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[Bug-gsl] monte_carlo_plain
From: |
Artem Volosnev |
Subject: |
[Bug-gsl] monte_carlo_plain |
Date: |
Fri, 15 Apr 2011 14:11:29 +0200 |
User-agent: |
Internet Messaging Program (IMP) H3 (4.3.6) |
Hello,
I believe that on this page
http://www.gnu.org/software/gsl/manual/html_node/PLAIN-Monte-Carlo.html
misprint :
to make it consistent with the text the definition of the variance
should be next
\sigma^2 (E; N) = (V^2 / N) \sum_i^N (f(x_i) - <f>)^2 (volume squared).
Best regards
Artem
P.S. Sorry if I am wrong, and there is no misprint.
- [Bug-gsl] monte_carlo_plain,
Artem Volosnev <=