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 a22 − a12 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). |