(control variates) Reproduce the class example of estimating int 0 ^ 1 2 dz 1+x by the MC approach using 100 uniform random variables and after that by using a control variate with function g(U) = 1 + U as suggested in class. Compare the results.

(control variates) Reproduce the class example of estimating int 0 ^ 1 2 dz 1+x by the MC approach using 100 uniform random variables and after that by using a control variate with function g(U) = 1 + U as suggested in class. Compare the results.

C++ for Engineers and Scientists

4th Edition

ISBN:9781133187844

Author:Bronson, Gary J.

Publisher:Bronson, Gary J.

Chapter14: Numerical Methods

Section14.3: Refinements To The Bisection Method

Problem 3E

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