Generation of Random Variables

Stage 1:

  1. Set the default parameters and click the generate button; Observe the dataset for multiple instances of samples.

  2. 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:

  1. Repeat the above procedure for the different values for the number of generated samples.

  2. Plot a graph between the average error, and number of samples

  3. Note down your inferences regarding the graph.

Stage 3:

  1. Generate your own dataset by clicking on the plot area. Note that the distribution need not be similar to a normal density.

  2. Estimate the mean and covarance matrices.

  3. Note down your inferences regarding the error committed if you assume the distribution to be normal.