Average of exponentials
Simulates (via Monte Carlo) an average of exponential variables and relates it to a
χ
² distribution.
2024.Jul.03 18:18:33
ntr, .seed
×10³
No. of
trials
(samples); generator
seed
, any integer (iff 0, non
−
repeatable). •
n
Sample size.
μ
Mean of exponential variable.
nkl,
y
max
200
625
No. of
classes
; max.
y
[automatic if 0 (no point)].
bl
1
, bu
nkl
Lower
and
upper
class boundaries. •
Show values
No
Yes
Shows the coordinates of the graph.
The variable
T
= 2
n X
bar
⁄
μ
follows a
χ
² 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
Article ST-A522
http://web.ist.utl.pt/~ist11038/compute/qc/F-expochisq.php
Created:
2006-05-22 —
Last modified:
2007-10-13
