# Tagged Questions

I need to estimate $e$ with a monte carlo method. We only learned the crude monte carlo integration, so I can't use any robust monte carlo simulations. I know that $\displaystyle \int\limits_1^x ... 1answer 92 views ### Monte Carlo Rejection Sampling Method I have the following passage from a set of lecture notes I am working on that I would like to understand a little better.$\underline{\text{Algorithm for Rejection Sampling}}$: Given two densities ... 1answer 210 views ### Stratified Monte Carlo Consider the integral$I=\int_{0}^{1}e^{-x}dx$. Now consider the stratifed Monte Carlo estimate$\hat{I^{s}}$, that has$N_{st}=8$strata. What is the variance of$\hat{I^{s}}$? What is the percent ... 1answer 724 views ### Expected Value and Variance of Monte Carlo Estimate of$\int_{0}^{1}e^{-x}dx$Given the integral:$I=\int_{0}^{1}e^{-x}dx$, use standard Monte Carlo with 1000 random numbers and repeat the simulation 1000 times. (a) What is the expected value and variance of the simple Monte ... 0answers 252 views ### Matlab: Monte Carlo Probability Problem [closed] A student is looking for a date who is older than 23, 170cm < height < 180cm, weight < 160lb. The probability distribution for age$a$, weight$w$, and height$h$is given by: ... 1answer 93 views ### Logic Question Regarding Sample Number and Time Increase So this question is one of those "I'd rather ask and look stupid now than never know" types of questions. It goes as follows: The error in a Monte Carlo estimate is dominated by ... 2answers 96 views ### Finding a distribution of a random variable generated using a Monte Carlo method I would greatly appreciate if somebody could confirm or negate my result to the following problem. I am especially not sure about "putting it all together" step. Generate$U_1,U_2,U_3 \sim ...
Supposing $g(x)=\sqrt[3]{x}$, I want to calculate the expected value of g, $E(\sqrt[3]{x})$, using Monte Carlo method, by generating $x_i$ from a Weibull distribution with parameters $(1,5)$. After ...