View Single Post
  #4  
Old 10-10-2012, 08:49 AM
yaser's Avatar
yaser yaser is offline
Caltech
 
Join Date: Aug 2009
Location: Pasadena, California, USA
Posts: 1,478
Default Re: Probability calculation in Q8 and Q10

Quote:
Originally Posted by ketchers View Post
I would be curious on how to calculate - or estimate - the average number of iterations for convergence - as well as the probability
Calculating these quantities analytically is not tractable. Estimating them using Monte Carlo methods, i.e., by running many random instances of the problem and averaging, is what we are after here. As you point out, there are many sources of randomness and some will result in significant variation. However, repeating the experiment a large number of times will overcome that variance. The numbers given for this problem were chosen to achieve that.
__________________
Where everyone thinks alike, no one thinks very much
Reply With Quote