モンテカルロ法
where "Q" is a rectangular solid in [0,1]"s" with sides parallel to the coordinate axes. The inequality formula_5 can be used to show that the error of the approximation by the quasi-Monte Carlo method is formula_6, whereas the Monte Carlo method has a probabilistic error of formula_7. Though we can only state the upper bound of the approximation error, the convergence rate of quasi-Monte Carlo method in practice is usually much faster than its theoretical bound. Hence, in general, the accuracy of the quasi-Monte Carlo method increases faster than that of the Monte Carlo method. However, this advantage is only guaranteed if "N" is large enough and if the variation is finite.