dataset_dbb {STFTS}

Integrals of Squared De-meaned Brownian Bridge

Description

Generate a dataset of independent simulated values of \int_0^1{[B(t)-\int_0^1{B(x)dx}]^2}dt, where B is a standard Brownian bridge on [0,1].

Usage

dataset_dbb(NUM)

Arguments

NUM

Number of simulated values generated in the dataset.

Value

A vector with length equals to NUM.

Examples

dataset_dbb(10)