Exercise Solution 5.2 by Glyn Holton | Oct 10, 2012 ReturnExercise Solution 5.2Let Hm denote the crude Monte Carlo estimator with sample size m. Let σ denote the standard error of H1. By [5.38], we obtain[s1]We seek that value m such that Hm has standard error 2. Applying [5.38] again, we require[s2] Return