on gradedhw5.pdf X BE Comp_Fin_HW5.pdf X + X C File | C:/Users/fidge/OneDrive/Documents/Homework/MAP5611/gradedhw5.pdf Q 1 of 3 Q +2 0 Page view | A Read aloud | Draw ~ Highlight Erase Problem 5.1 The cumulative distribution function for a Gaussian random variable with mean 0 and vari- ance 1 is P(x) = V7 ease dt and has no analytical form that can be used to define a computational algorithm. Its evaluation therefore requires estimating the improper integral above. Two techniques have been discussed in the class notes. (5.1.a) Write a quadrature algorithm using the composite midpoint rule or the com- posite Trapezoidal rule and global step adaptation to refine the entire interval of integration to achieve a prescribed accuracy, i.e., when the estimated error is not small enough create a fine grid with a new step size ah with 0