In this article, I will explain Monte Carlo Integration.
How can we do the “Integration”?
In many cases, the integration is not easy in an analytical method.
The Monte Carlo Integration method is a numerical integration method.
The goal of this integration is to find the area of pink region.
The key idea of the Monte Carlo integration is to find to represent . See below.
With the random sampling method, we can get the by calculating the mean value.
This is a very useful way especially for the calculation of Bayesian posterior.
The below is an example of Monte Carlo Integration.
I will solve this problem
Here is < sum(rand(N,1)*3-1)/N > and the range of the integration is 3.
Then, good luck
For more detail, I recommend to read the below article.
I am Youngmok Yun, and writing about robotics theories and my research.