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Distribucin de Laplace en R

((1/2*beta)*exp(-(abs(x-alpha))/beta))
Alpha
0.2
0.4
0.6

0.5
0.8
1.5

Montecarlos
0.1655344
0.4471291
1.50171

integrate
0.16621 with absolute error < 6.4e-05
0.4459102 with absolute error < 0.00012
1.49589 with absolute error < 1.5e-05

set.seed(123)
g<-function(x){
alpha=0.2; beta=0.5;
((1/2*beta)*exp(-(abs(x-alpha))/beta))}
h<-function(y){
g((1/y)-1)*(1/y^2)}
U<-runif(1000)
mean(h(U))
integrate(g,0,Inf)
#-------------------------------------------------------------#
set.seed(123)
g2<-function(x){
alpha=0.4; beta=0.8;
((1/2*beta)*exp(-(abs(x-alpha))/beta))}
h2<-function(y){
g2((1/y)-1)*(1/y^2)}
U2<-runif(1000)
mean(h2(U2))
integrate(g2,0,Inf)
#-----------------------------------------------------------#
set.seed(123)
g3<-function(x){
alpha=0.6; beta=1.5;
((1/2*beta)*exp(-(abs(x-alpha))/beta))}
h3<-function(y){
g3((1/y)-1)*(1/y^2)}
U3<-runif(1000)
mean(h3(U3))
integrate(g3,0,Inf)

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