In [1]:
# rm(list=ls())
options(OutDec = ",") 
#==============================================================================
# Exemplo para gerar da distribução exponencial utilizando U(0,1) e a 
# transformação inversa
#==============================================================================
# Para uma distribuição exponencial com parametro 1
#==============================================================================
set.seed(54345)      # Semente
n  <- 10000          # Tamanho da amostra
x  <- -log(runif(n)) # Transformada inversa
print(mean(x))
[1] 0,9943503
In [2]:
#==============================================================================
# Histograma
#==============================================================================
par(mfrow=c(1,1),lwd=2,cex.lab=1.5,cex.axis=1.5,lab=c(12,6,0),
    mar=c(4.5,5,2,1),bty="n")
hist(x,nclass=50,prob=T,main="",ylim=c(0,1),xlim=c(0,11),col="darkgreen",
     ylab=expression(f(x)),xlab=expression(x))
xseq <- seq(0.001,10,length=1000)
yseq <- dexp(xseq,1)
lines(xseq,yseq,col="red",lwd=3)
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In [3]:
#==============================================================================
# Para uma distribuição exponencial com parâmetro 4
#==============================================================================
lambda <- 4
z      <- -log(runif(n))/lambda
print(mean(z))
[1] 0,2495807
In [4]:
#==============================================================================
# Histograma
#==============================================================================
par(mfrow=c(1,1),lwd=2,cex.lab=1.5,cex.axis=1.5,lab=c(9,6,0),
    mar=c(4.5,5,2,1),bty="n")
hist(z,nclass=50,prob=T,main="",ylim=c(0,4),xlim=c(0,2.6),col="darkblue",
     ylab=expression(f(x)),xlab=expression(x))
xseq <- seq(0.001,2.6,length=1000)
yseq <- dexp(xseq,lambda)
lines(xseq,yseq,col="red",lwd=3)
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In [5]:
# rm(list=ls()) 
#==============================================================================
# graphics.off()
#==============================================================================
# Fim
#==============================================================================