We're asked to find a monte-carlo estimate for : $$ \theta\:=\: \int^1_0 (e^x -1)dx$$
No further info is provided. And I have no idea how to proceed.
What I know is , if we are required to estimate say $E(Y)= \mu$ , we simulate $n$ values from the distribution of $Y$ , say , $ y_1 ,y_2,y_3,....,y_n$ and hence estimate $\mu$ as $\hat{\mu} = \dfrac{\sum_{i=1}^n y}{n}$.
Can anyone help me with this ?