Indeed, much faster than Monte Carlo integration: 5.778 evaluation.py:20(evaluate) # Sampling version 0.043 evaluation.py:64(evaluate) # Closed formula

Indeed, much faster than Monte Carlo integration: 5.778 evaluation.py:20(evaluate) # Sampling version 0.043 evaluation.py:64(evaluate) # Closed formula (See my A/B testing library https://github.com/bogdan-kulynych/trials https://github.com/bogdan-kulynych/trials)