Problem 179. Monte-Carlo integration

Created by Tomasz

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Last Solution submitted on Jun 05, 2023

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the cyclist on 1 Feb 2012

I'm confused by the 3rd test case. Can the integral inside an n-dimensional hypercube really be greater than 1?

the cyclist on 1 Feb 2012

In my comment, I mean an n-dimensional UNIT hypercube, which is what you integration limits impose.

Tomasz on 1 Feb 2012

Of course. It depends on the integrand. Even in 1d, if the integrand is e.g. 10x, the result will be 5.

the cyclist on 1 Feb 2012

I was confused. Thanks for clarifying.

David Verrelli on 1 Jul 2018

I found it helpful to think about the problem as involving d+1 dimensions: the d dimensions of the input variables, and one more dimension for the (scalar) output variable. —DIV

Brandon on 7 Mar 2023

This problem makes no sense. fun = @(x) x(1)*x(2) needs two inputs. You do not provide enough information for a solution.

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Problem 179. Monte-Carlo integration

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