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ArtStudies/M1/Monte Carlo Methods/Exercise9.rmd
2024-10-09 14:46:31 +02:00

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# Exercise 9 : Estimation of Pi
## Methode 1
```{r}
n <- 150000
pi_1 <- function(n) {
U <- runif(n, 0, 1)
return(4 / n * sum(sqrt(1 - U^2)))
}
pi_1(n)
```
## Methode 2
```{r}
n <- 150000
pi_2 <- function(n) {
U1 <- runif(n, 0, 1)
U2 <- runif(n, 0, 1)
return(4 / n * sum(U1^2 + U2^2 <= 1))
}
pi_2(n)
```
## Best Estimator
```{r}
n <- 1000
m <- 150000
sample_1 <- replicate(n, pi_1(m))
sample_2 <- replicate(n, pi_2(m))
cat(sprintf("[Methode 1] Mean: %s. Variance: %s \n", mean(sample_1), var(sample_1)))
cat(sprintf("[Methode 2] Mean: %s. Variance: %s", mean(sample_2), var(sample_2)))
```