Monte Carlo integration

Monte Carlo Integration is a statistical method used to estimate the value of an integral, which measures the area under a curve. It does this by randomly sampling points within a defined space and determining how many fall under the curve. The ratio of points that land inside the area of interest to the total number of points is multiplied by the total area of the space. This technique is particularly useful for complex shapes or high-dimensional problems where traditional methods are difficult to apply, providing a way to approximate solutions through probability and randomness.