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Statistical uncertainties Monte Carlo

  1. May 23, 2012 #1
    Hi!

    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

    mathman

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    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
    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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