Explain 'Monte Carlo Integration'.

Explain 'Monte Carlo Integration'.

Approach: Describe using random sampling to estimate the value of an integral.

A technique for numerical integration using random numbers. It estimates the integral by averaging the value of the function over a set of randomly sampled points in the integration domain.

Follow-up: How does the error scale with the number of samples N?

Key concepts: sampling, variance reduction, law of large numbers.