monte carlo integration - see data camp

gistfile1.txt

# Define the sim_integrate function
def sim_integrate(func, xmin, xmax, sims):
    x = np.random.uniform(xmin, xmax, sims)
    y = np.random.uniform(min(min(func(x)), 0), max(func(x)), sims)
    area = (max(y) - min(y))*(xmax-xmin)
    result = area * sum(abs(y) < abs(func(x)))/sims
    return result

# Call the sim_integrate function and print results
result = sim_integrate(func = lambda x: x*np.exp(x), xmin = 0, xmax = 1, sims = 50)
print("Simulated answer = {}, Actual Answer = 1".format(result))