Antithetic variate monte carlo estimator

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X=sin((U*pi)/2), U is uniformly distributed between 0 and 1.

a). Use Matlab to approximate E[X] using a standard Monte Carlo estimator for M=10^2, 10^4, 10^10.

b). Use Matlab to approximate E[X] using the antithetic variate Monte Carlo estimator for the same M given above.

Reference no: EM131474019

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