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For sample size M = 1 0 0 , 5 0 0 , 1 0 0 0 , 2 0 0 0 , compare the

For sample size M=100,500,1000,2000, compare the mean and standard devi-
ations of the estimates. (in r programming language)
(c)(For graduate students 862 only) Implement MC integration using self-normalized
importance sampling with g(x) from a mixture normal density. Explain the pro-
cedure and integrate your results clearly.
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