Statistics with Python! Monte Carlo Integration

Tutorial on implementing Monte Carlo Integration within Python. Learn about the difference between analytic and numeric solutions, create a Monte Carlo integration function and solve for the normal probability density function using Monte Carlo integration.

GitHub repo containing the notebook under "Statistics Workshops" - https://github.com/tudev/Workshops-2020-2021

CONNECT: LinkedIn: https://www.linkedin.com/in/adrian-dolinay-frm-96a289106/ GitHub: https://github.com/ad17171717 Twitter: https://twitter.com/DolinayG

------Video Chapters------ 0:00 - Intro 0:16 - Definition of Analytic Solutions 2:37 - Definition of Numerical Solutions 3:36 - Definition of Monte Carlo Integration 4:54 - Coding a Monte Carlo Integration Function 10:41 - Visualizing Monte Carlo Integration 14:29 - Estimating a hard to solve Integral with Monte Carlo Integration 27:18 - Visualizing the error of Monte Carlo Integration over different sample sizes 30:35 - References and additional learning ... https://www.youtube.com/watch?v=HXg2Jy_Bwa4