Experiment
Monte Carlo ln(2)
Estimate \(\ln(2)\) by averaging \(1/x\) samples drawn uniformly from \([1, 2]\).
Sampling \(x \in [1, 2]\) uniformly and averaging \(1/x\) approximates \(\int_{1}^{2} \frac{1}{x}\,dx = \ln(2)\). This experiment shows how quickly the Monte Carlo estimate converges.
Parameters: choose the number of samples to draw and optionally fix the RNG seed.
Parameters
Convergence
Summary
Samples: 500
Final estimate: 0.688486
True ln(2): 0.693147
Absolute error: 0.004661