new;
library pgraph;

T = 10000; /* sample size */
h = 100;   
xmat = zeros(T,1);
mu  = 0.5;
sig2 = 1/12;

j = 1;
do until j>T;
   tmp = rndu(h,1);
   xmat[j,1] = sqrt(h)*(meanc(tmp)-mu)/sqrt(sig2);
   j = j + 1;
endo;

{a,b,c} = histp(xmat,100);

end;