Created
March 30, 2012 11:32
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Monte Carlo method
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| m <- 100000 | |
| x <- runif(m) | |
| # Monte Carlo method | |
| theta.hat <- mean(exp(-x)) | |
| # numeric integral | |
| theta <- 1 - exp(-1) | |
| results <- sprintf("Theta hat: %f\nNumeric integral: %f\n", theta.hat, theta) | |
| cat(results) | |
| Theta hat: 0.629351 | |
| Numeric integral: 0.632121 |
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