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A comment on The art of solving problems with Monte Carlo simulations. Parent comment

Re:The art of solving problems with Monte Carlo simulations by gbrown on Tuesday May 04, 2021 @08:39AM (#27036916)
Wouldn’t it be even faster to solve that problem conditionally? P(x >= a)P(y >= a | x >= a), since the conditional distribution is known and normal?
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Re:The art of solving problems with Monte Carlo simulations by mathrando on Tuesday May 04, 2021 @08:56AM (#27037044)
You still need to integrate over x. y|x=c is Gaussian for each c, but there are many such c's in [a,inf].

If you're curious:

https://www.ams.org/journals/mcom/1978-32-141/S0025-5718-197...

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Re:The art of solving problems with Monte Carlo simulations by gbrown on Tuesday May 04, 2021 @01:24PM (#27040038)
Ah, duh. Not enough coffee.
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