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Random determinants of order 2: {2} "difference"
  For 2-determinants, calculates and (Monte Carlo) simulates difference (the determinant).
2024.Nov.25 11:55:06
Case Selected function (choose 1). •
lg N (a), .seed (a)(≤ 7) No. (log10) of trials, random no. gener. seed. •
Classes No. of (density-) histogram classes. •
h Numerical integration step. •
Show values Shows the coordinates of the graph. •

Simulates (Monte Carlo) determinants of random matrices of order 2 (in both cases below), with uniform 0–1 elements.

Case 1 For the random determinants (previous), calculates and simulates pdfs for the determinant, d = a11 a22a12 a21. The parameter values are μ = 0 and σ ≅ 0.31.

Case 0 (Verification of the numerical integration, only) Uses an alternative function (cosinusoidal.pdf) with known properties and parameters [μ = 0, σ = √(1−8⁄π²) ≅ 0.435...].

Plots the calculated and simulated pdfs, f(d), for comparison, and the cdf, F(d) (integral of the simulated).

References: Plate: rand2detPDiff

• Google "random determinant"

• Alagar, V. S., 1978, "The distribution of random determinants", Canadian Journal of Statistics, 6:1, pp 1–9 (doi:10.2307/3314819; for exponential distribution).

• 1538-03-25: Clavius, Christopher (Univ. of Coimbra, 1556) (1612-02-02).

 
 
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Created: 2012-03-25 — Last modified: 2012-04-17