University of Namibia
School of Science
Department of Computing, Mathematical & Statistical Sciences
MAF 3732
Assignment 2 (2023)
Totat Marks: 70
Examiner: Dr. SM NUUGULU
September 27, 2023
Answer all questions
1. Using the inverse transform method in MATLAB, generate 10, 000 variates from the
following distributions and plot their respective histograms with legends, grids, titles and
axis-labels on.
(a) Pareto (α, β), where α = 2.54 and β = 1.674
[10]
(b) Normal (µ, σ 2 ), where µ = 250 and σ = 4.
[10]
2
(c) LogNormal (µ, σ ), where µ = 2.5 and σ = 0.4.
[10]
(d) Weibull (θ, β), where θ = 1.8573 and β = 2.674
[10]
(e) Gumbel (α, θ, β), where α = 2.52, θ = 1.8573 and β = 2.674
[10]
2. From each of the case in 1. above, compute the following
i). V aR0.99
[10]
ii). ES0.99
[10]
1