Monte Carlo Integration

In order to integrate a function over a complicated Domain , Monte Carlo integration picks random points oversome simple Domain which is a superset of , checks whether each point is within , and estimatesthe Area of (Volume, -D Content, etc.) as the Area of multiplied by the fraction of pointsfalling within .

An estimate of the uncertainty produced by this technique is given by

References

Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. ``Simple Monte Carlo Integration'' and ``Adaptive and Recursive Monte Carlo Methods.'' §7.6 and 7.8 in Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England: Cambridge University Press, pp. 295-299 and 306-319, 1992.

• Normal (Algebraically)
• Normal Curvature
• Normal Curve
• Normal Developable
• Normal Distribution
• Normal Distribution Function
• Normal Equation
• Normal Form
• Normal Function
• Normal Group
• Normalized Vector
• Normalizer
• Normal Magic Square
• Normal Matrix
• Normal Number
• Normal Order
• Normal Plane
• Normal Section
• Normal Subgroup
• Normal to a Plane
• Normal Vector
• Normed Space
• Norm Theorem
• Nosarzewska's Inequality
• Not