#source("c:/Work07/ShortCourse07/Programs/ImpSamp.txt",print.eval=TRUE)#
#target = Gamma(2,2/3), candidate = exponential
nsim<-10000;
target <- function(x)((27/16)*(x^2)*exp(-3*x/2))
candidate<-function(x)(exp(-x))
plot(function(x)target(x),xlim=c(0,10))
par(new=T)
plot(function(x)candidate(x),xlab="",ylab="",xaxt="n",yaxt="n")
#Compute the mean and variance
y<-rexp(nsim);
m1<-sum(y*target(y)/candidate(y))/nsim
m2<-sum((y^2)*target(y)/candidate(y))/nsim
m1;m2-m1^2;