B |
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Algoritm:
1. Enclose the function in a box area y_max. 2. Uniformly populate the box with N random points: Generate two random numbers R1, R2, a random point in the box is then x = a + (b-a)*R1 y = y_max*R2 3. Count the number of points M that lie below the curve f(x). 4. The integral is then estimated from: I/A = M/N and so I = (M/N)*A and so I = (b-a)*y_max M/N |