The standardized Gaussian PRNG produces Gi and the PRNG value Yi is uniformly distributed over [0, 1). If Gi and Yi are independent, what is the mean and variance of Zi =2Gi + 4Yi – 1

What will be an ideal response?


2Gi has mean 0 and variance 4. 4Yi has mean 4(0.5)=2 and variance 16*(1/12) = 4/3. Adding -1 gives µZ = 1 and ?Z2= 4+4/3 = 16/3.

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