Question: Please help me answer the question using python/mathlab. Thank you Problem 2 (Monte-Carlo Method for Integration) (15+15=30 points) In probability research, one common task is

Please help me answer the question using python/mathlab. Thank youPlease help me answer the question using python/mathlab. Thank you Problem 2(Monte-Carlo Method for Integration) (15+15=30 points) In probability research, one common task

Problem 2 (Monte-Carlo Method for Integration) (15+15=30 points) In probability research, one common task is to find the expected value of a function that depends on a random variable. If the random variable is continuous, then calculating such an expected value may involve a complex integral that has no simple closed-form expression. In this scenario, one work-around is to leverage the Monte-Carlo method to find an approximate answer. n (a) In this subproblem, you will be asked to tackle the following integral: Let Z ~ N(0,1). Define another random variable Y = cos(Z) + sin(2Z). Our goal is to find out the expected value of Y using Monte Carlo method. Specifically, let 21,22,-- ... , Zn be n independent numbers drawn from a standard normal distribution. Then, (cos(zi) + sin(22i)). n ELY] = J (cos(2) + sin(22) +dz 1 - Homework 4, Part II: Multivariate Normal & Monte-Carlo Method 2 Please write a short program (either in Python or MATLAB) to implement the above procedure. Suppose we set n = 103 and repeat the same estimation procedure for 20 times. What are the estimation results? What if we reconfigure n = 10 and again repeat the same estimation procedure for 20 times. Do you observe any differences in the estimation results

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