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Results tagged with probability
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user 186735
A probability provides a quantitative description of the likely occurrence of a particular event.
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Simulating a stochastic integral
To simulate the convergence, simulate the mean of the squared DIFFERENCE between the integral based on n steps and the integral based on 2n steps. Then the same for the difference between the integral …
-2
votes
Simulating a stochastic integral
3.9.10 BdB.R
integral B.dB
rephrase exercise 3.9.10 as follows:
delete line 5 and onward until line 8 sentence that starts with Repeat
also delete sentence starting with Compare
set.seed(123) …