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Probability Engrams

Author portret should have been here Author portret should have been here Edwin Wenink by Rits Joosten

Calculating pi with Monte Carlo simulation

I came across Monte Carlo sampling in a class on Bayesian statistics, where a Markov Chain Monte Carlo (MCMC) sampler was used to approximate probability distributions that were otherwise hard to calculate due to nasty integrals. This posts illustrates the basic idea of Monte Carlo sampling, by using it to approximate the number \(\pi\). The basic …

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