Generation of Random Variables
Stage 1:
Set the default parameters and click the generate button; Observe the dataset for multiple instances of samples.
Click the estimate button to compute the mean and covariance of the generated samples; Observe the mismatch between the two. Repeat the process for multiple sets of samples generated from the same distribution and observe the variations in the estimate.
Stage 2:
Repeat the above procedure for the different values for the number of generated samples.
Plot a graph between the average error, and number of samples
Note down your inferences regarding the graph.
Stage 3:
Generate your own dataset by clicking on the plot area. Note that the distribution need not be similar to a normal density.
Estimate the mean and covarance matrices.
Note down your inferences regarding the error committed if you assume the distribution to be normal.