Approximating the integral of g over

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Numerical integration. Suppose that g is a non-negative, continuous function on the unit interval, and that sup_x g(x) ≤ 1. The following procedure aims at approximating the integral of g over the unit interval. Pick n points uniformly in the unit square, and let U_n equal the number of points falling below the curve y = g(x). Prove that

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Reference no: EM131830250

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