Monte Carlo Simulations - Buffon's Needle
Monte Carlo Simulations - Buffon's Needle
Monte Carlo Simulations - Buffon's Needle
10 cm
5 cm
Introduction
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
References
[1] Mendivil, F., Shonkwiler, R.W. (2009). Explorations in Monte Carlo methods. New York, NY: Springer LLC.