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Math Help - Method of Monte Carlo

  1. #1
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    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.
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  2. #2
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    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.
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  3. #3
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    Nevermind, I figured it out. Thanks for your help though.
    Last edited by statmajor; November 23rd 2009 at 11:08 AM.
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