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Let X∈(0,1). Give A Monte Carlo Algorithm That Determines E[X] When X Has Density Function F(X)=Ceˣ+ˣ²

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Final answer:

A Monte Carlo algorithm to determine the expected value E[X] involves generating random values of X based on the density function f(X) = Ce⁴⁵ + X² and calculating their average.

Step-by-step explanation:

The subject question asks for a Monte Carlo algorithm to determine the expected value or mean (E[X]) of a random variable X with a given density function f(X) = Ce⁴⁵ + X². To accomplish this, Monte Carlo simulation can be used. In such a simulation, a large number of random values for X are generated according to the probability density function (PDF), and then the mean of these values is computed to estimate E[X]. To ensure the simulation follows the given PDF, one might need to determine the constant C through normalization that makes the integral of the PDF over the range (0,1) equal to 1.

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