Next: Why Use Monte
Up: No Title
Previous: Choice of Importance
- (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, firstname.lastname@example.org