Question: Consider the integraly dxdy a) Estimate the integral I using a simple Monte Carlo Method. Find 95% confidence interval for the true value of the

 Consider the integraly dxdy a) Estimate the integral I using a

Consider the integraly dxdy a) Estimate the integral I using a simple Monte Carlo Method. Find 95% confidence interval for the true value of the integral. b) Estimate the integral I using data generated for a) and applying antithetic variate approach. Find 95% confidence interval for the true value of the integral. and applying antithetic c) Estimate the integral I using data generated for a) and applying control variate approach. Use as control variate i) Y-U + V and ii) = (U + V)2 . Note that you'll need to calculate exact (theoretical values) of E(%) and E(%) . Find 95% confidence interval for the true value of the integral. d) Compare a), b), c). Which variance reduction technique works better here

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