EGR 511

5. (Rowley, R.L., P. 7.4) Using importance sampling, compute the integral F = dx using 500, 1000, 5000, and 10,000 trials. Use P (x) = ax1/2 for the probability distribution function. Solution. Normalize the probability distribution function = 1 ( a = a = 1 ( a = P (x) = x1/2. Q(x) = dx = = x3/2 = r ( x = r2/3. F = dx = = = % Set 6, problem 5 % ................
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