Question

Write MATLAB code that uses Monte Carlo integration for estimating

cb sin(da

where a = -2 and b = 2

Answer 1

Matlab code :

func = @(x) sin(.*x).^2 ; % Given function

a = -2

b = 2

integral (func, a, b)

NoOfSample = 10000 ;

r = (b-a).*rand(1000,1) + a; % Generate random number of array size 10000 in range -2 to 2

rf = 4.0 * func (r); % normalized function

mean = mean (rf) ; % calculating mean of function

error = std (rf) / sqrt (Nsample) ; % computing error

fprintf ( 'Monte Carlo estimate (Nsample=%d) %f +/- %f \n' , NoOfSample, mean, error);