Re: MatLab randn and Simulation Step Numbers

In article <1114483666.480301.114640@xxxxxxxxxxxxxxxxxxxxxxxxxxxx>,
Matthew Brenneman <pi2ovr6@xxxxxxxxxxxx> wrote:
>Hi,

>I am testing the MatLab routine randn which is supposed to generate
>rv's ~ N(0,1). The test for lack of correaltion looks good, but when I
>run a chi-square test to check that the simulated distbtn is the same
>as N(0,1) I run into a strange problem: as the number of simulated data
>points increases, my chi-square statistics increases.

NOT surprising. Because of poor uniform random variables,
the normal random variables are not normally distributed,
and the bias is similar for different blocks. If it was
just the bias, the chi-squared statistic would be proportional
to the sample size. As there is variation also, it is not
that great.
--
This address is for information only. I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Department of Statistics, Purdue University
hrubin@xxxxxxxxxxxxxxx Phone: (765)494-6054 FAX: (765)494-0558
.

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