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    Monte Carlo Simulations - Buffon's Needle

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    rachel
    This document introduces the Buffon's needle experiment, which involves randomly dropping matchsticks on a sheet of paper with parallel lines. It summarizes that: the ratio of total matchsticks to those crossing lines approximates pi; repeating the experiment with more matchsticks improves this approximation. It then explains that this experiment helped develop probabilistic analysis and paved the way for Monte Carlo simulations by showing the relationship between this ratio and the probability that a matchstick crosses a line.

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    Monte Carlo Simulations - Buffon's Needle

    Uploaded by

    rachel
    140 views3 pages
    This document introduces the Buffon's needle experiment, which involves randomly dropping matchsticks on a sheet of paper with parallel lines. It summarizes that: the ratio of total matchsticks to those crossing lines approximates pi; repeating the experiment with more matchsticks improves this approximation. It then explains that this experiment helped develop probabilistic analysis and paved the way for Monte Carlo simulations by showing the relationship between this ratio and the probability that a matchstick crosses a line.

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    This document introduces the Buffon's needle experiment, which involves randomly dropping matchsticks on a sheet of paper with parallel lines. It summarizes that: the ratio of total matchsticks to those crossing lines approximates pi; repeating the experiment with more matchsticks improves this approximation. It then explains that this experiment helped develop probabilistic analysis and paved the way for Monte Carlo simulations by showing the relationship between this ratio and the probability that a matchstick crosses a line.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    140 views3 pages

    Monte Carlo Simulations - Buffon's Needle

    Uploaded by

    rachel
    This document introduces the Buffon's needle experiment, which involves randomly dropping matchsticks on a sheet of paper with parallel lines. It summarizes that: the ratio of total matchsticks to those crossing lines approximates pi; repeating the experiment with more matchsticks improves this approximation. It then explains that this experiment helped develop probabilistic analysis and paved the way for Monte Carlo simulations by showing the relationship between this ratio and the probability that a matchstick crosses a line.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 3

    Monte Carlo Simulations - An Introduction by

    Means of Buffons Needle Problem


    Brinda Venkataramani
    February 6, 2016

    10 cm

    5 cm

    Introduction

    The above image depicts the intersection of a matchstick, 5 cm in length, with


    a line drawn on a sheet of paper. The paper has several parallel lines drawn
    on it such that the distance between each line is 10 cm. The matchstick de1

    picted is one of several strewn about the paper. Some cross lines; others do
    not. While a strange experiment, Buffons needle experiment as it is called
    (for he used needles instead of matchsticks), marks an important advent in the
    statistical/probabilistic analysis of apparently chaotic data.
    Before getting into the mathematics of this enigmatic experiment, I will first
    convince you of its importance. This experiment was reproduced (by myself)
    with 163 matchsticks. Of these matchsticks, 52 crossed/contacted a line marked
    on this sheet of paper when randomly strewn about. Dividing these values we
    obtain,
    162
    = 3.1346...
    52
    Repeating this experiment several times, often with several hundreds of thousands of matchsticks, we find that the ratio between the total number of matches,
    and the number of matches crossing/contacting a line, denoted N and n respectively, is always an approximation of . As expected, the greater the number of
    matchsticks used, the better the approximation. Obviously, the mathematical
    significance of this outcome was not missed by mathematicians at the time. The
    following section hence serves to elucidate the logical deductions which came of
    this experiement, after which a brief section on applications follows.

    References
    [1] Mendivil, F., Shonkwiler, R.W. (2009). Explorations in Monte Carlo methods. New York, NY: Springer LLC.
    [2] Pi and Buffons Needle - Numberphile [Video file]. Retrieved from
    https://www.youtube.com/watch?v=sJVivjuMfWA

    Probability Theory

    Probability while common is an abstract concept. It plays an important role in


    the sciences. For example, when attempting to determine correlation between
    two variables, it is necessary to determine the extent to which the variables
    co-occur. Consider the example in which event A is observed to occur spatially
    and temporally prior to event B. While sufficient to casually state that the
    relationship is causal, mathematics and science rely on more mathematically
    precise definitions of causality. That is, if and only if, A precedes B in the
    absence of all other environmental factors, can A be said to cause B.
    Naturally, even the most well designed experiment is flawed in some way or
    another. Most kinematics experiments conducted in the classroom are flawed in
    that no surface can be truly frictionless; a reaction carried out in a laboratory
    may only be carried out under random pressure/temperature fluctuations; and
    so on. Hence, it is necessary for scientists to determine a set of rules which
    dictate whether or not an experimental result is statistically significant.
    2

    As a trivial example: Which of two statements a) in a carefully controlled


    experiment, nine of ten flowers bloomed after being pollinated artificially bloom,
    b) in a carefully controlled experiement, five of ten flowers bloom after being
    watered suggest a causal relationship? Instinct tells us that statement A is
    much more likely to be true. Why? Simply because it occurs more often then
    not.
    This is the nature of correlation: That if an event, A, occurs, then an event,
    B, ensues, a majority of the time in a controlled environment. What then
    is the relevance of probability to the matchstick problem? Well, what is the
    probability that a matchstick will cross/contact a line?

    References
    [1] Mendivil, F., Shonkwiler, R.W. (2009). Explorations in Monte Carlo methods. New York, NY: Springer LLC.

    Mathematical Interpretation of the Phenomenon

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