Choice of a constant in the expression for the error of the Monte Carlo method.

This paper considers three approaches to choosing the constant H in the expression H ⁢ 퐃 ⁢ ζ / n for the error of the Monte Carlo method for numerical calculation of mathematical expectation 퐄 ⁢ ζ of a random variable ζ: in probability, in mean square and in mean.In practical studies using the Monte Carlo method, when estimating the calculation error, it is recommended to use the "in mean" approach with the constant H = 2 π = 0.79788456079 ⁢ ... . [ABSTRACT FROM AUTHOR]