假设X~N(0,1),Y服从条件分布Y|X ~ Gamma(|x|, b)。
- set.seed(123)
- a <- 1.5
- b <- 1
- # generate 1 million obs for x and y|x
- len <- 1e6
- x <- rnorm(len, mean = 0, sd = 1)
- y <- numeric(len)
- for (i in 1:len) {
- y[i] <- rgamma(1, shape = abs(x[i]), rate = 1)
- }
- prob1 <- sum(x>a & y>b)/len
- prob2 <- sum(x<a & y<b)/len


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