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3 2 Let = 2 ex /2 / 2 dx , now answer the following question (you need provide details, 1 including R code) (a)
3 2 Let = 2 ex /2 / 2 dx , now answer the following question (you need provide details, 1 including R code) (a) Estimate using the Monte Carlo method (any pdf you preferred), and also find the estimated standard error. Use n = 10000. (b) Estimate using importance sampling method, that is, select a new pdf function: X N(1:5; 1). Also, find the standard error. Compared with (a), which option is better? (Hint: you can use rnorm(n,1.5,1)) to sample data)
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