lundi 4 juillet 2016

pseudo-code for generating X such that Prob{sum[(X1/sigma1)^2 + (X2/sigma2)^2 + ... + (Xn/sigman)^2] < C} = 1

Let X1, X2, ..., Xn be i.i.d. random variables. What is the pseudo-code for generating X such that Prob{sum[(X1/sigma1)^2 + (X2/sigma2)^2 + ... + (Xn/sigman)^2]<C} = 1, where C is a constant and sigma^2 is a variance.




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