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Monte Carlo Integration In Python For Noobs

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Andrew Dotson

Monte Carlo is probably one of the more straightforward methods of numerical Integration. It's not optimal if working with singlevariable functions, but nonetheless is easy to use, and readily generalizes to multivariable functions. In this video I motivate the method, then solve a onedimensional integral using monte carlo. I then solve the integral a number of times, and histogram the results, showing the distribution of areas calculated.

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