h<-function(x){ x } draws <- rt(10000,df=1) wh <- h(draws)*g(draws)/dt(draws,df=1) w <- g(draws)/dt(draws,df=1) numerator <- mean(wh) denominator <- mean(w) expectation <- numerator/denominator c(numerator, denominator, expectation) xx<-seq(-3,6,length=100) plot(xx,g(xx),type="l",col="red",lwd=4) lines(xx,dt(xx,df=1),col="black",lwd=4) legend(3,1,legend=c("I()","g()"),col=c("black","red"),lwd=4)