Exercise Monte Carlo integration
  1. Implement plain Monte Carlo multi-dimensional integration.
  2. Calculate 0π  dx/π 0π  dy/π 0π  dz/π [1-cos(x)cos(y)cos(z)]-1 = Γ(1/4)4/(4π3) ≈  1.3932039296856768591842462603255
  3. Calculate some interesting integrals with your Monte-Carlo routine.
  4. Implement stratified sampling.
  5. Implement quasi-random sampling.