**E**dward Kao pointed out the following difficulty about Example 3.6 in Chapter 3 of “*Introducing Monte Carlo Methods with R*”:

I have two questions that have puzzled me for a while. I hope you can shed some lights. They are all about Example 3.6 of your book.

1. On page 74, there is a term *x(1-x)* for *m(x)*. This is fine. But the term disappeared from (3.5) on p.75. My impression is that this is not a typo. There must be a reason for its disappearance. Can you elaborate?

**I** am alas afraid this is a plain typo, where I did not report the *x(1-x)* from one page to the next.

2. On page 75, you have the term “den=dt(normx,3)”. My impression is that you are using univariate t with 3 degrees of freedom to approximate. I thought formally you need to use a bivariatet with 3 degrees of freedom to do the importance sampling. Why would normx=sqrt(x[,1]^2+x[,2]^2) along with a univariate t work?

**T**his is a shortcut that would require more explanation. While the two-dimensional t sample is y, a linear transform of the isotonic x, it is possible to express the density of y via the one-dimensional t density, hence the apparent confusion between univariate and bivariate t densities…

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