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Saturday, March 14, 2015

In honor of Pi Day : Estimating the value of pi via Buffon's Needle

Last year we estimated the value of \pi via Monte Carlo simulation. This year, we'll be revisiting the same exercise but using a different approach : Buffon's Needle. This approach is actually one of the oldest geometrical probability problems and it involves dropping needles on a lined sheet of paper and calculating the probability of the needles crossing lines in the page. This technique was first used by 18th century mathematician Georges-Louis Leclerc, Comte de Buffon.

In this scenario, we'll be dropping a bunch of randomly generated needles of length 1 on a grid with vertical lines. The spacing between the vertical lines is also of length 1. It turns out that you can estimate the value of \pi by taking the fraction of the number of needles you dropped (Drops) and those that crossed any of the vertical lines (Hits) and multiplying by twice the length of a needle. See this ipython notebook for code used.

The following two graphs show our grid with 100 and 1000 randomly generated needles respectively



Let's work through the math:

2 \times needlelength \times  \frac{Drops}{Hits}  \approx   \pi  

where length of needle is 1 and the length of the spacing between the vertical grid lines is also 1

The graphs below were generated from a few hundred trials. For each trial, we increased the number of randomly generated needles. We can see the estimated value of  \pi is about 3.12 which is a bit off from the true value of 3.14. I suspect there might be something going on with how the random needle center coordinates are generated since the needle graphs above are showing some symmetry. Regardless, we are still within 1% of the true value of \pi.




It's actually pretty cool to see how the value of \pi sneaks out from the woodwork. There's probably a more intuitive way to explain how \pi shows up in places we least expect

For all the code used for this analysis, visit this ipython notebook



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