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- ### Pregunta 7:
- # Caso a: X~U(0,1)
- n=1000
- X=vector() ## Variable de control
- I=vector()
- med_X=0.5 ## Media de la Uniforme
- for(i in 1:n)
- {X[i]=runif(1)
- if( X[i]<0.8)
- { I[i]=1 }
- else {I[i]=0 }}
- p=cor(I,X);p
- c=-cov(X,I)/var(X);c
- EstSes=mean(I)+(c*(mean(X)-med_X));EstSes
- Var_Est=var(I)*(1-p^2);Var_Est
- Reduc<- (1-(Var_Est/var(I)));Reduc
- rm(list = ls())
- # Caso b: X~exp(1)
- n=1000
- X=vector() ## Variable de control
- u=vector()
- I=vector()
- med_X=1 ## Media de la expoenecial
- for(i in 1:n)
- {u[i]=runif(1,0,1)
- X[i]=-logb(u[i])
- if( X[i]<0.8)
- { I[i]=1 }
- else {I[i]=0 }}
- p1=cor(I,X); p1
- c1=-cov(X,I)/var(X); c1
- EstSes1=mean(I)+(c1*(mean(X)-med_X));EstSes1
- Var_Est1=var(I)*(1-p1^2); Var_Est1
- Reduc1=(1-(Var_Est1/var(I)));Reduc1
- ##La varianza utilizando la variable de control se reduce a 0.11
- ##con respecto a la varianza de la exponencial que es 0.24
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