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Monte Carlo Integration Error Analysis | ||
| Tikrit Journal of Pure Science | ||
| Article 1, Volume 15, Issue 3, 2010, Pages 101-105 | ||
| Authors | ||
| Kareem I. Sheet; | ||
| Abstract | ||
| This work deals with Monte Carlo integration error analysis problem.. The main result is that the Monte Carlo integration error is proportional to , and the n dependence of the error is independent of the nature of the integrand and, most importantly, independent of the number of dimensions This work also presents the analytical derivation of the relation in addition to the error estimate for numerical integration methods | ||
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