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Book 3.6.1: Is the 'Monte Carlo basics' correct? #1268

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LiuZengqiang opened this issue Sep 14, 2023 · 2 comments
Open

Book 3.6.1: Is the 'Monte Carlo basics' correct? #1268

LiuZengqiang opened this issue Sep 14, 2023 · 2 comments
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@LiuZengqiang
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In book3-6.1Returning to the Cornell Box:
Remember Monte Carlo basics: ∫f(x)≈∑f(r)/p(r) ...,
Shouldn't the correct formula be
∫f(x)≈(1/N)*∑f(r)/p(r)?

@LiuZengqiang
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Maybe the correct formula is ∫f(x)dx≈(1/N)*∑f(r)/p(r)?

@hollasch hollasch added this to the v4.0.0 milestone Jan 12, 2024
@hollasch hollasch changed the title [Book3] The 'Monte Carlo basics' is right? Book 3.61: Is the 'Monte Carlo basics' correct? Apr 19, 2024
@hollasch hollasch changed the title Book 3.61: Is the 'Monte Carlo basics' correct? Book 3.6.1: Is the 'Monte Carlo basics' correct? Apr 19, 2024
@dimitry-ishenko
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This is definitely a typo. From the wikipedia artice on Monte Carlo integration the correct formula should be:

$$ \int f(x) dx \approx \frac 1 N \sum_{i=0}^{N-1} \frac {f(x_i)} {p(x_i)} $$

Related to #1534

@hollasch hollasch modified the milestones: v4.0.0, Backlog, v4.0.1 Jul 22, 2024
@hollasch hollasch modified the milestones: v4.0.1, Backlog Aug 21, 2024
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