# Exercise 2 : Exponential distribution and related distributions ### Question 1 ```{r} n <- 10000 u <- runif(n) x <- -1 / 2 * log(1 - u) hist(x, breaks = 50, freq = FALSE) curve(dexp(x, rate = 2), add = TRUE, col = "red") qqplot(x, rexp(n, rate = 2)) ``` ### Question 2 ```{r} lambda <- 1.5 n <- 10000 d <- 10 S <- numeric(n) for (i in 1:n) { u <- runif(d) x <- -1 / lambda * log(1 - u) S[i] <- sum(x) } hist(S, freq = FALSE, breaks = 50) curve(dgamma(x, shape = d, rate = lambda), add = TRUE, col = "red") ``` ### Question 3 ```{r} n <- 10000 S <- numeric(n) i <- 1 for (j in (1:n)) { x <- -1 / 4 * log(1 - runif(1)) while (x <= 1) { i <- i + 1 x <- x - 1 / 4 * log(1 - runif(1)) } S[j] <- i i <- 1 } hist(S, freq = FALSE) curve(dpois(S, lambda = 4), add = TRUE, col = "red") ```