Question
Compute a Monte Carlo estimate of w where: w= -1(integral)2 (e^((-x^2)/2) dx based on ranom samples X1,.......,X10000 drawn from N(0,1), and estimate the variance of
Compute a Monte Carlo estimate of w where:
w= -1(integral)2 (e^((-x^2)/2) dx
based on ranom samples X1,.......,X10000 drawn from N(0,1), and estimate the variance of the monte carlo. Note that the pdf of N(0,1) is (1/sqrt(2*pi)) * e^((x^2)/2).
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Complex Analysis
Authors: Dennis G Zill, Patrick D Shanahan
3rd Edition
1449694624, 9781449694623
