1. Limited time only! Sign up for a free 30min personal tutor trial with Chegg Tutors
    Dismiss Notice
Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Determine the number of required Monte Carlo iterations

  1. Dec 1, 2014 #1
    I am performing a Monte Carlo simulation of a weapon system to determine the effect of variations in weapon characterisitics on the accuracy of the weapon. For example, I might vary the muzzle velocity of the weapon and measure the angles between the aim point and the impact point (i.e. miss angles).

    I need to report the standard deviation of the miss angles in milli radians to two decimal places, so I would like to determine the minimum number of Monte Carlo iterations required to obtain a 95% confidence level that the standard deviation of the miss angles are accurate to 0.01 mili radians.

    My statistics are a bit rusty, so does anyone know of the best way to go about this?
    Last edited: Dec 1, 2014
  2. jcsd
  3. Dec 1, 2014 #2


    User Avatar
    2017 Award

    Staff: Mentor

    The uncertainty on the standard deviation goes down with the square root of the number of data points (as usual), so it depends on the size of your standard deviation and some numerical prefactor you can look up.
Share this great discussion with others via Reddit, Google+, Twitter, or Facebook