function rt_dickey(n, μ, ν, σ)
dist_y = InverseGamma(ν/2, ν/2)
xs = σ * randn(n) .* sqrt.(ys) .+ μ
function cmp_res(n, μ, ν, σ)
xs, ys = rt_dickey(n, μ, ν, σ)
cum_δm = cumsum( exp.(- xs .^2) )
cum_δm_star = cumsum( 1 ./ sqrt.(2 * σ^2 .* ys .+ 1) .* exp.(-μ^2 ./ (1 .+ 2*σ^2 .* ys)) )
δm_star = cum_δm_star ./ (1:n)
p = plot(δm, label = "MC")
plot!(p, δm_star, label = "RB")
p1 = cmp_res(10000, 0, 4.6, 1)
p2 = cmp_res(10000, 3, 5, 0.5)
savefig("two-situations.svg")