15.

(a) Verify that the minimum of (4.1) occurs when a is as given by (4.2).

(b) Verify that the minimum of (4.1) is given by (4.3).

16. Let X be a random variable on (0, 1) whose density is f(x). Show that we can estimate ∫₀¹ g(x) dx by simulating X and then taking g(X)/f(X) as our