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Integral I:
Create a Python function for I-Importance:
def montecarlo_importance (f: Callable [[float], [float]], a: float, b: float, n: int, sigma: float):
return I-Importance, Var(I-Importance)
InImportance=n1i=1np(xi)f(xi)I=abf(x)dx

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Integral ICreate a Python function for I-Importancedef monteca.pdf

  • 1. Integral I: Create a Python function for I-Importance: def montecarlo_importance (f: Callable [[float], [float]], a: float, b: float, n: int, sigma: float): return I-Importance, Var(I-Importance) InImportance=n1i=1np(xi)f(xi)I=abf(x)dx