Consider the given sequence defined as n= An+wn, where wn denotes independent and identically distributed (iid) random variables following an Erlang distribution. The probability density function (PDF) of wn is given by p(wn) = X^2w[n]e^-Xw[n] for w[n] ≥ 0 and X > 0.
Q1 Theoretical Plotting: Use MATLAB to theoretically plot the PDF of wn by setting A to 3 and A to 10.
Q2 Data Generation: Employ MATLAB to generate a dataset of 10000 or more samples of n and plot the normalized histogram. Ensure that the generated histogram aligns with the theoretical PDF obtained in Q1.
Q3 Log-Likelihood Analysis: Plot the Log-Likelihood function for the parameter based on the generated dataset. Observe the presence of a peak at X = 3.
Q4 Variance Analysis: Repeat the previous step for the variance of [n], which is given by 22. Confirm the existence of a peak at 2/9.