I need to estimate $e$ with a monte carlo method. We only learned the crude monte carlo integration, so I can't use any robust monte carlo simulations.

I know that $\displaystyle \int\limits_1^x \frac{1}{s}ds=\ln(x),$ so I just need to play around with the limit using randomly generated numbers.

  • $\begingroup$ You would normally use MC to integrate something yielding $e$ in the end, no? $\endgroup$ – gt6989b Jan 28 '14 at 18:46
  • $\begingroup$ You may want to check wiki.stat.ucla.edu/socr/index.php/… $\endgroup$ – Macavity Jan 28 '14 at 19:06
  • $\begingroup$ A totally different idea: The probability that a random permutation of $n\gg 0$ objects is fixed-point free, is $\approx \frac1e$ $\endgroup$ – Hagen von Eitzen Jan 28 '14 at 19:54

The solution below assumes that we know how to take $r$-th roots, where $r$ is rational. I do not consider it a good solution.

Use the obvious Monte Carlo estimation of $\int_1^3 \frac{dx}{x}$ to estimate $\ln 3$. Call this estimate $r$.

Then $\ln 3\approx r$, and therefore $3\approx e^r$. Now calculate $3^{1/r}$.


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