Deduce the number of simulations to achieve a variance, Other Engineering

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Deduce the number of simulations to achieve a variance

Solve the following problem:

Given that IX_i≤t is a Bernoulli random variable equal to 1 with probability Φ(t), show that the variance of the normalized estimator IX_i≤t/Φ(t) goes to infinity when t decreases to -∞. Deduce the number of simulations (as a function of t) that are necessary to achieve a variance less than 10-8.

Make sure you use enough details to support your answer.

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Other Engineering: Deduce the number of simulations to achieve a variance

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