The plain Monte Carlo estimator $\hat\mu_N = \frac{1}{N}\sum_i f(X_i)$ from iid samples has variance $\sigma^2 / N$. Which best describes the role of dimension $d$?

Monte Carlo Methods

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The plain Monte Carlo estimator \overset{μ}{^}_{N} = \frac{1}{N} \sum_{i} f (X_{i}) from iid samples has variance σ^{2} / N . Which best describes the role of dimension d ?