* Monte Carlo example, Kennedy # 6, p. 331, solution p. 384
set nocolor
set maxcol=5010
sample 1 20
* XM and XV are matrices with one row and 5000 columns
dim xm 1 5000
dim xv 1 5000
do #=1,5000
* Kennedy suggests drawing from, e.g. N(2,4)
genr x=2+nor(2)
stat x/mean=xm:# var=xv:#
endo
* Note the next two commands have "primes" at the end
* This represents matrix transposition (interchange
* rows and columns)
matrix xm=xm'
matrix xv=xv'
sample 1 5000
file screen b:mc2.out
stat xm xv