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Suppose that X1, X2 are iid from a standard normal distribution, and X3, X4 are iid from a Gamma(3,2) distribution. Obtain a Monte Carlo estimation of 0 = E[g(X1, X2, X3, X4)] = E|(X1 + X2)² − (X3 + X4)²| based on m = 1000 replicates.

Suppose that X1, X2 are iid from a standard normal distribution, and X3, X4 are iid from a Gamma(3,2) distribution. Obtain a Monte Carlo estimation of 0 = E[g(X1, X2, X3, X4)] = E|(X1 + X2)² − (X3 + X4)²| based on m = 1000 replicates.

Operations Research : Applications and Algorithms
Operations Research : Applications and Algorithms
4th Edition
ISBN:9780534380588
Author:Wayne L. Winston
Publisher:Wayne L. Winston
Chapter20: Queuing Theory
Section20.4: The M/m/1/gd/∞/∞ Queuing System And The Queuing Formula L = Λw
Problem 14P
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Suppose that X1, X2 are iid from a standard normal distribution, and X3, X4 are iid from a Gamma(3,2) distribution. Obtain a Monte Carlo estimation of 0 = E[g(X1, X2, X3, X4)] = E|(X1 + X2)² − (X3 + X4)²| based on m = 1000 replicates.
Transcribed Image Text:Suppose that X1, X2 are iid from a standard normal distribution, and X3, X4 are iid from a Gamma(3,2) distribution. Obtain a Monte Carlo estimation of 0 = E[g(X1, X2, X3, X4)] = E|(X1 + X2)² − (X3 + X4)²| based on m = 1000 replicates.
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