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Chapter 12: Q1SE (page 850)

Test the standard normal pseudo-random number generator on your computer by generating a sample of size 10,000 and drawing a normal quantile plot. How straight does the plot appear to be?

Short Answer

Expert verified

\(Generate using R with rnorm (n), and use q qnorm for Q - Q plot. \)

Step by step solution

01

Pseudo-random number

A fixed statistically random number as well as aspects that are obtained from a known preliminary step and therefore are usually repeated again and again.

02

To Test the standard normal pseudo-random number generator on your computer by generating a sample

In RStudio, generate a random sample of size n=10000 from a standard normal distribution using the built-in function r norm (n). Then, use the built-in function qqnorm to create the \(Q - Q\) plot. From the figure given below, one may see that the theoretical quantiles versus the sample quantiles create a reasonably straight line, meaning that the sample comes from a standard normal distribution.

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Most popular questions from this chapter

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