IRAQI JOURNAL OF STATISTICAL SCIENCES

Abstract

Recently, there is a great interest in the methods of Monte Carlo used for the treatment of different technical and scientific issues. This research deals with using the Monte Carlo methods in numerical integration by making a general comparison between the classical methods of integration and the Monte Carlo methods. The research also applies the statistical sampling method to compute the approximated values of a number of numerical integrations. By doing so, we conclude that the Monte Carlo methods are efficient in treating such important issues.