$I(f)=\int_{a}^{b}=f(x)dx$
g is a density function on [a, b]. $X_{1}, X_{2},... X_{n}$ are generated by $\hat{I}(f)=\frac{1}{n} \sum{\frac{f(X)}{g(X)}}$.
How do I get $Var(\hat{I}(f))$?