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programming assignment in Python Problem 2 (Monte-Carlo Method for Integration) (15+15=30 points) In probability research, one common task is to find the expected value of
programming assignment in Python
Problem 2 (Monte-Carlo Method for Integration) (15+15=30 points) In probability research, one common task is to find the expected value of a function that depends on a random variable. If the random variable is contimous, then calculating such an expected value may involve a complex integral that has no simple closed-form expression. In this scenario, one work-around is to leverage the Monte-Carlo method to find an approximate answer (a) In this subproblem, you will be asked to tackle the following integral: Let 2 N(0.1). Define another random variable Y = cos(2) + sin(22). Our goal is to find out the expected value of Y using Monte Carlo Homework 4. Part II. Multivariate Normal de Monte-Carlo Method EY) = (cos(z) + sin(2:) method. Specifically, letben independent numbers drawn from a standard normal distribution. Then. (cos(z.) + sin(2:)). Please write a short program (either in Python or MATLAB) to implement the above procedure. Suppose we et n = 10 and repeat the same estimation procedure for 20 times What are the estimation results? What if we reconfigure n = 10% and again repeat the same estimation procedure for 20 times. Do you observe any differences in the estimation results Step by Step Solution
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