Take the 2-minute tour ×
Mathematica Stack Exchange is a question and answer site for users of Mathematica. It's 100% free, no registration required.

I want to do numerical integration of some functions using the Monte Carlo method. The default setting for the Monte Carlo method is to use a uniform distribution as far as I know.

How can I change the random number generation to Gaussian when doing numerical integration?

share|improve this question
2  
You can look up the examples here. –  b.gatessucks Apr 1 at 9:00
    
If you can figure out the PointGenerator option for MonteCarloRule, I think that's a path. Zero documentation of it (at least as far as I've seen) other than the mention in the advanced numerical integration tutorial docs. –  rasher Apr 1 at 10:08
    
Attempting to use the mentioned but undocumented sub-option "PointGenerator" of option Method of NIntegrate can be dangerous to your kernel. At least, my attempts to set this sub-option anything other than its default resulted in a kernel crash. –  m_goldberg Apr 1 at 11:08
    
why don't you implement it yourself? There is a mathematica example on the wiki page by the way en.wikipedia.org/wiki/Monte_Carlo_integration. (I didn't study it but it looks like a good start ) –  george2079 Apr 1 at 12:48

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Browse other questions tagged or ask your own question.