(b) Investigate how the deviation from the limiting distribution decreases as N increases. Comment.
Note: you can read about/try out additional tests of randomness described in Problem 12.19.
Note on histograms in pgplot: You can display your histogram by inserting the following code, where NINT is the number of bins you have used, XVAL is the array containing the x coordinate of the lower edge of each bin, and OCC is the occupancy (normalized) of each bin.
LOGICAL CENTER
...
CALL PGBEGIN(0,'/PS',1,1)
CALL PGENV(0.0,1.0,0.0,1.1,0,1)
CENTER=FALSE
CALL PGBIN(NINT,XVAL,OCC,CENTER)
CALL PGEND
Alternatively, pgplot will actually make the histogram plot for you, but you have to save the values of x in an array (which can get quite large). Insert the following code, where NTR is the number of values of x, XSAVE is the array containing these values, and NINT is the number of bins you want in the histogram.
CALL PGBEGIN(0,'/PS',1,1)
CALL PGHIST(NTR,XSAVE,0.00,1.00,NINT,0)
CALL PGEND