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

Question 1 Obtain a Monte Carlo estimate of S e-x dx Ο 1+x2 by importance sampling method using the importance function f(x)=e, 0 < x < ∞.
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Transcribed Image Text:Question 1 Obtain a Monte Carlo estimate of S e-x dx Ο 1+x2 by importance sampling method using the importance function f(x)=e, 0 < x < ∞.
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