Question: stuck on last hw problem Problem 3: Suppose X ~ f(x). Let 0 = J g(x) f(x)dx = Efg(X)]. We draw m iid copies X1,
stuck on last hw problem

Problem 3: Suppose X ~ f(x). Let 0 = J g(x) f(x)dx = Efg(X)]. We draw m iid copies X1, ..., Xm from o(x), which is different from f(x), and define W(x) = (2) (a) Prove Eflg(X)] = Egg(X) W (X) ] (b) Prove E[W (X)] = 1 (c) Let 0 = Emig(Xi)W(Xi)/m. Find E and Var[0]
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