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Monte carlo integral evaluation
it is in Matlab: Error in ==> MCexam3 at 13 x1(i+1)=x(i)+1/N*random('normal',0,1).^2- randonmind
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- Forum: Calculus and Beyond Homework Help
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Monte carlo integral evaluation
Hello I need to evaluate Gaussian integral K=1/(sqrt(2pi) int(-infinity +infinity) x^2 exp(-x^2/2) dx by using K=E[X^2] ∼Kn=1/N sum(x^2) where x follows a normal distribution. So far I have written this: N=1000; for i=1:n x1(i+1)=x(i)+1/N*random('normal',0,1).^2 end x1 but I am...- randonmind
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- Integral Monte carlo
- Replies: 3
- Forum: Calculus and Beyond Homework Help