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A question about an expression definition in Monte Carlo
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[QUOTE="tnich, post: 6009724, member: 639870"] In the context of a Monte Carlo simulation, the word "experiment" usually refers to the whole process of estimating one or more parameters. It is analogous to an experiment you might do in a physics lab. To conduct your experiment you set up your equipment and conduct multiple trials, measuring the results at each trial. You may vary the inputs to see how the outputs vary. Then you apply statistical methods to estimate the uncertainty of your results. A Monte Carlo experiment follows a similar process. You code a computer model and run multiple trials, measuring the results at each trial. You may vary the inputs of the model to see how the outputs vary. Then you use the same statistical methods as you would in a physical experiment to determine uncertainty. For this you need to use statistics. This is going to depend on what form your data takes. If you are estimating a single parameter for example, you can calculate a 95% confidence interval based on the number of trials. For an output curve, you could calculate a 95% confidence interval for each data point and plot error bars. Here is a tutorial on Monte Carlo methods that gives a quick summary of most of the important aspects. [URL]http://statweb.stanford.edu/~owen/pubtalks/MCQMC2012-Owen-Tutorial.pdf[/URL] [/QUOTE]
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A question about an expression definition in Monte Carlo
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