Monte carlo integral evaluation

[randonmind]

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 getting error messages.

Can anyone share their wisdom?
Thanks
Andreas

 

[Stephen Tashi]

What error messages are you gettting and what programming language are you using?

 

[randonmind]

it is in Matlab:
Error in ==> MCexam3 at 13
x1(i+1)=x(i)+1/N*random('normal',0,1).^2

 

[JesseC]

are you mixing up your big N and little n ? in the for loop you use n, but you haven't defined it anywhere.