ng the integrand at different scrambled QMC points, effectively
drawing i.i.d. random samples from the population of integral estimates.
The sample mean :math:`m` of these integral estimates is an
unbiased estimator of the true value of the integral, and the standard
error of the mean :math:`s` of these estimates may be used to generate
confidence intervals using the t distribution with ``n_estimates - 1``
degrees of freedom. Perhaps counter-intuitively, increasing `n_points`
while keeping the total number of function evaluation points
``n_points * n_estimates`` fixed tends to reduce the actual error, whereas
increasing `n_estimates` tends to decrease the error estimate.

Examples
--------
QMC quadrature is particularly useful for computing integrals in higher
dimensions. An example integrand is the probability density function
of a multivariate normal distribution.

>>> import numpy as np
>>> from scipy import stats
>>> dim = 8
>>> mean = np.zeros(dim)
>>> cov = np.eye(dim)
>>> def func(x):
...     # `multivariate_normal` expects the _last_ axis to correspond with
...     # the dimensionality of the space, so `x` must be transposed
...     return stats.multivariate_normal.pdf(x.T, mean, cov)

To compute the integral over the unit hypercube:

>>> from scipy.integrate import qmc_quad
>>> a = np.zeros(dim)
>>> b = np.ones(dim)
>>> rng = np.random.default_rng()
>>> qrng = stats.qmc.Halton(d=dim, seed=rng)
>>> n_estimates = 8
>>> res = qmc_quad(func, a, b, n_estimates=n_estimates, qrng=qrng)
>>> res.integral, res.standard_error
(0.00018429555666024108, 1.0389431116001344e-07)

A two-sided, 99% confidence interval for the integral may be estimated
as:

>>> t = stats.t(df=n_estimates-1, loc=res.integral,
...             scale=res.standard_error)
>>> t.interval(0.99)
(0.0001839319802536469, 0.00018465913306683527)

Indeed, the value reported by `scipy.stats.multivariate_normal` is
within this range.

>>> stats.multivariate_normal.cdf(b, mean, cov, lower_limit=a)
0.00018430867675187443

c