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Edit Exercise11.rmd

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Arthur Danjou
2024-11-06 16:58:52 +01:00
parent df37fca8ac
commit 88d0907535
1 changed files with 2 additions and 2 deletions
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M1/Monte Carlo Methods/Exercise11.rmd
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@@ -17,7 +17,7 @@ h <- function(x, a) {
x >= a x >= a
} }
G <- function(x, a, k) { G_inv <- function(x, a, k) {
a / (1 - x)^(1 / k) a / (1 - x)^(1 / k)
} }
@@ -26,7 +26,7 @@ x1 <- rcauchy(n, 0, 1)
p1 <- h(x1, a) p1 <- h(x1, a)
# Importance sampling # Importance sampling
x2 <- G(runif(n), a, k) x2 <- G_inv(runif(n), a, k)
p2 <- f(x2) / g(x2, a, k) * h(x2, a) p2 <- f(x2) / g(x2, a, k) * h(x2, a)
# Results (cat the results and the var of the estimators) # Results (cat the results and the var of the estimators)