Compare the estimates to the exact answer

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Reference no: EM132069324

Write R code for the following Question:

a. Use the Monte Carlo method with n = 100 and n = 1000 to estimate integral top=1 bottom=0 cos(2πx) dx. Compare the estimates to the exact answer.

b. Use Monte Carlo to evaluate integral top=1 bottom=0 cos(2πx 2) dx. Can you find the exact answer?

Thus far I have:

#Estimation of f=integral(cos(2piX)dx) from x=0,1

#generate random values from appropriate ranges

x<-data.frame(x=runif(n,min=0,max=1)

#evaluate at f

f=integral(cos(2(pi)X)dx)

#Approximate by averaging with appropriate scaling

(1/16)*(1)*(3/32)*mean(f)

Reference no: EM132069324

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