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Old 10-10-2012, 08:49 AM
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yaser yaser is offline
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Location: Pasadena, California, USA
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Default Re: Probability calculation in Q8 and Q10

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.
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