# Method of Monte Carlo

• November 23rd 2009, 06:26 AM
statmajor
Method of Monte Carlo
Approximate $\int^{1.96}_0 \frac{1}{\sqrt{2 \pi}}e^{-\frac{1}{2} t^2}dt$

So I know that it's the PDF of a N(0,1) Distribution.

According to my textbook $\int^b_a g(x) dx = (b - a)E(g(x))$

since E(g(x)) = 0, but it doesn't look right.

Any help would be appreciated.
• November 23rd 2009, 08:26 AM
qmech
Integrand is positive
If I read this correctly, your g(x) is the exponential(-t^2) with constants. This is always positive, so E(g(x)) can't be zero.
• November 23rd 2009, 08:31 AM
statmajor
Nevermind, I figured it out. Thanks for your help though.