Monte Carlo
Estimating a number, such as an area or an average, from many random samples instead of an exact formula.
In many dimensions, strips stop working: a grid fine enough to cover 50 dimensions would have more cells than there are atoms in the world. There, integrals are estimated by averaging random samples instead, a Monte Carlo method, which is the same trick the bootstrap and the simulations in this phase use.
Try it now
The left-edge estimate of the area under x² from 0 to 1, as the number of strips grows. The exact area is 1/3.
Learn it properly
Integrals: totals and areas · Totals from rates, areas from thin strips, probability as area, and AUC by trapezoids. About 25 minutes.
Other terms from the same lesson
- integral: The total a rate adds up to over a range, or the area under a curve, found by adding up many thin strips.
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