蒙特卡洛

library(MASS)
n=100
aplha = c()
for (i in 1:10000)
{
mu1=c(0,0)  #均值是0
sigma1=matrix(c(1,0.5,0.5,1.25),nrow =2)
rand1=mvrnorm(n=100,mu =mu1,Sigma = sigma1)
x=rand1[,1]
y= rand1[,2]
alpha[i]=(var(y)-cov(x,y))/(var(x)+var(y)-2*cov(x,y))
}
mean(alpha)
var(alpha)
sqrt(var(alpha))