531f10RVG

# 531f10RVG - STAT 531 RVG Nsim < 10^4 U < runif(Nsim X <...

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############################################################# # STAT 531 RVG ############################################################# Nsim <- 10^4 U <- runif (Nsim) X <- - log(U) Y <- rexp(Nsim) par(mfrow=c(1,2)) hist(X, freq=F, main= "Exp from Uniform") hist(Y, freq=F, main= "Exp from R") ############################################################# Nsim <- 3*10^4 U <- runif(Nsim) U <- matrix(data=U, nrow=3) X <- - log(U) X <- 2*apply(X, 2, sum) s <- seq(0,30, length=100) hist(X, freq =F, main= "Chi-square from Uniform") lines(s, dchisq(s,6), lwd=2, col="sienna") ############################################################# Nsim = 10^4 U1 =runif(Nsim) U2=runif(Nsim) X1=sqrt(-2*log(U1)) *cos(2*pi*U2) X2=sqrt(-2*log(U1)) *sin(2*pi*U2) par(mfrow=c(1,2)) hist(X1, freq =F, main= " Normal from Uniform") s <- seq(-4,4, length=100) lines(s, dnorm(s), lwd=2, col="sienna") hist(X2, freq =F, main= " Normal from Uniform") lines(s, dnorm(s), lwd=2, col="sienna") ############################################################# Nsim <- 10^4

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## This note was uploaded on 02/04/2011 for the course STAT 531 taught by Professor Gaborlukacs during the Spring '11 term at Manitoba.

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531f10RVG - STAT 531 RVG Nsim < 10^4 U < runif(Nsim X <...

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