Thread: Monte Carlo's Simulation

How do I use Monte Carlo's simulation to approximate part of the ellipsoid X^2/2+y^2/4+z^2/8=16, that lies in the first octant x>0,y>0,z>0?

Originally Posted by herbalist

How do I use Monte Carlo's simulation to approximate part of the ellipsoid X^2/2+y^2/4+z^2/8=16, that lies in the first octant x>0,y>0,z>0?

Rejection sampling:

Generate a point uniformly distributed over accept this point if:



If not accepted repeat until an acceped point is found

The resultant is uniformly distributed over the required ellipsoid.

The efficiency of this process is which means the volume of the ellipsoid in the first octant is of the volume of

CB