Concerning Monte Carlo exercise II (from the exercises for 28/09/18)
Since I discovered a mistake in my code while presenting the solution in class today, the whole exercise may have seemed a bit confusing. I have therefore posted a detailed solution to "Monte Carlo exercise II". In the document you will find R-code snippets for the three Monte Carlo methods you were asked to use, in addition to code for numerical integration and the "Lazy Bayes" strategy. You will also find the (hopefully correct) numbers, which you can compare with your own. The note can also be read as an example of various important topics in the course, many of which will be relevant for the mandatory exercise (especially sections 2, 5 and 7).
Published Sep. 28, 2018 6:35 PM
- Last modified Sep. 28, 2018 6:37 PM