Monte Carlo probability calculation in Python

[Joel Goldstick]

On Thu, Feb 5, 2015 at 11:20 AM, Paul Moore <p.f.moore at gmail.com> wrote:

> I'm interested in prototyping a Monte Carlo type simulation algorithm in
> Python. The background is that a friend has written a similar program in
> C++, and I'm interested in seeing if I can achieve something comparable in
> a much better language :-)
>
> The basic job of the program will be to simulate games of chance - so
> we'll have random inputs (die rolls, card draws, etc) and repeatedly
> simulate calculating a "result". Based on the results of the simulation,
> the idea is to estimate the probability of a given result.
>
> So, to give a very specific example:
>
> import random
>
> def die(n, sides=6):
>     total = sum(random.randint(1, sides) for i in range(n))
>     return total
>
> def simulate(n, test):
>     "Run the simulation N times, returning the probability that TEST is
> true"
>     successes = 0
>     for i in range(n):
>         if test():
>             successes = successes + 1
>     return successes/n
>
> def check_3d6_gt_15():
>     return die(3) > 15
>
> if __name__ == '__main__':
>     print(simulate(100000, check_3d6_gt_15))
>
> Obviously, this is going to run ridiculously slowly as the number of
> simulations or the complexity of the calculation increases, but this gives
> the idea.
>
> My immediate instinct is that somewhere in the scipy stack, there will be
> a module that does this sort of thing efficiently, but I don't really know
> where to look - my understanding of the maths involved is very much at the
> naive level above, so I'm not sure what terms I should be searching for, or
> how to frame a query.
>
> Can anyone give me some pointers as to where I should go to find out more
> about this sort of task? Either more general theory (that would help me ask
> the right questions!) or specific packages or techniques I should be using
> in Python/numpy would be fantastic.
>
> Any help would be gratefully accepted - surely nobody wants to see Python
> beaten by a C++ program??? :-)
>
> Thanks,
> Paul
> --
> https://mail.python.org/mailman/listinfo/python-list
>

have you googled "python monte carlo"?

-- 
Joel Goldstick
http://joelgoldstick.com
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://mail.python.org/pipermail/python-list/attachments/20150205/ed960521/attachment.html>