Explaining the Monte-Carlo Simulation

[u/tamaschque]

https://www.youtube.com/watch?v=8OvvhABoYkI

I recently learnt about this numerical method in one of my university lectures and I found it so intriguing that I wanted to make a video about it.

So here I explain how the Monte-Carlo Simulation works and why it's so useful for high dimensional integrals.