Homework 1

Monte Carlo Integration

Pattern Recognition (COSC 750)

A direct application for random number generation is in evaluating an integral. This approach is known as

Monte Carlo Integration.

1. a) Evaluate the following integrals by the Monte Carlo method

b) Compute the area under the function given above by integration

c) Compare the areas obtained by method a) and b). If there is a discrepancy, explain the results.

2. Evaluate the following integral by Monte Carlo Integration