In MATLAB. generate two data sets of size n = 10.000: the first from N(O.1) and the second from the t distribution with 5 degrees of freedom. These are your two samples to be tested for normality....

In MATLAB. generate two data sets of size n = 10.000: the first from N(O.1) and the second from the t distribution with 5 degrees of freedom. These are your two samples to be tested for normality. Recall the asymptotic properties of order statistics from Chapter 5 and find the approximate distribution of X13000j. Standardize it appropriately (here
 = 0.3. and p = norminv (0.3) = -0.5244. and find the two-sided p-values for the goodness-of-fit test of the normal distribution. If the testing is repeated 10 times. how many times will you reject the hypothesis of normality for the second. t distributed sequence? What if the degrees of freedom in the t sequence increase from 5 to 10; to 40? Comment.