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MONTE CARLO
Posted:
Jul 31, 2013 4:59 AM


Dear friend
I would like find the integral
fxi(x)=integral{a(x)}{b(x)} {1/w *fE0(w)*fz(x/w)}dw
a(x) , b(x) is the limits of integration fE0(w) is distribution of random variable E0 fz(x/w) is distribution of random variable z
there a methods like monte carlo to find this integral because is veru difficult to applied a classical methids like quadl
thnak you in advance
george veropoulos



