How to use monte carlo method in matlab?

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UCI
UCI on 3 Feb 2013
Edited: Saidou Nourou SOW on 17 Mar 2020
I need to verify that pi = integral from 0 to 2 of(sqrt(4-x^2))dx using the monte carlo method and 10^7 random numbers. I am a little confused about how to implement this in matlab. Could someone help me out?
  2 Comments
Image Analyst
Image Analyst on 3 Feb 2013
I don't see where your formula would take a random value (a number taken at random from some distribution).
Saidou Nourou SOW
Saidou Nourou SOW on 17 Mar 2020
Edited: Saidou Nourou SOW on 17 Mar 2020
Hello. how to simulate, at each iteration, two independent processes (Xt) and (Yt) each following a random walk? do the following OLS regression: Yt = c + bXt + t.

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Answers (1)

Shashank Prasanna
Shashank Prasanna on 3 Feb 2013
Edited: Shashank Prasanna on 3 Feb 2013
Here you go, hope you get full score on your assignment :)
f = @(x)sqrt(4-x.^2)
N = 1e7;
x = 2*rand(N,1);
intY = 2*sum(f(x))/N
Compare with:
intY = quad(f,0,2)

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