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a guest Oct 12th, 2017 46 Never
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  1. #include <vector>
  2. #include <random>
  3. #include <iostream>
  4. int main()
  5. {
  6.     std::vector<double> estimation;
  7.     int simulation_length = 1000000;
  8.     std::default_random_engine generator;
  9.     std::normal_distribution<double> distribution(100.0, 1.0);
  10.     double pick;
  11.     double estimation_sum;
  12.  
  13.     for (int i = 0; i != simulation_length; ++i)
  14.     {
  15.         pick = distribution(generator);
  16.         if (pick > 100)
  17.         {
  18.             estimation.push_back(exp(-100 * (pick - 100)));
  19.         }
  20.     }
  21.  
  22.     for (double i : estimation)
  23.     {
  24.         estimation_sum += i;
  25.     }
  26.  
  27.     std::cout << estimation_sum / simulation_length << std::endl;
  28. }
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