Solution

The idea of the Monte Carlo technique is to use an artificial random process to simulate a real process. Here we simulate throwing darts in a region of 1 by 1 square, containing the integral to be estimated. The percentage, p, of darts that land in the area gives an estimate of the integral.

The idea of the Monte Carlo technique is to use an artificial random process to simulate a real process. Here we simulate throwing darts in a region of 1 by 1 square, containing the integral to be estimated. The percentage, p, of darts that land in the area gives an estimate of the integral.