HIT-OR-MIS MC

• Probability can always be seen as a measure ® the problem to determine the probability of an event (or its expected value) can always be reduced to the evaluation of an integral

• We randomly draw a point (x,h) in the square 0 £ x £ 1, 0 £ y £ 1.

• What is the probability p of this point being under the curve?

• Clearly p º area under y º the integral we want to compute