Answered: Compute a Monte Carlo estimate ễ of 0 =…

Compute a Monte Carlo estimate ễ of 0 = = So² √ √2" 0.8 1 -x²/2 dx e by sampling from Uniform(0,0.8). Find another Monte Carlo estimator 0* by sampling from the standard normal distribution.

Operations Research : Applications and Algorithms

4th Edition

ISBN:9780534380588

Author:Wayne L. Winston

Publisher:Wayne L. Winston

Chapter12: Review Of Calculus And Probability

Section12.7: Z-transforms

Problem 3P

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Question

using r language

Compute a Monte Carlo estimate ễ of
0 =
= So² √ √2"
0.8 1
-x²/2 dx
e
by sampling from Uniform(0,0.8). Find another Monte Carlo estimator 0* by sampling from the standard
normal distribution.

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