// Preliminaires Question 3

function []=test_1(N,b)
  X=exp(b*rand(1,N,"gauss"));

  estimation=mean(X);
  erreur_estimee=...
  valeur_exacte = exp(b*b/2);
  erreur = abs(estimation-valeur_exacte)/valeur_exacte;
  printf("N=%d, Valeur = %f Erreur relative = %f\n", ...
          N,estimation,100 * erreur); 
endfunction

stacksize(10000000);

test_1(100000,1);
test_1(100000,2);
test_1(100000,4);
test_1(100000,6);
test_1(100000,8);
test_1(1000000,8);