At 4:40 you start deriving an expression for the variance; am I correct that you're using the formula Var(X) = E[X^2] - E[x}^2? This is probably quite silly, but I don't quite understand your integral; why are you integrating w.r.t f_Y and where did the uniform part of the expression go?
Thank you, by showing the number of samples needed to reach the accuracy you made me understand clearly why we want to use this technique!
At 4:40 you start deriving an expression for the variance; am I correct that you're using the formula Var(X) = E[X^2] - E[x}^2? This is probably quite silly, but I don't quite understand your integral; why are you integrating w.r.t f_Y and where did the uniform part of the expression go?
thanks! you saved my life!!
the plot seems to be incorrect 2:10
Amazing video! May I ask you if you're planning to do one on exponential tilting?
Would be great if you could also explain the intution behind formulas as well.
What's the complementary error function, erfc?
en.wikipedia.org/wiki/Error_function#Complementary_error_function