Quote:
Originally Posted by z_beeblebrox
2.1e7 iterations yields 0.73511
|
Close enough
Two billion samples yields a value about 0.003% less than that. Plotting the
average vs the number of samples gives a rough view of when you've reached the point of diminishing returns.
Note that this problem can be easily solved using all three methods discussed in this thread:
Monte Carlo simulation
Numerical Integration
Symbolic Integration
Quote:
Originally Posted by z_beeblebrox
standard deviation 0.00095
|
Standard deviation is not so meaningful when the distribution looks this
this.