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MONTE-CARLO COMPUTATIONS
(present a jupyter notebook with both the theoretical answers and the Python computations and
functions)
We want to compute the expectation of this distribution:
which represents a good prediction of the value of x given the observations X1, ,Xn. Since we
also want an estimate of the uncertainty, we shall also compute the variance of it:
In order to compute these two integrals, we shall use a Monte-Carlo approach. Implement the
MC algorithm and compute the estimations of both and ^2

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MONTE-CARLO COMPUTATIONS(present a jupyter notebook with both the .pdf

  • 1. MONTE-CARLO COMPUTATIONS (present a jupyter notebook with both the theoretical answers and the Python computations and functions) We want to compute the expectation of this distribution: which represents a good prediction of the value of x given the observations X1, ,Xn. Since we also want an estimate of the uncertainty, we shall also compute the variance of it: In order to compute these two integrals, we shall use a Monte-Carlo approach. Implement the MC algorithm and compute the estimations of both and ^2