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This animation illustrates the concept of integration by Monte-Carlo simulation.
The "Book of Animations" on your computer
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of Computer simulation Models with Rare Events, European Journal of Operations Research, 99, 89-112.
Rubinstein, R.Y., Kroese, D.P. (2004). The Cross-Entropy Method: A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation, ...
 See also: Simulation, Distribution, Uniform distribution, Variance, Estimation
  
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