摘要
本文给出一族加权的Monte-Carlo求积公式Mewton-otes型加权Monte-Carlo求积公式,使得随被积函数f的可微性加强,选用适当Newton-Cotes型加权Monte-carlo求积公式,误差阶也随之提高.
In this paper, we shall construct a family fo weighted Monte Carlo integration methods - Newton Cotes type weighted Monte Carlo integration meahods over the ordered sample. This family of weighted Monte Catlo integration methods have it's Covergence rate for the expected square error rises as integrand of integral f's differentiable properties intensiies.