Monte Carlo Integration

Monte Carlo Integration  is a model that helps you view a simulation of this algorithm. It illustrates the Monte Carlo integration algorithm to compute the integral of a function f(x).

The simulation allows you to select the number of random points, to make an automatic fit to the function graph in the Y axis (thus improving the accuracy of the estimation), and to display the points or not. The simulation computes the actual value of the integral using a Romberg algorithm to test how the Monte Carlo integral approximation.