%this m-file uses the MATLAB random %number generators, and compares %numerical means and standard deviations to known values. randn('seed',sum(100*clock)); rand('seed',sum(100*clock)); clc; num_draws = 10 %---------------------- %Do results for uniform %random number generator %-------------------------- disp('RESULTS - MEAN, STD'); disp('-----------------------------------------------------------------'); disp(' '); disp('UNIFORM'); tempp = rand(num_draws,1); unifans = [mean(tempp) std(tempp)]; trueans = [.5 (1/sqrt(12))]; [unifans; trueans] disp(' '); clear tempp; %---------------------- %Do results for Normal %random number generator %-------------------------- disp('STANDARD NORMAL'); tempp = randn(num_draws,1); normans = [mean(tempp) std(tempp)]; trueans = [0 1]; [normans; trueans] disp(' '); clear tempp; %---------------------- %Do results for Student-t %random number generator %-------------------------- disp('STUDENT-T(3)'); tempp = trnd(3,num_draws,1); tans = [mean(tempp) std(tempp)]; trueans = [0 sqrt(3)]; [tans; trueans] disp(' '); clear tempp; %---------------------- %Do results for Beta %random number generator %-------------------------- disp('BETA(3,2)'); tempp = betarnd(3,2,num_draws,1); betaans = [mean(tempp) std(tempp)]; trueans = [ (3/(3+2)) ( 1 / 5 )]; [betaans; trueans] disp(' '); clear tempp; %---------------------- %Do results for Exponential %random number generator %-------------------------- disp('Exponential (5)'); tempp = exprnd(5,num_draws,1); expans = [mean(tempp) std(tempp)]; trueans = [5 5]; [expans; trueans] disp(' '); clear tempp; %---------------------- %Do results for Chi-Square %random number generator %-------------------------- disp('Chi-Square (3)'); tempp = chi2rnd(3,num_draws,1); chi2ans = [mean(tempp) std(tempp)]; trueans = [3 sqrt(6)]; [chi2ans; trueans] disp(' '); clear tempp; %---------------------- %Do results for Gamma %random number generator %-------------------------- disp('Gamma(4,2)'); tempp = gamrnd(4,2,num_draws,1); gamans = [mean(tempp) std(tempp)]; trueans = [8 4]; [gamans; trueans] disp(' '); clear tempp;