Table 2.

Standard Error for Example 2 with 1000 Copies of s₀ Generated for Both Direct Monte Carlo and Importance Sampling Using Algorithm B

c	Direct MC	Algorithm B
1	(9.6 ± 0.9) × 10−2	(9.1 ± 0.3) × 10−2
2	(3 ± 2) × 10−3	(4.2 ± 0.2) × 10−3
3	0	(1.3 ± 0.1) × 10−4
4	0	(2.6 ± 0.3) × 10−6