#------------------------# # # # Loesungen Blatt 7 # # # #------------------------# # Aufgabe 1) # 1a) Der exakte Wert ist (1 - 1/e^4)/2 exact = (1 - 1/exp(4))/2 exact # 1b) N = 50000 x = rnorm(N, mean=0, sd=1/sqrt(2) ) F = sqrt(pi) * x * ifelse(x>0 & x<2, 1, 0) I = sum(F) / N I # 1c) N = 50000 x = runif(N, min=0, max=2) F = 2*x*exp(-x^2) I = sum(F) / N I # Aufgabe 2) # 2a) exact = sqrt(pi)*( pnorm(2,mean=0,sd=1/sqrt(2)) - pnorm(0,mean=0,sd=1/sqrt(2)) ) exact # 2b) N = 50000 x = rnorm(N,mean=0,sd=1/sqrt(2)) F = sqrt(pi)*ifelse(x>0 & x<2, 1, 0) I = sum(F)/N I # 2c) N = 50000 x = runif(N,min=0,max=2) F = 2*exp(-x^2) I = sum(F)/N I # Aufgabe 3b) N = 50000 x = rnorm(N) par(mfrow=c(3,3)) for(lam in 1:9) { F = exp(lam*x) * exp(-lam^2/2) I = cumsum(F)/(1:N) plot(1:N, I, ylim=c(0,2), main = paste("lambda =",lam) ) points(1:N, rep(1,N), col="red", cex = 0.5) } # cex = character expansion, cex = 1.0 ist normale Groesse