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Unformatted text preview: The steps in Monte Carlo simulation corresponding to the uncertainty propagation Step 1: Create a parametric model , y = f (x1, x2, . .., x q ). Step 2: Generate a set of random inputs , x i 1, x i 2, . .., x iq . Step 3: Evaluate the model and store the results as y i . Step 4: Repeat steps 2 and 3 for i = 1 to n . Step 5: Analyze the results using histograms, summary statistics, confidence intervals, etc. Monte Carlo techniques can be used in Battleship The first figure is simply a unit circle circumscribed by a square. We could examine this problem in Calculation of using Monte Carlo Techniques Poor dart players simulate Monte Carlo techniques MC makes it easy as pi! # darts hitting shaded area / # darts hitting square = r2 / r2 = 4 [# darts hitting shaded area / # darts hitting square]...
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This note was uploaded on 07/24/2011 for the course EMA 4714 taught by Professor Staff during the Spring '08 term at University of Florida.
 Spring '08
 Staff

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