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Math Help - monte carlo importance sampling

  1. #1
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    monte carlo importance sampling

    I was studying Monte Carlo importance sampling and stopped to make a simulation to see if i understood. Them, I tryed to simulated this:

    f(x)= absolute( (polynomial function) *exp(-(x^2)/2) )

    I tryed a constant *exp(-(x^2)/2) but it isn't a really good try as tails wo't be covered and variance would be huge.

    can u give me idea ? thanks
    Last edited by maquina; April 27th 2008 at 07:04 PM.
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  2. #2
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    changed the thread to be more comprehensible
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