- (iv) Discrete Integrals
- One can apply Monte Carlo methods to sums as well as
continuous integrals. For example, suppose we have to calculate
- Then generate using normal Monte Carlo approach with random
numbers to generate , , .
- Now, generate another random number
**r**with uniformly and then code - and obvious modifications for other discrete summations.

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