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- Clearly, a good Monte Carlo evaluation requires small
(i.e., small ``variance'' of f).
- We discuss this in numerical methods notes.
- Note that in any Monte Carlo calculation, one should calculate
the error as well as value of integral.
- Estimation of
involves calculating
- which is estimated using Central Limit Theorem as
- so one should always accumulate
as
well as 
when doing a Monte Carlo integral.
Geoffrey Fox, Northeast Parallel Architectures Center at Syracuse University, gcf@npac.syr.edu