# Simulation der Normalverteilung ## ## Methode 1: Inverse Verteilungsfunktion ### U= runif(10000); x1 = qnorm(U); hist(x1); sum(x1>2); ## Methode 2: Box Muller Transformation v1= runif(10000); v2= runif(10000); x2= sqrt(-2*log(v1))*cos(2*pi*v2); hist(x2); sum(x2>2); ### Rejection mit Vergleich zu Exponentialverteilung ### x3=runif(10000); x3=0*x3; i=1; while(i < 10001) { x= -log(1-runif(1)); z= runif(1,0,exp(-x)); if (z < dnorm(x)) {x3[i]= x; i=i+1}; } x3= 2*(runif(10000)<0.5)*x3-x3; hist(x3) sum(x3>2);