Using the algorithm defined by generate n 50 pairs of
Using the algorithm defined by, generate N = 50 pairs of zero-mean Gaussian random variables with σ2 = 3 and ρ = 0.6.
From the set of generated samples, determine mX, mZ, σ2X, σ2Z, and ρXZ. Repeat for N = 5,000. Comment on the results.
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consider yt as defined in example compute the ensemble average e ytestimate e yt using n 5 sample functions at 51
write a matlab program to compute the ensemble averages of xt yt and zt as defined in example 71 for n 20 50 and 100
using the algorithm defined by generate n 50 pairs of zero-mean gaussian random variables with sigma2nbsp 3 and rho
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