Introduction to Algorithms
3rd Edition
ISBN: 9780262033848
Author: Thomas H. Cormen, Ronald L. Rivest, Charles E. Leiserson, Clifford Stein
Publisher: MIT Press
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Chapter 3.1, Problem 1E
Program Plan Intro
To prove that the expression
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using r language
using r language
Compute a Monte Carlo estimate o of
0.5
0 =
L
ē -xdx
0
by sampling from Uniform(0, 0.5). Find another Monte Carlo estimator 0* by sampling from the exponential
distribution. Use simulations to estimate the variance of Ô and ⑦*, which estimator has smaller variance?
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