I am looking for a concise description to help me understand the error for Monte Carlo Integration using Uniform Sampling and Importance Sampling
For Importance Sampling I have that the error is just the square root of the variance...
for Uniform Sampling what would the error be similar such as
where $a$ and $b$ are the limits of the integration??
This to me isn't right as my understanding was that an importance sampling would decrease the variance of the MC integration.
I can't find any clear explanation of the difference online so any help is appreciated.