STAT 201B Lecture Notes - Lecture 6: Monte Carlo Integration, Xist (Gene)

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If cx ) - fix) i > e ) eze any e > 0. 7c lcxiefcx ) eu cx ) ) 71 - x. Ten2h: ( smh l "t cn - enix) i >t ) ea. Min { i , f"i exit en } Global or simultaneous ci comparison point - wise ci. Pc lex) e fox ku cx ) ) z l - d. Eyicx) n binomial cn , fox ) ) El sin 4 7 ) n x- nco , i) Simulate b xin nco , 42) ( xb ) = 2b hcxi ) = sin. Va (median ( xi - - - xn ) ) En = median ( xi - - - xn ) En , b = median c xi , re xp cd ) - - x n b- eic emb - e ) " Xi n "t knew f. simulate use uc to estimate vf cgcxi .

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