# 11/16/2022

## Monte Carlo integration

- A probability result known as the strong law of large numbers enables us to approximate integrals using simulation methods.
- See Monte_Carlo_Integration.pdf and Monte_Carlo_Integration_Amy_Wagaman.Rmd in our Google Drive folder !Class Material for more details and examples.
- Steps involved in Monte Carlo integration:
- Generate n uniform (0,1) random variables X1, X2, ..., Xn
- Evaluate the function of interest, say g(X) at each Xi, giving g(X1), g(X2), ..., g(Xn)
- Take the average as a Monte Carlo approximation of the integral

Lab time for project #3