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Monte Carlo IntegrationPattern Recognition (COSC 750) Integrate the following expression from –infinity to +infinityA direct application for random number generation is in evaluating an integral. Th

Monte Carlo IntegrationPattern Recognition (COSC 750)

 Integrate the following expression from –infinity to +infinity

A direct application for random number generation is in evaluating an integral. This approach is known asMonte Carlo Integration.Evaluate the following integral by Monte Carlo Integration

For µ=0, σ = 1For µ=10, σ = 4 

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** ************* ***** ****************** *********** (COSC ************* the ********* expression from *********** ** +infinityA ****** application *** ****** number ********** ** in ********** an ******** **** ******** is ***** ******* ***** ******************* *** following integral ** Monte ***** ************** **** ** = 1For ***** ** * ***

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