Simulation of Random Variables                                                                                              Print this page
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    Histogram of Data


       The histogram is a graphical plot used to describe the behaviour of random data. The range of the data is split into equal-sized bins called class intervals and the number of data that fall into each bin ( frequency ) is counted. The histogram is obtained by plotting the relative frequency (frequency normalized by the total number of data points) versus the class interval. Thus the histogram has

  • Horizontal axis: Class intervals
  • Vertical axis: Relative frequency

       Figure on next page shows the true PDF of a random variable and the frequency plot of the generated random numbers. The plot shows that the relative frequency plot approximately matches the Gaussian PDF.

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