Posts Tagged ‘ integration ’

π Day Special! Estimating π using Monte Carlo

March 14, 2012
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π Day Special! Estimating π using Monte Carlo

In honour of π day (03.14 – can’t wait until 2015~) , I thought I’d share this little script I wrote a while back for an introductory lesson I gave on using Monte Carlo methods for integration. The concept is simple – we can estimate the area of an object which is inside another object

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Example 7.25: compare draws with distribution

March 5, 2010
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Example 7.25: compare draws with distribution

In example 7.24, we demonstrated a Metropolis-Hastings algorithm for generating observations from awkward distributions. In such settings it is desirable to assess the quality of draws by comparing them with the target distribution.Recall that the dis...

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