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Monte carlo application If f(x) is continuous and increasing on [1,4] f(1) = 1 f(4) = 3 The inverse function of f(x) is denoted g(y)
Monte carlo application
If f(x) is continuous and increasing on [1,4]
f(1) = 1
f(4) = 3
The inverse function of f(x) is denoted g(y) on [1,4] (g(y) is also continous and increasing on [1,3]
If we assume that a random # generator generates pairs of numbers (x,y) where 1<= x<=4 and 0<=y<=3.
If 10,000 of these pairs are generated and 9025 pairs are such that for the given (x,y), we have u <= f(x).
I need to estimate the integral f(t)dt over (1,4) using this. Can anybody walk me through the process?
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