# Exercise 8 - a : Truncated Normal Distribution ```{r} f <- function(x, b, mean, sd) { 1 / (sqrt(2 * pi * sd^2) * pnorm((mean - b) / sd)) * exp(-(x - mean)^2 / (2 * sd^2)) * (x >= b) } M <- function(b, mean, sd) { 1 / pnorm((mean - b) / sd) } g <- function(x, b, mean, sd) { 1 / sqrt(2 * pi * sd^2) * exp(-(x - mean)^2 / (2 * sd^2)) } n <- 10000 mean <- 0 sd <- 2 b <- 2 x <- numeric(0) while (length(x) < n) { U <- runif(1) X <- rnorm(1, mean, sd) x <- append(x, X[U <= (f(X, b, mean, sd) / (M(b, mean, sd) * g(X, b, mean, sd)))]) } t <- seq(b, 7, 0.01) hist(x, freq = FALSE, breaks = 35) lines(t, f(t, b, mean, sd), col = "red", lwd = 2) ``` # Exercise 8 - b : Truncated Exponential Distribution ```{r} f <- function(x, b, lambda) { lambda * exp(-lambda * (x - b)) * (x >= b) } M <- function(b, lambda) { exp(lambda * b) } g <- function(x, lambda) { lambda * exp(-lambda * x) } n <- 10000 b <- 2 lambda <- 1 x <- numeric(0) while (length(x) < n) { U <- runif(1) X <- rexp(1, lambda) x <- append(x, X[U <= (f(X, b, lambda) / (M(b, lambda) * g(X, lambda)))]) } t <- seq(b, 7, 0.01) hist(x, freq = FALSE, breaks = 35) lines(t, f(t, b, lambda), col = "red", lwd = 2) ```