% % math495/stat490 -- 24 sept 03 -- djm % % w04fun.m: clear % initialize settings %randn('state',1234567) Nrvs = 1000; x_mean = 2; sigma2 = input('\sigma^2 = '); % random variables x_rv = x_mean + sqrt(sigma2)*randn(Nrvs,1); h_rv = exp(-x_rv); % statistics h_mean = mean(h_rv); differ = h_mean - exp(-x_mean); differ1 = h_mean - exp(-mean(x_rv)); h_var = var(h_rv); disp(['mean h(x) - h(mean) = ' num2str(differ)]); disp(['var h(x) = ' num2str(h_var )]);