In: Statistics and Probability
1) Create a Normally (Gaussian) distributed random variable1 X with a mean µ and standard deviation σ.
• Create normally distributed 50 samples (Y) with µ and σ, and plot the samples.
• Create normally distributed 5000 samples (X) with µ and σ, and (over) plot the samples.
• Plot the histogram of random variable X and Y. Do not forget to normalize the histogram.
• Plot the Gaussian PDF and its CDF function over the histogram of random variables Y and X.
Do not forget, interpreting the results is the key to properly learn!!