First page Back Continue Last page Overview Graphics
Monte Carlo, Cont'd
The error term is 1, not a rigorous bound.
Previous formula works fine if V is simple.
What if we want to integrate a function g over a region W that is not easy to sample randomly?
Solution: find a simple volume V that encloses W and define a new function f(x), x V such that:
- f(x) = g(x) for all x W
- f(x) = 0 otherwise