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Develop a Monte Carlo simulation by writing an algorithm that generates a sequen

ID: 3838246 • Letter: D

Question

Develop a Monte Carlo simulation by writing an algorithm that generates a sequence of uniform random numbers (0, 1) for values of x and y on the OABC region, and calculate the corresponding z distance. Compute the integrated values for T T and simulated values of pi. Using MATLAB. Generate a 2 - dimensional plot of x - y shot values for simulation trials of n = 10, 100, and 1000. This is essentially reproducing the OABC region with shot values as in the first figure. Generate a 2 - dimensional plot of your simulated pi value as a function of trials for 100000 trials. Restrict the y - axis range from 3 to 33. This should resemble the second figure. Determine how many trials are necessary in order to obtain an estimate of that is accurate to 3, 4, and digits 99.95% (3.14), 99.99% (3, 141), and 99.9999% (3.1415).

Explanation / Answer

Following are the results from one sample run.

89 trials for 3 digit accuracy

233 trials for 4 digit accuracy

1053 trials for 5 digit accuracy

import random
import math

count_inside = 0
total_is = 100000000;
to_find_accuracy_3 = True;
to_find_accuracy_4 = True;
for count in range(0, total_is+1):
    d = math.hypot(random.random(), random.random())
    if d < 1:
       count_inside += 1
    value_of_pi = (4.0*count_inside)/(count+1);
    if to_find_accuracy_3 and (int(value_of_pi*100) == 314):
       print(count+1,' trials for 3 digit accuracy ');
       to_find_accuracy_3 = False;
    if to_find_accuracy_4 and (int(value_of_pi*1000) == 3141):
       print(count+1,' trials for 4 digit accuracy ');
       to_find_accuracy_4 = False;
    if int(value_of_pi*10000) == 31415:
       print(count+1,' trials for 5 digit accuracy ');
       break;

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