# Exercise 10 : Integral Calculation. ## Estimation of δ using the classical Monte Carlo ### Uniform + Normal distributions ```{r} n <- 10e4 X <- runif(n, 0, 5) Y <- rnorm(n, 0, sqrt(2)) Y[Y <= 2] <- 0 h <- function(x, y) { 5 * sqrt(pi) * sqrt(x + y) * sin(y^4) * exp(-3 * x / 2) } I1 <- mean(h(X, Y)) I1 ``` ### Exponential + Normal distributions ```{r} n <- 10e4 X <- runif(n, 0, 5) Y <- rexp(n, 3 / 2) Y[Y <= 2] <- 0 X[X <= 5] <- 0 h <- function(x, y) { 4 / 3 * sqrt(pi) * sqrt(x + y) * sin(y^4) } I2 <- mean(h(X, Y)) I2 ```