FORTRAN
Monte Carlo Approximation of Pi
posted | on August 1, 2015 09:55:00 CDT
CODE: monte_pi.f95
RESULTS
Example of the random number generation for 20,000 samples
Approximation of Pi vs Number of Samples
Error in Approximation vs Number of Samples
The 1/sqrt(N) line shows that the error in the Monte Carlo simulation decreases as the power law N^(-1/2).