Write code to generate some samples of various sizes
engineering
Description
Part 1 [10%]
In this part, you are required to model the Gaussian Process N(, 2 ) i. Write code to generate some samples of various sizes (eg. 100, 500, 1000) for a Gaussian Process. ii. Write code to calculate the first and second moments for each sample. How accurate is the calculated values for each sample as compared to the theoretical values? Discuss your answer. Next, you are required to model a random variable Z, which is equal to X + Y, where X and Y are Gaussian Process with different mean and variance. iii. Write code to generate some samples of various sizes for Z. iv. Write code to plot the PDF and CDF of X, Y and Z. v. Demonstrate how the changes of parameters of RVs X and Y affect Z.
