Created
January 31, 2020 08:15
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| n = 10 | |
| theta = 1 | |
| alpha = 0.05 | |
| lo = up = numeric(10000) | |
| for (i in 1:10000) { | |
| x = rexp(n, 1/theta) | |
| lo[i] = ((1-alpha)^(-1/n) - 1) * sum(x) | |
| up[i] = (alpha^(-1/n) - 1) * sum(x) | |
| } | |
| xo = rexp(10000, 1/theta) | |
| mean(x0 < lo) # "outlier" low | |
| mean(x0 > up) # "outlier" high | |
| mean(x0 > lo & x0 < up) # coverage |
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