Refactor files

M1/Monte Carlo Methods/Exercise3.rmd

@@ -0,0 +1,17 @@
+# Exercise 3 : Box Muller Algo
+
+```{r}
+BM <- function(n) {
+  U1 <- runif(n)
+  U2 <- runif(n)
+  X1 <- sqrt(-2 * log(U1)) * cos(2 * pi * U2)
+  X2 <- sqrt(-2 * log(U1)) * sin(2 * pi * U2)
+  return(c(X1, X2))
+}
+
+n <- 10e4
+X <- BM(n)
+
+hist(X, breaks = 100, freq = FALSE)
+curve(dnorm(x), add = TRUE, col = "red")
+```