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    Exercises 2: 1 Box-Muller Transform

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    discoverthedark
    This document contains instructions for three exercises: 1. Implement the Box-Muller transform to generate random numbers from a Gaussian distribution and compare the results to the probability density function through a histogram. 2. Use the inverse transform method to generate exponentially distributed random numbers from uniformly distributed inputs based on the exponential probability density function, and compare the results to the given function through a histogram. 3. Plot histograms of sums of random variables from a uniform and exponential distribution for different values of N, and observe that the shapes resemble a Gaussian distribution, relating to the central limit theorem.

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    Exercises 2: 1 Box-Muller Transform

    Uploaded by

    discoverthedark
    13 views2 pages
    This document contains instructions for three exercises: 1. Implement the Box-Muller transform to generate random numbers from a Gaussian distribution and compare the results to the probability density function through a histogram. 2. Use the inverse transform method to generate exponentially distributed random numbers from uniformly distributed inputs based on the exponential probability density function, and compare the results to the given function through a histogram. 3. Plot histograms of sums of random variables from a uniform and exponential distribution for different values of N, and observe that the shapes resemble a Gaussian distribution, relating to the central limit theorem.

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    Wireless communication basic exercise sheet

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    Exercise Sheet

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    This document contains instructions for three exercises: 1. Implement the Box-Muller transform to generate random numbers from a Gaussian distribution and compare the results to the probability density function through a histogram. 2. Use the inverse transform method to generate exponentially distributed random numbers from uniformly distributed inputs based on the exponential probability density function, and compare the results to the given function through a histogram. 3. Plot histograms of sums of random variables from a uniform and exponential distribution for different values of N, and observe that the shapes resemble a Gaussian distribution, relating to the central limit theorem.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    13 views2 pages

    Exercises 2: 1 Box-Muller Transform

    Uploaded by

    discoverthedark
    This document contains instructions for three exercises: 1. Implement the Box-Muller transform to generate random numbers from a Gaussian distribution and compare the results to the probability density function through a histogram. 2. Use the inverse transform method to generate exponentially distributed random numbers from uniformly distributed inputs based on the exponential probability density function, and compare the results to the given function through a histogram. 3. Plot histograms of sums of random variables from a uniform and exponential distribution for different values of N, and observe that the shapes resemble a Gaussian distribution, relating to the central limit theorem.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 2

    Exercises 2

    26.04.2013

    Box-Muller Transform

    Implement the Box-Muller transform as a function and plot a histogram of the


    resulting random numbers. Compare the result with the probability density
    function of a Gaussian distribution.

    Inverse Transform

    The exponential distribution has a probability density function fX (x, ) (a plot


    for = 1 is shown in Fig. 1) defined by:
    (
    ex , x 0,
    fX (x; ) =
    (1)
    0,
    x < 0.
    Calculate the inverse transform.
    Generate 10000 exponentially distributed random numbers ( = 1) from
    uniformly distributed random numbers, plot a histogram and compare it
    to Fig. 1.
    Plot a normalized histogram using the trapz and bar commands.

    The Central Limit Theorem

    The random variables X1 , X2 , Xn are each defined as the sum of a uniformly


    (interval [0, 1]) and an exponentially ( = 1) distributed random variable.
    PN
    Plot the histograms consisting each of 100000 samples of
    n=1 Xn for
    N = 1, 5, 10. Choose an appropriate number of bins for the histograms.
    What to the shapes remind you of? Why (Do a google search for the
    central limit theorem)?

    Figure 1: The probability density function of the exponential distribution for


    =1

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