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Davidnet/montecarlo.jl

Created February 16, 2016 06:27
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Montecarlo Integral
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montecarlo.jl
using Distributions
e = 10.0^(-3);
p = 0.85;
variance = 4;
N = floor(Int, variance / ((1-p)*((e/2)^2))) + 1
u = Uniform(0,2);
x = rand(N);
y = rand(N);
z = rand(u, N);
result = sum((x.^2 + y.^2 .<= 1) & (z .<= x.^4 + y.^2))*2.0 / N
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