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# Monte Carlo Simulations - An Introduction by

## Means of Buffons Needle Problem

Brinda Venkataramani
February 6, 2016

10 cm

5 cm

Introduction

## The above image depicts the intersection of a matchstick, 5 cm in length, with

a line drawn on a sheet of paper. The paper has several parallel lines drawn
on it such that the distance between each line is 10 cm. The matchstick de1

picted is one of several strewn about the paper. Some cross lines; others do
not. While a strange experiment, Buffons needle experiment as it is called
(for he used needles instead of matchsticks), marks an important advent in the
statistical/probabilistic analysis of apparently chaotic data.
Before getting into the mathematics of this enigmatic experiment, I will first
convince you of its importance. This experiment was reproduced (by myself)
with 163 matchsticks. Of these matchsticks, 52 crossed/contacted a line marked
on this sheet of paper when randomly strewn about. Dividing these values we
obtain,
162
= 3.1346...
52
Repeating this experiment several times, often with several hundreds of thousands of matchsticks, we find that the ratio between the total number of matches,
and the number of matches crossing/contacting a line, denoted N and n respectively, is always an approximation of . As expected, the greater the number of
matchsticks used, the better the approximation. Obviously, the mathematical
significance of this outcome was not missed by mathematicians at the time. The
following section hence serves to elucidate the logical deductions which came of
this experiement, after which a brief section on applications follows.

References
[1] Mendivil, F., Shonkwiler, R.W. (2009). Explorations in Monte Carlo methods. New York, NY: Springer LLC.

Probability Theory

## Probability while common is an abstract concept. It plays an important role in

the sciences. For example, when attempting to determine correlation between
two variables, it is necessary to determine the extent to which the variables
co-occur. Consider the example in which event A is observed to occur spatially
and temporally prior to event B. While sufficient to casually state that the
relationship is causal, mathematics and science rely on more mathematically
precise definitions of causality. That is, if and only if, A precedes B in the
absence of all other environmental factors, can A be said to cause B.
Naturally, even the most well designed experiment is flawed in some way or
another. Most kinematics experiments conducted in the classroom are flawed in
that no surface can be truly frictionless; a reaction carried out in a laboratory
may only be carried out under random pressure/temperature fluctuations; and
so on. Hence, it is necessary for scientists to determine a set of rules which
dictate whether or not an experimental result is statistically significant.
2

## As a trivial example: Which of two statements a) in a carefully controlled

experiment, nine of ten flowers bloomed after being pollinated artificially bloom,
b) in a carefully controlled experiement, five of ten flowers bloom after being
watered suggest a causal relationship? Instinct tells us that statement A is
much more likely to be true. Why? Simply because it occurs more often then
not.
This is the nature of correlation: That if an event, A, occurs, then an event,
B, ensues, a majority of the time in a controlled environment. What then
is the relevance of probability to the matchstick problem? Well, what is the
probability that a matchstick will cross/contact a line?

References
[1] Mendivil, F., Shonkwiler, R.W. (2009). Explorations in Monte Carlo methods. New York, NY: Springer LLC.