Deriving the Monte Carlo formula with a probability density function: treat p(x) as the density function of the fraction in front, i.e. take the expectation of that fraction; the expectation can then be obtained by sampling from p(x) and averaging
Deriving the Monte Carlo formula with a probability density function: treat p(x) as the density function of the fraction in front, i.e. take the expectation of that fraction; the expectation can then be obtained by sampling from p(x) and averaging