Convergence Test of a Random Variable
- Simulation of Random Vairables using both MATLAB routine and Rejection Method for three types of distributions such as Normal, Uniform and Exponential with different numbers of samples such as 100, 1000 and 10000.
- Transformation of Random Variables. Random Variables are transformed using g(f(x)) to get a transformed RV for all three distributions.
- Convergence Test for Random Variables. Followed a paper to test the convergence in probability, convergence in distribution, convergence in power i.e. mean squared convergence, almost sure convergence for three distributions. Made a GUI with MATLAB.
