We are a student group wants to program a statistical problem in "R" software. The Problem is:
1/ Write your own random number generation function using rejection sampling.
2/ Create 100 random samples (with sample size n = 100) of realizations of the random variables Xi using their function, where Xi should follow Logarithmic normal distribution.
3/ Determine (Confidence Level = 0.95) the confidence intervals (for the expected value) for your samples and check how often the actual expected value is included in the determined intervals.
* Hint: create your functions so that you can enter any parameters (for example, in the normal distribution μ and σ 2), while editing your task these parameters should then be defined as such (for example μ = 1 and σ 2 = 0.5)
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