Solution

ID: past-exam-of-the-chemistry-course-of-the-year-4-of-the-natural-sciences-course-of-the-university-of-cambridge/2022/paper-1/7/c/solution

The constant density is reasonable when the integrand has comparable magnitude throughout the interval. It is inefficient for a narrow peak because most samples contribute little while rare samples carry large weights.
For independent importance sampling,
A good density has support wherever , is easy to sample and evaluate, and resembles . Subject to normalization, minimizes this variance. For nonnegative , the ideal normalized choice makes every sample contribution equal, although its normalization is generally the unknown integral itself. Uniform weighting is therefore acceptable for a flat integrand, not universally suitable.

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