Use the Monte Carlo method to estimate the following. 1 1.fo еxp(еxp(x)) dx 2. E(N) where N is defined as follows. Let {U ¡} be i.i.d. Unif(0,1). Define N=min{n: U 1+...+Un >1} Calculate N 100 times...


Use the Monte Carlo method to estimate the following.<br>1<br>1.fo еxp(еxp(x)) dx<br>2. E(N) where N is defined as follows. Let {U ¡} be i.i.d. Unif(0,1). Define N=min{n: U 1+...+Un >1}<br>Calculate N 100 times and then compute the mean. (Also draw the histogram of results)<br>Do it again, but not 1000 times. And do it again 10000 times. Comment on your findings.<br>

Extracted text: Use the Monte Carlo method to estimate the following. 1 1.fo еxp(еxp(x)) dx 2. E(N) where N is defined as follows. Let {U ¡} be i.i.d. Unif(0,1). Define N=min{n: U 1+...+Un >1} Calculate N 100 times and then compute the mean. (Also draw the histogram of results) Do it again, but not 1000 times. And do it again 10000 times. Comment on your findings.

Jun 08, 2022
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