My Math Forum Weak Law of Large Numbers

 January 29th, 2013, 12:14 AM #1 Member   Joined: May 2012 Posts: 56 Thanks: 0 Weak Law of Large Numbers Recall that $log 2= \int_0^1 1/(x+1) dx$. Hence, by using a uniform(0,1) generator, apprximate log 2. Obtain an error of estimation in terms of a large sample 95% confidence interval. If you have access to the statistical package R, write an R function for the estimate and the error of estimation. Obtain your estimate for 10,000 simulations and compare it to the true value. My answer: $\int_0^1 1/(x+1) dx= (1-0)\int_0^1 1/(x+1) dx/(1-0) = \int_0^1 1/(x+1) f(x) dx = E(1/(x+1))$ Where f(x)=1, 0

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