 |
Average of exponentials
Simulates (via Monte Carlo) an average of exponential variables and
relates it to a χ² distribution. |
|
|
| ntr, .seed |
×10³
|
No. of trials (samples); generator seed,
any integer (iff 0, non−repeatable).
• |
| n |
|
Sample size. |
| μ |
|
Mean of exponential variable. |
| nkl, ymax |
|
No. of classes; max. y
[automatic if 0 (no point)]. |
| bl1, bunkl |
|
Lower and upper class boundaries. • |
| Show values |
|
Shows the coordinates of the graph. |
|
The variable
T = 2 n Xbar ⁄ μ follows a
χ² distribution with 2 n degrees of freedom.
A comparison is made between the simulated T and this analytical
distribution. (If ntr × n is greater than
30 millions, 'ntr' is reduced.) |
|
|
Reference:
• Eric W.
Weisstein, "Exponential Distribution." From MathWorld--A
Wolfram Web Resource
• Eric W.
Weisstein, "Chi-Squared Distribution." From MathWorld--A
Wolfram Web Resource |
