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Oct 23rd, 2019
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  1. set.seed(68)
  2. s<- c(.25,.35,.5,.6,.75,.85)
  3. u<- qexp(s)
  4. n<-100
  5. data<-rexp(n)
  6. esp_estimer<-sapply(u, function(i){sum(pmin(data,i))/n})
  7.  
  8. set.seed(68)
  9. m<-50
  10. u<- qexp(.5)
  11. esp_sim <- vector("numeric",m)
  12. for (i in 1:m)
  13. {
  14. data <- rexp(n)
  15. esp <- sum(pmin(data,u))/n
  16. esp_sim[i] <- esp
  17. }
  18. var_y <- sum((esp_sim - mean(esp_sim))^2)/(m-1)
  19. esp_estimer[3]+qnorm(.975) * sqrt(var_y)
  20. esp_estimer[3]-qnorm(.975) * sqrt(var_y)
  21.  
  22. set.seed(68)
  23. m<-50
  24. u<- qexp(.75)
  25. esp_sim <- vector("numeric",m)
  26. for (i in 1:m)
  27. {
  28. data <- rexp(n)
  29. esp <- sum(pmin(data,u))/n
  30. esp_sim[i] <- esp
  31. }
  32. var_y <- sum((esp_sim - mean(esp_sim))^2)/(m-1)
  33. esp_estimer[5]+qnorm(.975) * sqrt(var_y)
  34. esp_estimer[5]-qnorm(.975) * sqrt(var_y)
  35.  
  36.  
  37. s<- c(.25,.35,.5,.6,.75,.85)
  38. u<- qexp(s)
  39. fun1<- function(x){x*exp(-x)}
  40. fun2<- function(x){exp(-x)}
  41. sapply (u, function(u) {integrate(fun1,lower = 0,upper = u)$ value + u* integrate(fun2,lower = u,upper = 10000)$value})
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