For determinants of random
matrices of order 2, shows the analytical and (Monte Carlo) simulated
pdfs for the product, p, of two standard —i.e., in (0, 1)—
uniforms. This product is
p = a11.a22 or
p = a12.a21, with
f(p) = −ln p, and p in (0, 1).
The analytical values are μ = 1⁄4 = 0.25 and
σ = √7 ⁄ 12 ≅ 0.22 .
Plots the analytical and simulated pdfs, f(p),
for comparison, and the cdf, F(p) (integral of the simulated).
Prod.s' difference |
