# Tagged Questions

Questions on Monte Carlo methods, methods that require the repeated generation of (pseudo-, quasi-)random numbers for computing their results.

367 views

### Particle filter motion model

As I understand the basic idea of particle filter is to predict the state of the particle by generating N different possible state. After that, each possible state is evaluated by a predict model (...
125 views

### Monte Carlo Simulation- Simulating Sum of a DICE. Matlab CODE.

Hello everyone, I try to solve the following problem: Use Monte Carlo simulation to approximate the sum of the 100 consecutive rolls of a fair die. My work in math lab is: ...
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### How do I generate $100$ numbers in $[0,1]$ which are more dense at $0$ and $1$?

I just need to generate random numbers in $[0,1]$ which are more dense at the end points. I first thought of generating two sets of numbers from $N(0,1)$ and $N(1,1)$, and then using those. But that ...
4k views

### transformation of integral from 0 to infinity to 0 to 1

How do I transform the integral $$\int_0^\infty e^{-x^2} dx$$ from 0 to $\infty$ to o to 1 and. I have to devise a monte carlo algorithm to solve this further, so any advise would be of great help
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### Understanding claim in Newman and Barkema's Monte Carlo book

In Newman and Barkema's Monte Carlo Methods in mathematical physics, on page 23-24, the following claim is made: "Assume we have a function f(x) and the integral $I(x)=\int_0^xf(x')dx'$. Then pick a ...
157 views

### Monte Carlo gamma function

This question was asked before but I'd like to ask something more precise given the answer that was given. [ Estimate gamma function using monte carlo ] What is the criterion for a random point to ...
64 views

### Probabilities seem to be growing exponentially

We have instituted random drug testing at our company. I was charged with writing the code to generate the weekly random list of employees. We've gotten some complaints because of people getting ...
3k views

### Using loop to approximate pi (Monte Carlo, MATLAB)

I've written the following code, based on a for loop to approximate the number pi using the Monte-Carlo-method for 100, 1000, 10000 and 100000 random points. ...
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### Monte Carlo Search Tree iterations

I have had this example in my exam last week and I can not figure out how to solve it. I have watched lots of tutorials on Monte Carlo Search Tree but I can't still understand this algorithm properly. ...
46 views

### Scrambled Sobol

I need to do a Monte Carlo simulation in high dimension (up to 1000) where using plain Sobol (with Kuo's direction vectors) as a random number generator is not good enough. Therefore I am ...
Let $P_1,P_2...P_r$ be a set of convex polytopes with $n_r$ vertices in 3 dimensions. These polytopes basically represent uncertainties of '$r$' number of 3d-points respectively in space. The global ...