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- set.seed(68)
- s<- c(.25,.35,.5,.6,.75,.85)
- u<- qexp(s)
- n<-100
- data<-rexp(n)
- esp_estimer<-sapply(u, function(i){sum(pmin(data,i))/n})
- set.seed(68)
- m<-50
- u<- qexp(.5)
- esp_sim <- vector("numeric",m)
- for (i in 1:m)
- {
- data <- rexp(n)
- esp <- sum(pmin(data,u))/n
- esp_sim[i] <- esp
- }
- var_y <- sum((esp_sim - mean(esp_sim))^2)/(m-1)
- esp_estimer[3]+qnorm(.975) * sqrt(var_y)
- esp_estimer[3]-qnorm(.975) * sqrt(var_y)
- set.seed(68)
- m<-50
- u<- qexp(.75)
- esp_sim <- vector("numeric",m)
- for (i in 1:m)
- {
- data <- rexp(n)
- esp <- sum(pmin(data,u))/n
- esp_sim[i] <- esp
- }
- var_y <- sum((esp_sim - mean(esp_sim))^2)/(m-1)
- esp_estimer[5]+qnorm(.975) * sqrt(var_y)
- esp_estimer[5]-qnorm(.975) * sqrt(var_y)
- s<- c(.25,.35,.5,.6,.75,.85)
- u<- qexp(s)
- fun1<- function(x){x*exp(-x)}
- fun2<- function(x){exp(-x)}
- sapply (u, function(u) {integrate(fun1,lower = 0,upper = u)$ value + u* integrate(fun2,lower = u,upper = 10000)$value})
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