Some Software Application of the Monte Carlo Method

Table 4.

Table of relative errors, two-dimensionalcalculations.

Number of experiments First set Second set Third set

10`000 0.70% 0.55% 0.22%
100`000 0.04% 0.10% 0.15%
1`000`000 0.027% 0.01% 0.02%
10`000`000 0.011% 0.03% 0.03%
100`000`000 0.008% 0.001% 0.004%
1`000`000`000 0.0013% 0.0007% 0.002%