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Lecture 12: Monte Carlo Integration (22)
vhlee7

Are there any bounds for C? If 0 < (b - a) < 1, then it would mean there is an over 100% chance for a random variable.

Staffjamesfong1

@vhlee7 Good question. The answer here is that p(x)p(x) is a probability density function, not the probabilities themselves.

In this class, we don't really distinguish between the two. The only property we care about is that the total probability sums up to 11. The values themselves can exceed 11.

Consider this: if I pick a random value between 11 and 44, what is the probability I get exactly π\pi? Surely a 0%0\% chance, right? But wait, doesn't that mean that every value between 11 and 44 has probability 0%0\%? What is going on?

If you are interested in learning more, I recommend CS70's notes on probability.

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