Operations Research : Applications and Algorithms
Operations Research : Applications and Algorithms
4th Edition
ISBN: 9780534380588
Author: Wayne L. Winston
Publisher: Brooks Cole
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using r language

6.13 Find two importance functions f₁ and f₂ that are supported on (1,∞0)
and are "close" to
x2
g(x) =
e
√2π
"
x > 1.
Which of your two importance functions should produce the smaller
variance in estimating
مر
x²
-x²/2 dx
2πT
by importance sampling? Explain.
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Transcribed Image Text:6.13 Find two importance functions f₁ and f₂ that are supported on (1,∞0) and are "close" to x2 g(x) = e √2π " x > 1. Which of your two importance functions should produce the smaller variance in estimating مر x² -x²/2 dx 2πT by importance sampling? Explain.
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