Quinoa Pi: Explaining the Monte Carlo Method

Dave Hurst
18-Sep-2014

What is Monte Carlo Analysis

  • a statistical method of analysis
  • Wikipedia has an exhaustive description
  • A simple example is calculating pi based on the random throwing of objects
  • Quinoa Pi is an app built to help visualize this

Using the Quinoa Pi app

Control Settings Results of a single throw

  • Settings control how many grains are thrown
  • Dots represent the grains thrown

Equation

Multiple throws improve the estimate

Histogram

  • Red Line represents the estimate (average estimated value for all throws)
  • Black (dashed) Line is the true value of pi

Use the app to study convergence

  • Which converges to pi faster?
    – 100 throws of 1,000 grains; or
    – 1 throw of 10,000 grains

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