![Sample size for the Monte Carlo estimate of an integral](https://blogs.sas.com/content/iml/files/2021/03/MCIntegral1-640x336.png)
A previous article shows how to use Monte Carlo simulation to estimate a one-dimensional integral on a finite interval. A larger random sample will (on average) result in an estimate that is closer to the true value of the integral than a smaller sample. This article shows how you can