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A better approch?

Posted By: eXtreme Gammon
Date: Monday, 2 November 2009, at 7:26 p.m.

In Response To: A better approch? (MaX)

MonteCarlo is what I use (currently on 500,000 samples).

I search a long time how to do it. but I couldn't find a better solution. I tried the manual integration but it was too slow.

I may reduce the number of samples as we can notice that with only 50,000 sample the value is 99.9% the 95% confidence on that number is 0.0278%. For value around 50% is much higher (0.43%) but as we wont stop at these values, it's not critical.

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