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Monte Carlo Integration In Python For Noobs

Andrew Dotson 157,773 7 years ago
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Monte Carlo is probably one of the more straightforward methods of numerical Integration. It's not optimal if working with single-variable functions, but nonetheless is easy to use, and readily generalizes to multi-variable functions. In this video I motivate the method, then solve a one-dimensional integral using monte carlo. I then solve the integral a number of times, and histogram the results, showing the distribution of areas calculated.

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