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Monte Carlo Methods Assignments | Online Homework Help

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April 6th, 2020

1. Write a program that uses a Monte Carlo method to estimate the value of the error function

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The program must accept input for x, the number of random attempts in the Monte Carlo method N and the seed of the random number generator. Using your student number(0386879) as the seed, give results for x = 1 with N = 100, 1000, 10 000, 1000 000 and 1000 000 000.

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2.  Write a program that uses a Monte Carlo method to simulate the simultaneous roll of five dices. You do not need to develop a generator for this. You can simply generate 5 rolls of a normal dice. The program simulates N rolls of the five dices. For each roll, the sum of the five dices is computed. The output of the program is the expectation value and variance of the rolls as well as a table of the probability for each possible sum. The program must accept input for the number of rolls N and the seed of the random number generator. Show the results for N = 1 000 000. Visualize the pdf resulting from the simulation. Use your student number(0386879) as a seed for the random number generator.

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