Monte Carlo (Simulation)
Generate data via simulation !
A method of estimating the value of an unknown quantity using the principles of inferential statistics. Inferential statistics: a random sample tends to exhibit the same properties as the population from which it was drawn.
Example :
1, Marriage problem or Secretary problem, which is the mathematical version of the game of googol:
Ask someone to take as many slips of paper as he pleases, and on each slip write a different positive number. The numbers may range from small fractions of 1 to a number the size of a googol (1 followed by a hundred 0s) or even larger. These slips are turned face down and shuffled over the top of a table. One at a time you turn the slips face up. The aim is to stop turning when you come to the number that you guess to be the largest of the series. You cannot go back and pick a previously turned slip. If you turn over all the slips, then of course you must pick the last one turned.
a) solution : that is the 1/e law.
So you should stop at the 1/e*20 = 7.35th candidate.
b) modified version
A method of estimating the value of an unknown quantity using the principles of inferential statistics. Inferential statistics: a random sample tends to exhibit the same properties as the population from which it was drawn.
Example :
1, Marriage problem or Secretary problem, which is the mathematical version of the game of googol:
Ask someone to take as many slips of paper as he pleases, and on each slip write a different positive number. The numbers may range from small fractions of 1 to a number the size of a googol (1 followed by a hundred 0s) or even larger. These slips are turned face down and shuffled over the top of a table. One at a time you turn the slips face up. The aim is to stop turning when you come to the number that you guess to be the largest of the series. You cannot go back and pick a previously turned slip. If you turn over all the slips, then of course you must pick the last one turned.
a) solution : that is the 1/e law.
So you should stop at the 1/e*20 = 7.35th candidate.
b) modified version
留言
張貼留言