1. 𝛼 ∼ 𝑈 (0, 2𝜋), 𝑅 ∼ 𝐸𝑥 𝑝(0.

5) 𝛼
√ √
𝑋= 𝑅𝑐𝑜𝑠𝛼, 𝑌 = 𝑅𝑠𝑖𝑛𝛼. (1)

𝑋, 𝑌 N(0,1)

𝛼 ∼ 𝑈 (0, 2𝜋) 𝑅 ∼ 𝐸𝑥 𝑝(0.5) ,

1 − 2𝑟
𝑓 (𝛼, 𝑟) = 𝑒 , 0 ≤ 𝛼 ≤ 2𝜋, 𝑟 > 0.
4𝜋
√ √
𝑋= 𝑅𝑐𝑜𝑠𝛼, 𝑌 = 𝑅𝑠𝑖𝑛𝛼 𝑅 = 𝑋 2 + 𝑌 2. |𝐽 | = 2 𝑋
𝑌
1 − 𝑥22+𝑦2 1 − 𝑥22+𝑦2 1 𝑥2 1 𝑦2
𝑓 (𝑥, 𝑦) = 2 × 𝑒 = 𝑒 = √ 𝑒− 2 × √ 𝑒− 2 .
4𝜋 2𝜋 2𝜋 2𝜋
𝑥2 𝑦2
𝑓 (𝑥) = √1 𝑒 − 2 𝑓 (𝑦) = √1 𝑒 − 2 .
2𝜋 2𝜋
𝑋 𝑌 N(0,1)
set . seed(1234)
n <− 1000
a <− runif (n ,0,2 *pi)
r <− rexp(n ,0.5)
eta1 <− sqrt ( r ) *cos(a)
eta2 <− sqrt ( r ) *sin(a)
eta <− NULL
#
eta <− cbind( eta1 , eta2 )
#
c(mean(eta1) , mean(eta2))
#
matrix (c(var( eta1 ) , cor( eta1 , eta2 ) , cor( eta1 , eta2 ) , var( eta2 ) ) ,2)

2. 1000

𝐹 (𝑥, 𝑦) = 1 − 𝑒 −2𝑥 − 𝑒 −2𝑦 + 𝑒 −2( 𝑥+𝑦) , 𝑥 > 0, 𝑦 > 0. (2)

1
 𝐹 (𝑥, 𝑦) = 1 − 𝑒 −2𝑥 − 𝑒 −2𝑦 + 𝑒 −2( 𝑥+𝑦) = (1 − 𝑒 −2𝑥 )(1 − 𝑒 −2𝑦 )

𝑋 ∼ 𝐸𝑥 𝑝(2) 𝑌 ∼ 𝐸𝑥 𝑝(2).
set . seed (1)
n <− 1000
eta<−matrix(0,n ,2)
X <− rexp(n ,2)
Y <− rexp(n ,2)
eta <− cbind(X,Y)
c(mean(X),mean(Y))
c(var(X),var(Y))

3. 1000 𝑋 = (𝑋1 , 𝑋2 ), 𝑋 ∼
𝑁 (𝜇, Σ) ( ) ( ) ( ) ( )
𝜇1 1 𝜎12 𝜎12 1 −0.5
𝜇= = , Σ= = . (3)
𝜇2 1 𝜎21 𝜎22 −0.5 1

1 : 𝑋 = (𝑋1 , 𝑋2 ) 𝑓 (𝑥 1 , 𝑥 2 ) = 𝑓 (𝑋2 ) 𝑓 (𝑥 1 |𝑥 2 )
𝑓 (𝑥2 ) 𝜉2 𝑓 (𝑥 1 |𝑥 2 ) 𝜉1 , (𝜉1 , 𝜉2 ) 𝑋 =
(𝑋1 , 𝑋2 ) 𝜉2 𝑋2 𝑁 (𝜇2 , 𝜎22 ). 𝜉1
𝑁 (𝜇1 + 𝜎12 𝜎2−2 (𝑥2 − 𝜇2 ), 𝜎12 − 𝜎12 𝜎2−2 𝜎21 ).

set . seed (1)

n <− 1000
xi <− matrix (0, n ,2)
mu1=mu2=1
sigma1=sigma2=1
rho=−0.5
sigma12=sigma21=rho*sqrt(sigma1*sigma2)
sigmac=sigma1−sigma12*sigma2^(−1)*sigma21
for ( i in 1:n){
x2=rnorm(1,mu2,sigma2^0.5)
muc=mu1+sigma12*sigma2^(−1)*(x2−mu2)
x1=rnorm(1,muc,sigmac^0.5)
xi [ i ,]= c(x1,x2) #
}
eta1=xi [,1]
eta2=xi [,2]
c(mean(eta1) , mean(eta2)) #
matrix (c(var( eta1 ) , cor( eta1 , eta2 ) , cor( eta1 , eta2 ) , var( eta2 ) ) ,2) #

2
 2 : 𝜉1 ∼ 𝑁 (0, 1), 𝜉2 ∼ 𝑁 (0, 1),


 𝜂1 = 𝜎1 𝜉1 + 𝜇1

 √
 𝜂2 = ( 1 − 𝜌 2 𝜉2 + 𝜌𝜉1 )𝜎2 + 𝜇2 ,

𝜌 𝑋1 , 𝑋2 (𝜂1 , 𝜂2 ) (𝑋1 , 𝑋2 )

set . seed (1)

n <− 1000
mu1=mu2=1
sigma1=sigma2=1
rho=−0.5
xi1=rnorm(n,0,1)
xi2=rnorm(n,0,1)
eta1=sigma1*xi1+mu1
eta2=( sqrt (1−rho^2)*xi2+rho*xi1)*sigma2+mu2
xi=cbind(eta1 , eta2 ) #
c(mean(eta1) , mean(eta2)) #
matrix (c(var( eta1 ) , cor( eta1 , eta2 ) , cor( eta1 , eta2 ) , var( eta2 ) ) ,2) #

4.
4
𝑓 (𝑥1 , 𝑥 2 , 𝑥 3 ) = , 𝑥 12 + 𝑥 22 + 𝑥 32 < 1. (4)
3𝜋

4
𝑓0 = sup 𝑓 (𝑥1 , 𝑥 2 , 𝑥 3 ) = , −1 < 𝑥 1 < 1, −1 < 𝑥 2 < 1, −1 < 𝑥 3 < 1
3𝜋

• [0,1] 𝑈0 , 𝑈1 , 𝑈2 , 𝑈3 ;

• 𝑋1 = 2𝑈1 − 1, 𝑋2 = 2𝑈2 − 1, 𝑋3 = 2𝑈3 − 1, 𝑋1 ∼ 𝑈 [−1, 1], 𝑋2 ∼ 𝑈 [−1, 1], 𝑋3 ∼ 𝑈 [−1, 1];

• 4/(3𝜋)𝑈0 = 𝑈0 𝑓0𝑈0 < 𝑓 (𝑋1 , 𝑋2 , 𝑋3 ) = 4/(3𝜋)𝐼 (𝑋12 + 𝑋22 + 𝑋32 < 1), 𝑋12 + 𝑋22 + 𝑋32 < 1,
(𝑋1 , 𝑋2 , 𝑋3 )

set . seed (1)

n <− 1000
XY=c()
for ( i in 1:n){
r=2
while( r>=1){
u1=runif (1)
u2=runif (1)

3
 u3=runif (1)
x1=2*u1−1
x2=2*u2−1
x3=2*u3−1
r=x1^2+x2^2+x3^2
}
XY<−rbind(XY,c(x1,x2,x3))
}

5. 𝑛 𝑟 𝑖 𝑛𝑖
𝑚 𝑋𝑖 𝑖
(𝑋1 , 𝑋2 , ..., 𝑋𝑟 )

(𝑋1 , 𝑋2 , 𝑋𝑟 )
𝐶 𝑛𝑥11 𝐶 𝑛𝑥22 . . . 𝐶 𝑛𝑥𝑟𝑟 ∑
𝑟 ∑
𝑟
𝑃(𝑋𝑖 = 𝑥𝑖 , 𝑖 = 1, 2, · · · , 𝑟) = 𝑥 𝑖 = 𝑚, 𝑛𝑖 = 𝑛
𝐶𝑚 𝑛 𝑖=1 𝑖=1

• 𝑋1 (𝑚, 𝑛1 , 𝑛)
∑ 𝑗 −1
• 𝑋1 , 𝑋2 , . . . , 𝑋 𝑗 −1 𝑋 𝑗 |𝑋1 , 𝑋2 , . . . , 𝑋 𝑗 −1 (𝑚 − 𝑖=1 𝑥𝑖 , 𝑛 𝑗 , 𝑛 −
∑ 𝑗 −1
𝑖=1 𝑛𝑖 )

𝑟 = 4,(𝑛1 , 𝑛2 , 𝑛3 , 𝑛4 ) = (6, 14, 20, 10) 𝑛 = 50, 𝑚 = 5, 1000 (𝑋1 , 𝑋2 , 𝑋3 , 𝑋4 )

set . seed (1)
#
n <− 50
#
m <− 5
#4
r <− 4
ni <− c (6,14,20,10)
x <− c ()
tx <− rep (0, r )
for ( t in 1:1000){
tx=rhyper (1, ni [1], n−ni [1], m)
w=n−ni[1]
s=m
for ( i in 2: r ){
w=w−ni[i]
s=s−tx[ i−1]
tx [ i]=rhyper (1, ni [ i ], w,s)
}
x=rbind(x, tx )
}

4
apply(x ,2, mean)
#
5*c (6,14,20,10) /50