# montecarlo_sampling.py
"""Volume 1B: Monte Carlo 2 (Importance Sampling).
"""
# Problem 1
def prob1(n):
"""Approximate the probability that a random draw from the standard
normal distribution will be greater than 3."""
raise NotImplementedError("Problem 1 Incomplete")
# Problem 2
def prob2():
"""Answer the following question using importance sampling:
A tech support hotline receives an average of 2 calls per
minute. What is the probability that they will have to wait
at least 10 minutes to receive 9 calls?
Returns:
IS (array) - an array of estimates using
[5000, 10000, 15000, ..., 500000] as number of
sample points."""
raise NotImplementedError("Problem 2 Incomplete")
# Problem 3
def prob3():
"""Plot the errors of Monte Carlo Simulation vs Importance Sampling
for the prob2()."""
raise NotImplementedError("Problem 3 Incomplete")
# Problem 4
def prob4():
"""Approximate the probability that a random draw from the
multivariate standard normal distribution will be less than -1 in
the x-direction and greater than 1 in the y-direction."""
raise NotImplementedError("Problem 4 Incomplete")