- Now consider the Monte Carlo integration method, which writes
.
**I**is mean of where**x**is uniformly distributed random variable between**a**and**b**. - Defining
- We know from central limit theorem that
with error .

- (NI.15) is of the same form as our previous formulae: all the are equal, while the positions are random. However, it seems a bad idea as error much slower than even iterated trapezoidal.

Geoffrey Fox, Northeast Parallel Architectures Center at Syracuse University, gcf@npac.syr.edu