math>X</math> and <math>Y</math> have normal densities with mean 0 and standard deviation 1. Then it can be shown that <math>Z</math> has a Cauchy density. | |||
<ul style="list-style-type:lower-alpha"><li> Write a program to illustrate this result by plotting a bar graph of | |||
standard deviation 1. Then it can be shown that <math>Z</math> has a Cauchy density. | |||
<ul><li> Write a program to illustrate this result by plotting a bar graph of | |||
1000 samples obtained by forming the ratio of two standard normal outcomes. | 1000 samples obtained by forming the ratio of two standard normal outcomes. | ||
Compare your bar graph with the graph of the Cauchy density. Depending upon which | Compare your bar graph with the graph of the Cauchy density. Depending upon which | ||
computer language you use, you may or may not need to tell the computer how to simulate a | computer language you use, you may or may not need to tell the computer how to simulate a | ||
normal random variable. A method for doing this was described in | normal random variable. A method for doing this was described in [[guide:D26a5cb8f7|Important Densities]]. | ||
</li> | </li> | ||
<li> We have seen that the Law of Large Numbers does not apply to the | <li> We have seen that the Law of Large Numbers does not apply to the | ||
Latest revision as of 23:52, 14 June 2024
Let [math]Z = X/Y[/math] where [math]X[/math] and [math]Y[/math] have normal densities with mean 0 and standard deviation 1. Then it can be shown that [math]Z[/math] has a Cauchy density.
- Write a program to illustrate this result by plotting a bar graph of 1000 samples obtained by forming the ratio of two standard normal outcomes. Compare your bar graph with the graph of the Cauchy density. Depending upon which computer language you use, you may or may not need to tell the computer how to simulate a normal random variable. A method for doing this was described in Important Densities.
- We have seen that the Law of Large Numbers does not apply to the Cauchy density (see Example). Simulate a large number of experiments with Cauchy density and compute the average of your results. Do these averages seem to be approaching a limit? If so can you explain why this might be?