1. Math
  2. Advanced Math
  3. please write code in python programming language if more information...

Question: please write code in python programming language if more information...

Question details

3 Monte Carlo Integration The exponential integral, En (x), is an important function in engineering and health physics applications. This function is defined as En (x) One way to compute this integral is via a Monte Carlo procedure for a general integral where or in words, yi is a uniform random number between a and b. For this problem you may use the random or numpy modules 3.a Substitution Make the substitution in the integral to get an integral with finite bounds 3.b Approximate the integral Write a Python function to compute the exponential integral. The inputs should be n, x, and N in the notation above. Give estimates for E1 (1) using N 1, 10, 100, 1000, and 104 3.c Approximation Variability Write a Python function that estimates the standard deviation of several estimates of the exponential integral function from the function you wrote in the previous part. The formula for the standard deviation of a quantity g given L samples is L-1

where g is the mean of the L samples. Using your function and L of at least 10, estimate the standard deviation of the Monte Carlo estimate of E(1) using N- 1, 10, 100, 1000, 101, and 105

please write code in python programming language. if more information is needed, please let me know what

Solution by an expert tutor
Blurred Solution
This question has been solved
Subscribe to see this solution