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Statistical uncertainties Monte Carlo

  1. May 23, 2012 #1

    I'm newbie in Monte Carlo. My question concerns the statistical uncertainties of my simulations.

    Let's say that the result of my Monte Carlo is a certain distribution A (e.g. number of particles as a function of the depth in a target) and I have run NA events to generate that distribution. Then, I run the same code with NB events and I obtain the distribution B.
    Can I calculate the statistical uncertainties of my results based on only on these information?

    Thank you for your help!
  2. jcsd
  3. May 23, 2012 #2


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    Science Advisor

    You can get an estimate of statistical uncertainty, although there will be question of how good it is. It will depend partly on how large NA and NB are - the larger the better.

    Suggestion: move to the statistics forum.
  4. May 24, 2012 #3


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    Science Advisor

    At the very least, you will be limited by shot noise due to quantized number of particles. Typically, this gives you a Poisson distributed noise, with error which scales as sqrt(N), with N the number of particles. Details will depend on what your code is doing. If your distribution is represented as a number of particles per bin, then the error is at least sqrt(number of particles in that bin) unless some averaging was done in the code.
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