CALCULATION OF THE EXACT INTEGRAL BY THE MONTE CARLO METHOD
Keywords:
Definite integral, random variable, mathematical expectation, Chebyshev's theorem, statistics of experiments, surface bounded by lines, unit square, uniformly distributed, curved trapezoidal surface, random points.Abstract
The most important aspect of constructing Monte Carlo methods is to reduce the problem to the calculation of mathematical expectations. Since mathematical expectations are often simple integrals, the central place in the theory of the Monte Carlo method is occupied by methods of calculating integrals.
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