College mathematics R project
yyhujessieDownload R project: https://www.r-project.org
1. Use Chebychev's inequality to prove the LLN for the sample mean of i.i.d. data with finite variance. 2. Use the R code to empirically check the LLN and CLT via simulation.
n<-100 # sample size
m<- c(1:200)
for (i in 1:200){ #simulate 200 samples x<-rnorm(n)
m[i]<- mean(x) }
hist(m)
var(m)
Repeat the above with n=400 and compare the histograms.
Repeat the above with runif() and/or rexp() instead of rnorm() and compare.
9 years ago
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