We show lower bounds on the number of sample points and on the number
of coin tosses used by general sampling algorithms for estimating the
average value of functions over a large domain. The bounds depend on t
he desired precision and on the error probability of the estimate. Our
lower bounds match upper bounds established by known algorithms, up t
o a multiplicative constant. Furthermore, we give a non-constructive p
roof of existence of an algorithm that improves the known upper bounds
by a constant factor.