# Posts Tagged ‘ Monte Carlo ’

## Why trust some supposed laws of statistical sampling and…

August 15, 2012
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Why trust some supposed laws of statistical sampling and convergence when you can just test them yourself? If you have a computer with R installed (also recommended: Rstudio) then you can stop dithering about whether these n=1000 studies cited in the n...

## Simulating Euro 2012

June 11, 2012
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Why settle for just one realisation of this year’s UEFA Euro when you can let the tournament play out 10,000 times in silico? Since I already had some code lying around from my submission to the Kaggle hosted 2010 Take on the Quants challenge, I figured I’d recycle it for the Euro this year. The

## Ruin probability and infinite time

March 27, 2012
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A couple of weeks ago, I had a discussion with a practitioner, working in some financial company, about ruin, and infinite time. And it remind me a weird result. Well, not a weird result, but a result I found disturbing, at first, when I was a stud...

## π Day Special! Estimating π using Monte Carlo

March 14, 2012
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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

## Sampling for Monte Carlo simulations with R

October 31, 2011
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$Sampling for Monte Carlo simulations with R$

I've knocked together a quick function for generating efficient Monte Carlo samples. It takes a bit of the legwork out of running Monte Carlo simulations.

## No simulation is complete without a gif

March 24, 2011
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I promise this is my last post on the now week and a half old π pay! Building on the last post, I figured I could show how convergence actually works in the estimation algorithm. If you’ll recall, we plotted … Continue reading →

## More pi plus 1 (or plus 0.01) day fun

March 15, 2011
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Since I just didn’t get enough this morning, I spent some more time fooling around with estimating pi. Since I was basically counting the number of random x,y pairs inside a quarter circle and computing a sample average for more … Continue reading →

## I’m late for π day

March 15, 2011
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It is officially no longer pi day, but I didn’t see this Drew Conway post about estimating pi until just a few minutes ago. Because Google Reader doesn’t show github embeds, I also got to try it without seeing Drew’s … Continue reading →

## A Million Random Digits: review of reviews

March 4, 2011
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Recently on his blog (here), Robin mentioned an amazing book, called "A Million Random Digits" published by RAND corporation. The book was initially published in 1955, but RAND published a nice (and expensive) second edition. A great thing is that ...