Math, C, Calculus, Numerical Analysis, Monte Carlo.
0.2542, (512 iterations) Estimate for 1.0 -> 5.0 is 13.375, STD = 0.1243, (2048 iterations) So as expected a 4-fold increase in the sample size produced a 2-fold decrease in the estimator’s error! Variance Reduction The core concept of  is fairly straightforward and many of the modifications of the