Monte Carlo Simulation
Posted: Sun Sep 28, 2014 12:07 am
Hello,
I'm slightly new to simulations and need to have a basic understanding about the monte-carlo runs.
All I know is after a specified number of monte runs, we get a mean and a sigma value and depending upon the sigma level(n), we get a value of [mean - n*sigma]
Now, what I want to understand is, is my device good, if I'm getting a negative value of the expression above because in that case sigma would be minimum. If any of you has any related doc,please forward.
Thanks!
I'm slightly new to simulations and need to have a basic understanding about the monte-carlo runs.
All I know is after a specified number of monte runs, we get a mean and a sigma value and depending upon the sigma level(n), we get a value of [mean - n*sigma]
Now, what I want to understand is, is my device good, if I'm getting a negative value of the expression above because in that case sigma would be minimum. If any of you has any related doc,please forward.
Thanks!