General Methodology of Graphical Experiments

Two general methodologies are followed in our experiments:

In the first, we plot the theoretical population ( p.d.f.) for the sample mean, based on a random sample with the specified distribution.

In the second methodology, called the Monte Carlo technique, many random samples are drawn from the pre-specified theoretical populations and the sample statistics of interest are calculated. We then attempt to say something about the distributions of these statistics by looking at their empirical distributions (i.e., the frequency distributions --- counts of the many replications we have performed). The bigger the number of replications of each experiment, the better the empirical distributions will approximate the true ones.