Mathematics I / Simulation and Monte Carlo Methods
Practice question · Put in order

Order the steps of estimating the area of an irregular shape by Monte Carlo.

Hints
  1. You need a region of known area to sample from before you can sample.
  2. The final answer is a statistic, so it is incomplete without an error estimate.
Show the answer
  1. Enclose the shape in a rectangle whose area is known
  2. Generate many random points uniformly inside the rectangle
  3. Count how many of them fall inside the shape
  4. Multiply the rectangle's area by the fraction that fell inside
  5. Report the estimate together with its uncertainty
Why

The known enclosing area is what converts a counted fraction into an area. Reporting the uncertainty is part of the method, not an optional courtesy, without it the number claims a precision it does not have.

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