Re: Monte-carlo method for integral calculation

[David L Lorenz <lorenz@usgs.gov>]

Annaele,
  Have you looked at Monte Carlo
Statistical Methods by Christian Robert and George Casella, published by
Springer? They do address integration over an infinite interval.
Dave

asanquer@virbac.fr
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09/18/2007 01:39 AM

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Subject	[S] Monte-carlo method for integral calculation

Hello, 

I would like to perform integral calculation using the Monte-carlo method.
I understood how to use the method when the integral is defined on a finite
interval [a ; b], but how can I do when my integral is defined in an interval
[a ; infinite[ ? 
Does someone have a clue for this, or may be an S-PLUS function ?

Thanks a lot, 

Annaële Sanquer