Q:
Question 2(20pts): Let x~N(0,1), the target parameter is theta=P(0? 0 1 ( 1/(2p) 0.25 )exp(-(x 2 )/(2))dx. (4 pts) Suppose we have n i.i.d random samples (Z 1 , Z 2 ,...,Z n ) from Unif(0,1), construct a Monte Carlo estimator theta(Z 1 ,Z 2 ,...,Z n...