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Determining Sample Sizes for Monte Carlo Integration

David Neal
Journal / Anthology

The College Mathematics Journal
Year: 1993
Volume: 25
Issue: 3
Page range: 254-259

In an introductory couse in probability, one discusses the use of random samples for estimating an unknown population average . If one chooses a large enough random sample x_1, ..., x_n, then by the law of large numbers, the sample average should reasonably approximate . We can use this fact to estimate many types of averages via a Monte Carlo simulation.

*Applied Mathematics > Numerical Methods
*Mathematics > Calculus and Analysis > Calculus