Thread: Method of Monte Carlo

Approximate

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

According to my textbook

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

Any help would be appreciated.

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.

Nevermind, I figured it out. Thanks for your help though.