Question: Use Monte - Carlo simulation to compute the integral: I = 3 8 ( c o s ( x ) + e 2 x +
Use MonteCarlo simulation to compute the integral:
Test how many iid rvs are needed to achieve relative accuracy and
The relative accuracy is defined as where hat is the estimate you obtained. Note
that you may find a different answer whenever you have a different run of your code.
Please report the average number of iid rvs over at least runs needed to achieve the
prescribed relative accuracy. You can use whatever general programming language
PythonCVBMatlabJavaEXCEL that you are familiar with to write the code. The
code is required as part of the answers; in addition, you have to include the necessary
description of how the answers are obtained. points
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