Use the Monte Carlo method to estimate the following. 1. Jo' exp(exp(x)) dx 2. E(N) where N is defined as follows. Let {U¡} be i.i.d. Unif(0,1). Define N=min{n: U1+..+Un >1} Calculate N 100 times and then compute the mean. (Also draw the histogram of results) Do it again, but not 1000 times. And do it again 10000 times. Comment on your findings. Upload you work (done neatly) here.
Use the Monte Carlo method to estimate the following. 1. Jo' exp(exp(x)) dx 2. E(N) where N is defined as follows. Let {U¡} be i.i.d. Unif(0,1). Define N=min{n: U1+..+Un >1} Calculate N 100 times and then compute the mean. (Also draw the histogram of results) Do it again, but not 1000 times. And do it again 10000 times. Comment on your findings. Upload you work (done neatly) here.
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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Transcribed Image Text:Use the Monte Carlo method to estimate the following.
1. Jo' exp(exp(x)) dx
2. E(N) where N is defined as follows. Let {U¡} be i.i.d. Unif(0,1). Define N=min{n: U1+..+Un >1}
Calculate N 100 times and then compute the mean. (Also draw the histogram of results)
Do it again, but not 1000 times. And do it again 10000 times. Comment on your findings.
Upload you work (done neatly) here.
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