悬赏 50 个论坛币 未解决
谢谢大家。(第一题已经做出来,求助第二、三题)
1.
a) Use the random number generator with to generate 10000 uniformly distributed random numbers on and plot the histogram.
b) Generate 10000 uniformly distributed distributed random numbers on using built-in function of MATLAB.
c) Compare the histograms obtained in parts a) and b).
2.
a) Use the numbers generated in problem 1 a) to generate 10000 random numbers that represent the daily price fluctuation of a financial asset that can have an increase of 100 with probability 0.45 , a decrease of 200 with probability 0.25, or stays the same with probability 0.3.
b) Plot the histogram and the empirical distribution function obtained using the data generated in part a).
3.
Generate 5000 Binomial distributed random numbers by doing:
a) Use Bernoulli random variables. Plot the empirical histogram and using your data to calculate the probability that the Binomial random variable is less than 50. Compare with the theoretical answer.
b) Use the inverse transformation method mentioned in class.
c) Compare the empirical histograms obtained in parts a) and b) and the times required in each method.