["Estimated variance of estimated probability"](https://stats.stackexchange.com/questions/151163/monte-carlo-integration-with-imposed-variance#comment1064403_151432) https://gist.github.com/endolith/9e73ea30511f0befb9b336526f34d0a6 https://stats.stackexchange.com/q/430409/11633 https://stats.stackexchange.com/q/576491/11633