Statistical Thinking:Monte Carlo Simulation
Industrial AI Lab.
Probability of Having Head with a Fair Coin• Head 1 and Tail 0
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Expectation
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• Q: The Expected Number of Trials up to the First Hitting H ?
Expectation
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• Q: The Expected Number of Trials up to the First Hitting H ?
Expectation
• Remark: how to compute
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Integration
• Question : how to solve integration with computers ?
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Integration• Question: another method ? (use randomness)
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Monte Carlo Simulation• It is known asMonte Carlo simulation⟹ extremely powerful⟹ can apply to many, many, many (engineering) problems
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Integration: Monte Carlo Simulation
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Compute 𝝅 statistically
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Compute 𝝅 statistically
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Compute 𝝅 statistically
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