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7

Jun 19th, 2018
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  1. ### Pregunta 7:
  2. # Caso a: X~U(0,1)
  3. n=1000
  4. X=vector() ## Variable de control
  5. I=vector()
  6. med_X=0.5 ## Media de la Uniforme
  7.  
  8. for(i in 1:n)
  9. {X[i]=runif(1)
  10. if( X[i]<0.8)
  11. { I[i]=1 }
  12. else {I[i]=0 }}
  13.  
  14. p=cor(I,X);p
  15. c=-cov(X,I)/var(X);c
  16. EstSes=mean(I)+(c*(mean(X)-med_X));EstSes
  17. Var_Est=var(I)*(1-p^2);Var_Est
  18. Reduc<- (1-(Var_Est/var(I)));Reduc
  19.  
  20. rm(list = ls())
  21. # Caso b: X~exp(1)
  22. n=1000
  23. X=vector() ## Variable de control
  24. u=vector()
  25. I=vector()
  26. med_X=1 ## Media de la expoenecial
  27.  
  28. for(i in 1:n)
  29. {u[i]=runif(1,0,1)
  30. X[i]=-logb(u[i])
  31. if( X[i]<0.8)
  32. { I[i]=1 }
  33. else {I[i]=0 }}
  34.  
  35. p1=cor(I,X); p1
  36. c1=-cov(X,I)/var(X); c1
  37. EstSes1=mean(I)+(c1*(mean(X)-med_X));EstSes1
  38. Var_Est1=var(I)*(1-p1^2); Var_Est1
  39. Reduc1=(1-(Var_Est1/var(I)));Reduc1
  40.  
  41. ##La varianza utilizando la variable de control se reduce a 0.11
  42. ##con respecto a la varianza de la exponencial que es 0.24
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