Similar to the example we had in the lecture, using importance sampling to evaluate the tail probability of the Gaussian random variable. Assume X is N (0, 1). We want the right tail probability = P{X z}. For z 0, is very small, and estimating this small probability accurately is not easy. Now to improve accuracy, we samples from another Gaussian random variable mean 1 = z and variance equal to 1. (a) (5 points) Derive the important ratio. (b) (5 points) Write down the importance sampling algorithm. (c) (5 points) Now assume 0 = 1, z = 10. Usi