A Modified Monte - Carlo Quadrature . II
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where "| A |" denotes the (fc-dimensional) volume of A. If the x¡ are regarded as independent (or at least pairwise independent) random variables, then the estimator / is a random variable whose mean is I and whose standard deviation is dN~112, where d2 = | A \ jA f2 — (JA f)2. (7 is the mean, and d is the standard deviation of the random variable | A ¡fix), where x is a random variable uniform...
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