R Tutorial 6: Monte Carlo Integration

This video is going to show how to perform Monte Carol Integration using mathematical approaches in R. I have also made another video about how to perform multivariate integration using Monte Carlo method.

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[stargirlgroup]

This was really helpful, thank you so much!

[raquelro]

For the second exercise, you can get the same results if, instead of calculating the transfer for the interval [a, b] to [0, 1], you sample from the uniform in the interval [a, b], that is, x <- runif(n, a, b), and then proceed to calculate the approximation as exercise 1

[onikarohatgi]

can you give reference to check out formulas in detail specifically when the variable is transformed

[lacorreia]

Does this approach for monotonic functions and continuous on [a, b], right?

[eddiebutkaliuk]

what about when the interval is to infinity

[LiamC]

Are you sure this is monte carlo? It just looks like the sum of small portions of the function, totally not monte carlo