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Using the provided routine random.f90 that generates an uniform random
deviate in the [0,1) interval evaluate the integral
averaging over N random numbers uniformely distributed in the integration
domain. Estimate the statistical error associated with this scheme.
Compute the same integral using a random variable that satisfies the probability
distribution
and compare the obtained value for the statistical error with the previous
case.
HINT: a simple way to generate a random variable with probability distribution
is to define
with
uniformely distributed in the [0,1) interval.
Stefano de Gironcoli 2003-11-05