Mean Value Theorem for Integrals and Monte Carlo Integration
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The mean value theorem for integrals states that if is continuous over
, then there exists a real number
with
such that
. Writing this as
shows that the area under the curve is the base
times the "average height"
. To estimate this integral by the Monte Carlo method, use the following steps:
Contributed by: Enis Siniksaran (December 2011)
Open content licensed under CC BY-NC-SA
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