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THE UNIT CIRCLE

For the quarter circle and the pi experiment, see the graph below

x y y
-1 0 0
-0.999 0.04471 -0.04471
Quarter Unit Circle
-0.998 0.063214 -0.063214 Showing single random point {rand(),rand()}
1
-0.997 0.077402 -0.077402
-0.996 0.089353 -0.089353 0.9
-0.995 0.099875 -0.099875
-0.994 0.10938 -0.10938 0.8
-0.993 0.118114 -0.118114
-0.992 0.126238 -0.126238 0.7
-0.991 0.133862 -0.133862
0.6
-0.99 0.141067 -0.141067
-0.98 0.198997 -0.198997 0.5
-0.97 0.243105 -0.243105
-0.96 0.28 -0.28 0.4
-0.95 0.31225 -0.31225
-0.94 0.341174 -0.341174 0.3
-0.93 0.36756 -0.36756
0.2
-0.92 0.391918 -0.391918
-0.91 0.414608 -0.414608
0.1
-0.9 0.43589 -0.43589
-0.89 0.455961 -0.455961 0
-0.88 0.474974 -0.474974 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
-0.87 0.493052 -0.493052
-0.86 0.510294 -0.510294
-0.85 0.526783 -0.526783
-0.84 0.542586 -0.542586
-0.83 0.557763 -0.557763
-0.82 0.572364 -0.572364
-0.81 0.58643 -0.58643
-0.8 0.6 -0.6
-0.79 0.613107 -0.613107
-0.78 0.62578 -0.62578
-0.77 0.638044 -0.638044
-0.76 0.649923 -0.649923
-0.75 0.661438 -0.661438
-0.74 0.672607 -0.672607
-0.73 0.683447 -0.683447
-0.72 0.693974 -0.693974
-0.71 0.704202 -0.704202
-0.7 0.714143 -0.714143
-0.69 0.723809 -0.723809
-0.68 0.733212 -0.733212
-0.67 0.742361 -0.742361
-0.66 0.751266 -0.751266
-0.65 0.759934 -0.759934
-0.64 0.768375 -0.768375
-0.63 0.776595 -0.776595
-0.62 0.784602 -0.784602
-0.61 0.792401 -0.792401
-0.6 0.8 -0.8
-0.59 0.807403 -0.807403
-0.58 0.814616 -0.814616
-0.57 0.821645 -0.821645
-0.56 0.828493 -0.828493
-0.55 0.835165 -0.835165
-0.54 0.841665 -0.841665
-0.53 0.847998 -0.847998
-0.52 0.854166 -0.854166
-0.51 0.860174 -0.860174
-0.5 0.866025 -0.866025
-0.49 0.871722 -0.871722
-0.48 0.877268 -0.877268
-0.47 0.882666 -0.882666
-0.46 0.887919 -0.887919
-0.45 0.893029 -0.893029
-0.44 0.897998 -0.897998
-0.43 0.902829 -0.902829
-0.42 0.907524 -0.907524
-0.41 0.912086 -0.912086
-0.4 0.916515 -0.916515
-0.39 0.920815 -0.920815
-0.38 0.924986 -0.924986
-0.37 0.929032 -0.929032
-0.36 0.932952 -0.932952
-0.35 0.93675 -0.93675
-0.34 0.940425 -0.940425
-0.33 0.943981 -0.943981
-0.32 0.947418 -0.947418
-0.31 0.950737 -0.950737
-0.3 0.953939 -0.953939
-0.29 0.957027 -0.957027
-0.28 0.96 -0.96
-0.27 0.96286 -0.96286
-0.26 0.965609 -0.965609
-0.25 0.968246 -0.968246
-0.24 0.970773 -0.970773
-0.23 0.973191 -0.973191
-0.22 0.9755 -0.9755
-0.21 0.977701 -0.977701
-0.2 0.979796 -0.979796
-0.19 0.981784 -0.981784
-0.18 0.983667 -0.983667
-0.17 0.985444 -0.985444
-0.16 0.987117 -0.987117
-0.15 0.988686 -0.988686
-0.14 0.990152 -0.990152
-0.13 0.991514 -0.991514
-0.12 0.992774 -0.992774
-0.11 0.993932 -0.993932
-0.1 0.994987 -0.994987
-0.09 0.995942 -0.995942
-0.08 0.996795 -0.996795
-0.07 0.997547 -0.997547
-0.06 0.998198 -0.998198
-0.05 0.998749 -0.998749
-0.04 0.9992 -0.9992
-0.03 0.99955 -0.99955
-0.02 0.9998 -0.9998
-0.01 0.99995 -0.99995
7.53E-16 1 -1
0.01 0.99995 -0.99995
0.02 0.9998 -0.9998
0.03 0.99955 -0.99955
0.04 0.9992 -0.9992
0.05 0.998749 -0.998749
0.06 0.998198 -0.998198
0.07 0.997547 -0.997547
0.08 0.996795 -0.996795
0.09 0.995942 -0.995942
0.1 0.994987 -0.994987
0.11 0.993932 -0.993932
0.12 0.992774 -0.992774
0.13 0.991514 -0.991514
0.14 0.990152 -0.990152
0.15 0.988686 -0.988686
0.16 0.987117 -0.987117
0.17 0.985444 -0.985444
0.18 0.983667 -0.983667
0.19 0.981784 -0.981784
0.2 0.979796 -0.979796
0.21 0.977701 -0.977701
0.22 0.9755 -0.9755
0.23 0.973191 -0.973191
0.24 0.970773 -0.970773
0.25 0.968246 -0.968246
0.26 0.965609 -0.965609
0.27 0.96286 -0.96286
0.28 0.96 -0.96
0.29 0.957027 -0.957027
0.3 0.953939 -0.953939
0.31 0.950737 -0.950737
0.32 0.947418 -0.947418
0.33 0.943981 -0.943981
0.34 0.940425 -0.940425
0.35 0.93675 -0.93675
0.36 0.932952 -0.932952
0.37 0.929032 -0.929032
0.38 0.924986 -0.924986
0.39 0.920815 -0.920815
0.4 0.916515 -0.916515
0.41 0.912086 -0.912086
0.42 0.907524 -0.907524
0.43 0.902829 -0.902829
0.44 0.897998 -0.897998
0.45 0.893029 -0.893029
0.46 0.887919 -0.887919
0.47 0.882666 -0.882666
0.48 0.877268 -0.877268
0.49 0.871722 -0.871722
0.5 0.866025 -0.866025
0.51 0.860174 -0.860174
0.52 0.854166 -0.854166
0.53 0.847998 -0.847998
0.54 0.841665 -0.841665
0.55 0.835165 -0.835165
0.56 0.828493 -0.828493
0.57 0.821645 -0.821645
0.58 0.814616 -0.814616
0.59 0.807403 -0.807403
0.6 0.8 -0.8
0.61 0.792401 -0.792401
0.62 0.784602 -0.784602
0.63 0.776595 -0.776595
0.64 0.768375 -0.768375
0.65 0.759934 -0.759934
0.66 0.751266 -0.751266
0.67 0.742361 -0.742361
0.68 0.733212 -0.733212
0.69 0.723809 -0.723809
0.7 0.714143 -0.714143
0.71 0.704202 -0.704202
0.72 0.693974 -0.693974
0.73 0.683447 -0.683447
0.74 0.672607 -0.672607
0.75 0.661438 -0.661438
0.76 0.649923 -0.649923
0.77 0.638044 -0.638044
0.78 0.62578 -0.62578
0.79 0.613107 -0.613107
0.8 0.6 -0.6
0.81 0.58643 -0.58643
0.82 0.572364 -0.572364
0.83 0.557763 -0.557763
0.84 0.542586 -0.542586
0.85 0.526783 -0.526783
0.86 0.510294 -0.510294
0.87 0.493052 -0.493052
0.88 0.474974 -0.474974
0.89 0.455961 -0.455961
0.9 0.43589 -0.43589
0.91 0.414608 -0.414608
0.92 0.391918 -0.391918
0.93 0.36756 -0.36756
0.94 0.341174 -0.341174
0.95 0.31225 -0.31225
0.96 0.28 -0.28
0.97 0.243105 -0.243105
0.98 0.198997 -0.198997
0.99 0.141067 -0.141067
0.992 0.126238 -0.126238
0.994 0.10938 -0.10938
0.996 0.089353 -0.089353
0.998 0.063214 -0.063214
1 0 0
0.912884 0.910214 end
d(),rand()}

step 0.01

9 1
A B C D E

1
COMPUTING PI USING MONTE CARLO METHODS
INITIAL EXPERIMENT
2 Number of data points 30 #VALUE!
3 Inside circle 24 #VALUE!
4 Pi? 3.2 #VALUE!
5

6 Each cell in these columns contains the Excel


function =Rand()
In unit
7
Experiment Random1 Random2 circle?
8 1 0.00437 0.01193 1 #VALUE!
9 2 0.27757 0.25638 1
10 3 0.40711 0.29055 1
11 4 0.43362 0.01400 1
12 5 0.62837 0.66278 1
13 6 0.68566 0.35631 1
14 7 0.63808 0.66573 1
15 8 0.25247 0.14301 1
16 9 0.68702 0.13014 1
17 10 0.96657 0.77539 0
18 11 0.57020 0.26029 1
19 12 0.10302 0.77723 1
20 13 0.35682 0.65554 1
21 14 0.16641 0.08460 1
22 15 0.00241 0.81119 1
23 16 0.49558 0.93276 0
24 17 0.08397 0.62623 1
25 18 0.61476 0.20755 1
26 19 0.55402 0.47992 1
27 20 0.57134 0.21646 1
28 21 0.36711 0.82801 1
29 22 0.69680 0.23306 1
30 23 0.10549 0.67946 1
31 24 0.02950 0.20272 1
32 25 0.33573 0.26876 1
33 26 0.14462 0.61980 1
34 27 0.81612 0.85798 0
35 28 0.95851 0.70402 0
36 29 0.91182 0.78907 0
37 30 0.93852 0.43336 0
A B C D
1 COMPUTING PI USING VBA
2 Number of data points 50,000,000 <-- This cell called "Number"
3 Pi? 3.14162752 <-- This cell called "Estimate"
4
5
6 StartTime 12:13:33 <-- This cell called "StartTime"
7 StopTime 12:14:07 <-- This cell called "StopTime"
8 Elapsed 0:00:34 #VALUE!
9
10
11 Note
12 [Ctrl]+a runs the macro "MonteCarlo"
13 [Ctrl]+q runs the macro "MonteCarloTime" which also records the time
[Ctrl]+t runs the macro "MonteCarloTimeRecord" which records the
14 results as they are generated. For large number of points, this takes a
very long time!
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39
E
1
2
3 Sub MonteCarlo()
4 n = Range("Number")
5 Hits = 0
6 For Index = 1 To n
7 If Rnd ^ 2 + Rnd ^ 2 < 1 Then Hits = Hits + 1
8 Next Index
9 Range("Estimate") = 4 * Hits / n
10 End Sub
11
12 Sub MonteCarloTime()
13 'Includes timer

14
n = Range("Number")
15 Range("StartTime") = Time
16
17 n = Range("Number")
18 Hits = 0
19 For Index = 1 To n
20 If Rnd ^ 2 + Rnd ^ 2 < 1 Then Hits = Hits + 1
21 Next Index
22 Range("Estimate") = 4 * Hits / n
23 Range("StopTime") = Time
24 End Sub
25
26
27 Sub MonteCarloTimeRecord()
28 'Records everything (takes a long time)
29 n = Range("Number")
30 Range("StartTime") = Time
31 n = Range("Number")
32 Hits = 0
33 For Index = 1 To n
34 Range("Number") = Index
35 If Rnd ^ 2 + Rnd ^ 2 < 1 Then Hits = Hits + 1
36 Range("Estimate") = 4 * Hits / Index
37 Range("StopTime") = Time
38 Next Index
39 End Sub
A B C D E F
1 PLANNING YOUR RETIREMENT
2 Current wealth 1,000,000
3 Riskfree rate 6%
4 Parameters of risky investment
5 Expected annual return 8%
6 Standard deviation of return 20%
7 Proportion invested in risky 70%
8 Annual drawdown 150,000
9
Random
Wealth at 1+return on
Invested in Invested in number,
10 Year beginning risky
risky bonds normally
of year investment
distributed
11 1 1,000,000 700,000 300,000 2.0553 1.6340
12 2 1,312,385 918,670 393,716 -0.1730 1.0464
13 3 1,229,399 860,580 368,820 1.7557 1.5390
14 4 1,566,063 1,096,244 469,819 -2.4319 0.6661
15 5 1,079,027 755,319 323,708 2.2590 1.7020
16 6 1,479,265 1,035,485 443,779 1.3674 1.4240
17 7 1,795,767 1,257,037 538,730 -2.3875 0.6720
18 8 1,266,765 886,735 380,029 0.2059 1.1288
19 9 1,254,506 878,154 376,352 -0.0074 1.0817
20 10 1,199,515 839,661 359,855 -0.2863 1.0230
21
22 #VALUE!
23
24 #VALUE! #VALUE!
25
26
27 #VALUE!
G H I
EMENT 1
2
3
4
5
6
7
8
9

Wealth at Left at
10 end of Drawdown end of 10
year years

11 1,462,385 150,000
12 1,379,399 150,000
13 1,716,063 150,000
14 1,229,027 150,000
15 1,629,265 150,000
16 1,945,767 150,000
17 1,416,765 150,000
18 1,404,506 150,000
19 1,349,515 150,000
20 1,241,072 150,000 1,091,072
21
22 #VALUE!
23
24
25
26
27
A B C D E F
1 PLANNING YOUR RETIREMENT
2 Current wealth 1,000,000
3 Riskfree rate 6%
4 Parameters of risky investment
5 Expected annual return 8%
6 Standard deviation of return 20%
7 Proportion invested in risky 70%
8 Annual drawdown 150,000
9
Random
Wealth at 1+return on
Invested in Invested in number,
10 Year beginning risky
risky bonds normally
of year investment
distributed
11 1 1,000,000 700,000 300,000 -1.2459 0.8444
12 2 759,604 531,723 227,881 0.8373 1.2808
13 3 772,985 541,090 231,896 0.2468 1.1381
14 4 712,046 498,432 213,614 -0.1490 1.0515
15 5 600,918 420,643 180,276 -0.4724 0.9856
16 6 456,022 319,215 136,807 -1.1769 0.8561
17 7 268,543 187,980 80,563 1.3347 1.4147
18 8 201,485 141,040 60,446 -0.0254 1.0778
19 9 66,195 46,337 19,859 1.0822 1.3451
20 10 -66,588 -46,611 -19,976 -0.9549 0.8950
21
Normally-distributed random numbers
22
generated by =NORMSINV(RAND())
23
1+return on risky investment
24 Wealth at beginning of year =G19-H19
=EXP($B$5+$B$6*E20)
25
26
27 Investment in risky asset =B20*$B$7
G H I
EMENT 1
2
3
4
5
6
7
8
9

Wealth at Left at
10 end of Drawdown end of 10
year years

11 909,604 150,000
12 922,985 150,000
13 862,046 150,000
14 750,918 150,000
15 606,022 150,000
16 418,543 150,000
17 351,485 150,000
18 216,195 150,000
19 83,412 150,000
20 -62,927 150,000 -212,927
21
22 =C20*F20+D20*EXP($B$3)
23
24
25
26
27
A B C D E F

PLANNING YOUR RETIREMENT


1 Using a safety cushion of 3
Investor takes 150,000 if end-year wealth > 3*150,000, else takes end-year
2 Current wealth 1,000,000
3 Riskfree rate 6%
4 Parameters of risky investment
5 Expected annual return 8%
6 Standard deviation of return 20%
7 Proportion invested in risky 70%
8 Safety cushion 3
9 Annual drawdown 150,000
10
Random
Wealth at 1+return on
Invested in Invested in number,
11 Year beginning risky
risky bonds normally
of year investment
distributed
12 1 1,000,000 700,000 300,000 -0.5471 0.9710
13 2 848,253 593,777 254,476 0.4716 1.1904
14 3 827,072 578,950 248,121 -0.8906 0.9065
15 4 638,306 446,814 191,492 0.4212 1.1785
16 5 579,907 405,935 173,972 0.9129 1.3003
17 6 562,560 393,792 168,768 0.0895 1.1029
18 7 463,500 324,450 139,050 -0.3590 1.0082
19 8 324,770 227,339 97,431 -0.9809 0.8903
20 9 203,906 142,734 61,172 -1.1469 0.8612
21 10 125,255 87,678 37,576 -0.2989 1.0204
22
Normally-distributed random numbers
23
generated by =NORMSINV(RAND())
24
1+return on risky investment
25 Wealth at beginning of year =G20-H20
=EXP($B$5+$B$6*E21)
26

27

28 Investment in risky asset =B21*$B$7


G H I J K L M N

EMENT
n of 3 1
000, else takes end-year wealth/3
2
3
4
5
6
7
8 for MS page 13
9
10

Wealth at
Left at end
11 end of Drawdown
of 10 years
year

12 998,253 150,000
13 977,072 150,000
14 788,306 150,000
15 729,907 150,000
16 712,560 150,000
17 613,500 150,000
18 474,770 150,000
19 305,860 101,953
20 187,882 62,627
21 129,369 43,123 86,246
22
23 =C21*F21+D21*EXP($B$3)
24
25
26
Drawdown calculated as
27
=IF(G21>$B$8*$B$9,$B$9,G21/$B$8)
28
A B C D E

1
HOW WELL DO WE DO?
PERCENTAGE OF POSITIVE OUTCOMES
2 Current wealth 1,000,000
3 Riskfree rate 8%
4 Parameters of risky investment
5 Expected annual return 10%
6 Standard deviation of return 40%
7 Proportion invested in risky 40%
8 Annual drawdown 100,000
9 Years of investment 10
10
11 Runs 1,000
12
13 Successful runs #VALUE! #VALUE!
14
15
16 SIMULATION OF 100 PATHS
17 R 1.0833 #VALUE!
18 Up 1.6487 #VALUE!
19 Down 0.7408 #VALUE!
20
21 PiUp (risk-neutral prob. of Up) 0.3772 #VALUE!
22 PiDown (risk-neutral prob. of Down) 0.6228 #VALUE!
23
24
#V
25 Number of year 10 wealth > 0 85 #VALUE!
26 Percentage of successful simulations 85.00% #VALUE!
27
28 Wealth at end of year
Simulation Simulation Simulation
29 Year
1 2 3
30 0 1,000,000 1,000,000 1,000,000
31 1 846,300 846,300 846,300
32 2 700,853 1,008,196 1,008,196
33 3 563,217 854,055 1,220,193
34 4 637,510 708,192 1,497,795
35 5 503,276 827,350 1,861,304
36 6 376,249 983,382 1,661,351
37 7 256,045 830,574 2,075,474
38 8 235,280 987,604 2,617,751
39 9 208,091 834,569 2,377,177
40 10 96,916 992,836 2,149,521
F G H I J K L

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#VALUE!
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Simulation Simulation Simulation Simulation Simulation Simulation Simulation
29
4 5 6 7 8 9 10
30 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000
31 846,300 1,209,461 1,209,461 1,209,461 846,300 846,300 846,300
32 700,853 1,044,512 1,044,512 1,044,512 1,008,196 1,008,196 700,853
33 563,217 888,421 888,421 888,421 854,055 1,220,193 563,217
34 432,972 1,063,353 740,713 1,063,353 1,018,352 1,054,668 432,972
35 466,959 906,250 600,936 906,250 863,666 898,032 309,721
36 511,465 757,584 686,902 757,584 717,287 1,075,938 305,567
37 383,999 616,902 799,471 616,902 578,768 918,159 189,158
38 263,378 707,808 656,539 707,808 447,688 768,854 79,000
39 149,235 569,799 521,283 826,847 323,647 627,566 -25,242
40 95,417 439,200 393,290 982,724 206,267 493,865 -123,886
M N O P Q R S T

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Simulation Simulation Simulation Simulation Simulation Simulation Simulation Simulation
29
11 12 13 14 15 16 17 18
30 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000
31 846,300 846,300 846,300 846,300 1,209,461 846,300 846,300 846,300
32 1,008,196 700,853 1,008,196 700,853 1,044,512 700,853 700,853 700,853
33 854,055 563,217 1,220,193 817,739 888,421 563,217 563,217 563,217
34 1,018,352 432,972 1,497,795 970,798 1,063,353 432,972 637,510 637,510
35 863,666 309,721 1,317,363 818,665 1,292,419 309,721 503,276 503,276
36 1,030,937 193,089 1,146,620 674,703 1,123,015 305,567 559,020 376,249
37 875,575 152,842 985,046 783,496 1,370,545 189,158 429,000 392,684
38 728,556 100,141 1,189,879 925,958 1,694,674 147,695 461,759 271,597
39 589,432 -5,237 1,458,099 1,112,505 1,503,669 93,401 336,962 255,645
40 457,780 -104,956 1,809,324 1,356,782 1,868,996 -11,614 218,867 141,917
U V W X Y Z AA AB

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Simulation Simulation Simulation Simulation Simulation Simulation Simulation Simulation
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19 20 21 22 23 24 25 26
30 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000
31 846,300 846,300 846,300 846,300 846,300 1,209,461 846,300 1,209,461
32 1,008,196 700,853 700,853 700,853 700,853 1,044,512 700,853 1,483,741
33 854,055 817,739 817,739 563,217 563,217 1,267,748 563,217 1,304,064
34 708,192 673,826 970,798 432,972 432,972 1,560,066 432,972 1,607,620
35 570,162 782,349 818,665 309,721 466,959 1,942,845 309,721 1,421,290
36 439,544 924,455 674,703 193,089 511,465 1,738,513 193,089 1,244,966
37 315,940 1,110,538 783,496 82,720 383,999 1,545,154 152,842 1,530,235
38 198,974 950,902 641,422 -21,722 402,832 1,362,179 100,141 1,903,782
39 88,289 1,145,168 506,978 -128,444 281,200 1,683,720 -5,237 2,392,928
40 -16,452 1,399,553 379,753 -221,547 166,099 1,493,303 -106,857 2,164,427
AC AD AE AF AG AH AI AJ

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Simulation Simulation Simulation Simulation Simulation Simulation Simulation Simulation
29
27 28 29 30 31 32 33 34
30 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000
31 1,209,461 1,209,461 846,300 846,300 1,209,461 846,300 846,300 846,300
32 1,483,741 1,483,741 700,853 1,008,196 1,044,512 700,853 1,008,196 700,853
33 1,304,064 1,842,901 563,217 854,055 888,421 817,739 1,220,193 817,739
34 1,134,035 1,643,936 637,510 708,192 740,713 673,826 1,054,668 673,826
35 973,137 1,455,656 503,276 570,162 600,936 537,642 1,281,047 537,642
36 1,174,284 1,277,487 376,249 439,544 686,902 604,020 1,577,480 408,770
37 1,437,679 1,572,819 392,684 315,940 550,015 690,941 1,392,769 286,819
38 1,260,475 1,959,545 271,597 313,711 420,479 804,760 1,723,776 171,416
39 1,550,543 2,465,947 157,012 196,865 450,601 661,544 1,531,208 124,463
40 1,367,278 2,233,524 48,580 86,293 326,403 526,019 1,348,982 17,779
AK AL AM AN AO AP AQ AR

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Simulation Simulation Simulation Simulation Simulation Simulation Simulation Simulation
29
35 36 37 38 39 40 41 42
30 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000
31 846,300 1,209,461 846,300 1,209,461 1,209,461 846,300 1,209,461 1,209,461
32 700,853 1,044,512 1,008,196 1,044,512 1,044,512 700,853 1,483,741 1,044,512
33 563,217 888,421 854,055 888,421 1,267,748 817,739 1,304,064 888,421
34 432,972 740,713 708,192 1,063,353 1,560,066 673,826 1,607,620 740,713
35 309,721 600,936 570,162 906,250 1,376,290 537,642 2,005,116 600,936
36 305,567 686,902 439,544 757,584 1,702,197 408,770 1,797,440 686,902
37 300,129 550,015 315,940 616,902 2,128,960 286,819 2,253,677 799,471
38 184,011 420,479 313,711 483,774 2,687,790 275,578 2,851,102 656,539
39 74,130 297,899 196,865 357,795 3,419,555 160,779 2,597,996 759,713
40 -29,851 290,087 86,293 238,581 3,135,924 110,534 3,301,974 618,916
AS AT AU AV AW AX AY AZ

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Simulation Simulation Simulation Simulation Simulation Simulation Simulation Simulation
29
43 44 45 46 47 48 49 50
30 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000
31 846,300 846,300 846,300 846,300 846,300 846,300 1,209,461 846,300
32 700,853 1,008,196 700,853 700,853 700,853 700,853 1,044,512 700,853
33 563,217 854,055 817,739 817,739 817,739 563,217 1,267,748 563,217
34 432,972 708,192 970,798 673,826 970,798 432,972 1,560,066 432,972
35 309,721 570,162 818,665 782,349 1,171,221 309,721 1,942,845 466,959
36 305,567 439,544 972,010 640,337 1,433,668 193,089 1,738,513 341,884
37 300,129 315,940 1,172,809 738,496 1,777,332 82,720 1,545,154 347,683
38 293,007 198,974 1,009,829 598,838 2,227,347 -21,722 1,923,319 229,012
39 177,272 160,549 855,600 466,680 2,816,623 -128,444 2,418,511 116,714
40 132,131 51,927 709,654 511,099 2,565,369 -268,193 2,188,635 10,447
BA BB BC BD BE BF BG BH

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Simulation Simulation Simulation Simulation Simulation Simulation Simulation Simulation
29
51 52 53 54 55 56 57 58
30 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000
31 1,209,461 846,300 846,300 1,209,461 846,300 1,209,461 1,209,461 846,300
32 1,044,512 1,008,196 700,853 1,044,512 1,008,196 1,044,512 1,483,741 700,853
33 1,267,748 1,220,193 563,217 888,421 854,055 1,267,748 1,842,901 563,217
34 1,099,669 1,054,668 432,972 1,063,353 708,192 1,099,669 1,643,936 432,972
35 940,616 898,032 309,721 906,250 570,162 940,616 1,455,656 466,959
36 790,105 749,807 305,567 757,584 439,544 1,131,700 1,277,487 511,465
37 647,676 881,843 189,158 616,902 315,940 1,381,917 1,572,819 383,999
38 512,895 734,488 147,695 483,774 198,974 1,709,566 1,388,358 402,832
39 385,353 595,045 93,401 357,795 88,289 2,138,609 1,213,802 281,200
40 264,659 679,189 -11,614 238,581 15,611 1,923,765 1,489,426 166,099
BI BJ BK BL BM BN BO BP

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Simulation Simulation Simulation Simulation Simulation Simulation Simulation Simulation
29
59 60 61 62 63 64 65 66
30 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000
31 846,300 846,300 846,300 846,300 846,300 846,300 846,300 1,209,461
32 1,008,196 1,008,196 700,853 1,008,196 700,853 700,853 700,853 1,044,512
33 1,220,193 1,220,193 817,739 854,055 817,739 563,217 563,217 888,421
34 1,054,668 1,054,668 970,798 1,018,352 673,826 432,972 432,972 1,063,353
35 1,281,047 1,281,047 818,665 1,233,492 537,642 466,959 309,721 906,250
36 1,577,480 1,112,254 674,703 1,067,253 408,770 511,465 193,089 1,086,699
37 1,392,769 952,525 783,496 909,941 286,819 569,743 152,842 928,343
38 1,723,776 801,374 925,958 761,077 275,578 646,057 44,634 1,115,629
39 1,531,208 658,340 776,233 620,207 160,779 511,363 -57,762 955,719
40 1,348,982 522,987 634,549 712,136 110,534 383,903 -154,661 804,396
BQ BR BS BT BU BV BW BX

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Simulation Simulation Simulation Simulation Simulation Simulation Simulation Simulation
29
67 68 69 70 71 72 73 74
30 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000
31 846,300 846,300 846,300 846,300 846,300 1,209,461 1,209,461 846,300
32 1,008,196 1,008,196 700,853 700,853 1,008,196 1,044,512 1,483,741 1,008,196
33 1,220,193 854,055 563,217 563,217 854,055 888,421 1,304,064 854,055
34 1,054,668 708,192 637,510 432,972 708,192 740,713 1,134,035 708,192
35 898,032 570,162 503,276 309,721 827,350 600,936 973,137 827,350
36 749,807 439,544 559,020 193,089 682,921 468,666 820,879 983,382
37 609,542 315,940 632,014 152,842 546,248 343,498 676,797 830,574
38 476,810 313,711 498,075 100,141 615,290 225,052 786,239 685,972
39 351,205 196,865 552,209 -5,237 705,698 194,697 929,550 549,135
40 232,345 86,293 422,555 -106,857 567,802 84,241 779,632 419,646
BY BZ CA CB CC CD CE CF

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Simulation Simulation Simulation Simulation Simulation Simulation Simulation Simulation
29
75 76 77 78 79 80 81 82
30 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000
31 1,209,461 846,300 1,209,461 846,300 846,300 846,300 1,209,461 846,300
32 1,483,741 1,008,196 1,483,741 1,008,196 1,008,196 1,008,196 1,044,512 1,008,196
33 1,842,901 1,220,193 1,842,901 854,055 854,055 854,055 888,421 1,220,193
34 1,643,936 1,054,668 1,643,936 708,192 1,018,352 1,018,352 1,063,353 1,054,668
35 1,455,656 898,032 1,455,656 570,162 863,666 863,666 906,250 1,281,047
36 1,277,487 749,807 1,806,125 646,605 717,287 1,030,937 757,584 1,112,254
37 1,108,885 609,542 1,609,135 746,704 839,259 875,575 616,902 1,356,453
38 1,352,042 476,810 1,422,724 606,605 694,190 1,046,531 483,774 1,676,221
39 1,179,436 524,363 1,246,323 694,326 556,912 1,270,391 357,795 1,486,208
40 1,016,100 586,633 1,532,011 557,040 427,006 1,102,171 368,518 1,846,131
CG CH CI CJ CK CL CM CN

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Simulation Simulation Simulation Simulation Simulation Simulation Simulation Simulation
29
83 84 85 86 87 88 89 90
30 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000
31 1,209,461 846,300 846,300 1,209,461 846,300 846,300 846,300 846,300
32 1,044,512 1,008,196 700,853 1,044,512 1,008,196 700,853 700,853 1,008,196
33 1,267,748 1,220,193 563,217 1,267,748 1,220,193 563,217 563,217 854,055
34 1,560,066 1,054,668 637,510 1,560,066 1,054,668 432,972 432,972 708,192
35 1,376,290 898,032 503,276 1,942,845 898,032 309,721 309,721 570,162
36 1,202,382 749,807 376,249 2,444,079 749,807 305,567 193,089 646,605
37 1,474,472 609,542 392,684 2,212,831 609,542 189,158 82,720 511,882
38 1,830,763 476,810 414,204 1,994,001 698,172 147,695 -21,722 570,289
39 1,632,451 351,205 291,961 1,786,922 560,679 39,764 -120,556 646,771
40 2,037,630 359,889 282,312 1,590,964 430,571 -62,371 -214,082 746,921
CO CP CQ CR CS CT CU CV

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Simulation Simulation Simulation Simulation Simulation Simulation Simulation Simulation
29
91 92 93 94 95 96 97 98
30 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000
31 846,300 846,300 846,300 846,300 1,209,461 846,300 1,209,461 1,209,461
32 700,853 700,853 700,853 700,853 1,044,512 700,853 1,483,741 1,044,512
33 563,217 817,739 563,217 563,217 888,421 563,217 1,304,064 888,421
34 432,972 970,798 637,510 432,972 1,063,353 637,510 1,134,035 740,713
35 309,721 818,665 503,276 309,721 906,250 503,276 973,137 600,936
36 193,089 972,010 376,249 305,567 757,584 376,249 820,879 686,902
37 82,720 819,813 256,045 189,158 616,902 392,684 676,797 550,015
38 -21,722 675,788 142,295 147,695 483,774 414,204 786,239 620,223
39 -120,556 539,498 86,330 39,764 357,795 291,961 929,550 712,158
40 -257,863 606,452 13,045 -62,371 238,581 176,283 779,632 573,915
CW CX

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Simulation Simulation
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99 100
30 1,000,000 1,000,000
31 1,209,461 846,300
32 1,044,512 1,008,196
33 888,421 1,220,193
34 1,063,353 1,054,668
35 906,250 1,281,047
36 757,584 1,577,480
37 616,902 1,965,648
38 707,808 1,760,092
39 569,799 2,204,772
40 439,200 1,986,374
THE UNIT CIRCLE
For the quarter circle and the pi experiment, see graph below
unit circle graph

x y y
-1 0 0
-0.999 0.04471 -0.04471 Unit Circle--Radius 1 and Area p
-0.998 0.063214 -0.063214
-0.997 0.077402 -0.077402
-0.996 0.089353 -0.089353 1
-0.995 0.099875 -0.099875
-0.994 0.10938 -0.10938
-0.993 0.118114 -0.118114 0.75
-0.992 0.126238 -0.126238
-0.991 0.133862 -0.133862
-0.99 0.141067 -0.141067 0.5
-0.98 0.198997 -0.198997
-0.97 0.243105 -0.243105
-0.96 0.28 -0.28 0.25
-0.95 0.31225 -0.31225
-0.94 0.341174 -0.341174
-0.93 0.36756 -0.36756 0
-0.92 0.391918 -0.391918 -1 -0.75 -0.5 -0.25 0 0.25 0.5 0.75
-0.91 0.414608 -0.414608
-0.9 0.43589 -0.43589 -0.25
-0.89 0.455961 -0.455961
-0.88 0.474974 -0.474974
-0.87 0.493052 -0.493052 -0.5
-0.86 0.510294 -0.510294
-0.85 0.526783 -0.526783
-0.84 0.542586 -0.542586 -0.75
-0.83 0.557763 -0.557763
-0.82 0.572364 -0.572364
-0.81 0.58643 -0.58643
-1
-0.8 0.6 -0.6
-0.79 0.613107 -0.613107
-0.78 0.62578 -0.62578
-0.77 0.638044 -0.638044
-0.76 0.649923 -0.649923 Quarter Unit Circle
-0.75 0.661438 -0.661438 showing single random point {rand(),rand()}
1
-0.74 0.672607 -0.672607
-0.73 0.683447 -0.683447 0.9
-0.72 0.693974 -0.693974
-0.71 0.704202 -0.704202 0.8
-0.7 0.714143 -0.714143
-0.69 0.723809 -0.723809 0.7
-0.68 0.733212 -0.733212
0.6
-0.67 0.742361 -0.742361
-0.66 0.751266 -0.751266 0.5

0.4

0.3

0.2
0.8

0.7

0.6

0.5
-0.65 0.759934 -0.759934
-0.64 0.768375 -0.768375 0.4
-0.63 0.776595 -0.776595
-0.62 0.784602 -0.784602 0.3
-0.61 0.792401 -0.792401
0.2
-0.6 0.8 -0.8
-0.59 0.807403 -0.807403 0.1
-0.58 0.814616 -0.814616
-0.57 0.821645 -0.821645 0
-0.56 0.828493 -0.828493 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
-0.55 0.835165 -0.835165
-0.54 0.841665 -0.841665
-0.53 0.847998 -0.847998
-0.52 0.854166 -0.854166
-0.51 0.860174 -0.860174
-0.5 0.866025 -0.866025
-0.49 0.871722 -0.871722
-0.48 0.877268 -0.877268
-0.47 0.882666 -0.882666
-0.46 0.887919 -0.887919
-0.45 0.893029 -0.893029
-0.44 0.897998 -0.897998
-0.43 0.902829 -0.902829
-0.42 0.907524 -0.907524
-0.41 0.912086 -0.912086
-0.4 0.916515 -0.916515
-0.39 0.920815 -0.920815
-0.38 0.924986 -0.924986
-0.37 0.929032 -0.929032
-0.36 0.932952 -0.932952
-0.35 0.93675 -0.93675
-0.34 0.940425 -0.940425
-0.33 0.943981 -0.943981
-0.32 0.947418 -0.947418
-0.31 0.950737 -0.950737
-0.3 0.953939 -0.953939
-0.29 0.957027 -0.957027
-0.28 0.96 -0.96
-0.27 0.96286 -0.96286
-0.26 0.965609 -0.965609
-0.25 0.968246 -0.968246
-0.24 0.970773 -0.970773
-0.23 0.973191 -0.973191
-0.22 0.9755 -0.9755
-0.21 0.977701 -0.977701
-0.2 0.979796 -0.979796
-0.19 0.981784 -0.981784
-0.18 0.983667 -0.983667
-0.17 0.985444 -0.985444
-0.16 0.987117 -0.987117
-0.15 0.988686 -0.988686
-0.14 0.990152 -0.990152
-0.13 0.991514 -0.991514
-0.12 0.992774 -0.992774
-0.11 0.993932 -0.993932
-0.1 0.994987 -0.994987
-0.09 0.995942 -0.995942
-0.08 0.996795 -0.996795
-0.07 0.997547 -0.997547
-0.06 0.998198 -0.998198
-0.05 0.998749 -0.998749
-0.04 0.9992 -0.9992
-0.03 0.99955 -0.99955
-0.02 0.9998 -0.9998
-0.01 0.99995 -0.99995
7.53E-16 1 -1
0.01 0.99995 -0.99995
0.02 0.9998 -0.9998
0.03 0.99955 -0.99955
0.04 0.9992 -0.9992
0.05 0.998749 -0.998749
0.06 0.998198 -0.998198
0.07 0.997547 -0.997547
0.08 0.996795 -0.996795
0.09 0.995942 -0.995942
0.1 0.994987 -0.994987
0.11 0.993932 -0.993932
0.12 0.992774 -0.992774
0.13 0.991514 -0.991514
0.14 0.990152 -0.990152
0.15 0.988686 -0.988686
0.16 0.987117 -0.987117
0.17 0.985444 -0.985444
0.18 0.983667 -0.983667
0.19 0.981784 -0.981784
0.2 0.979796 -0.979796
0.21 0.977701 -0.977701
0.22 0.9755 -0.9755
0.23 0.973191 -0.973191
0.24 0.970773 -0.970773
0.25 0.968246 -0.968246
0.26 0.965609 -0.965609
0.27 0.96286 -0.96286
0.28 0.96 -0.96
0.29 0.957027 -0.957027
0.3 0.953939 -0.953939
0.31 0.950737 -0.950737
0.32 0.947418 -0.947418
0.33 0.943981 -0.943981
0.34 0.940425 -0.940425
0.35 0.93675 -0.93675
0.36 0.932952 -0.932952
0.37 0.929032 -0.929032
0.38 0.924986 -0.924986
0.39 0.920815 -0.920815
0.4 0.916515 -0.916515
0.41 0.912086 -0.912086
0.42 0.907524 -0.907524
0.43 0.902829 -0.902829
0.44 0.897998 -0.897998
0.45 0.893029 -0.893029
0.46 0.887919 -0.887919
0.47 0.882666 -0.882666
0.48 0.877268 -0.877268
0.49 0.871722 -0.871722
0.5 0.866025 -0.866025
0.51 0.860174 -0.860174
0.52 0.854166 -0.854166
0.53 0.847998 -0.847998
0.54 0.841665 -0.841665
0.55 0.835165 -0.835165
0.56 0.828493 -0.828493
0.57 0.821645 -0.821645
0.58 0.814616 -0.814616
0.59 0.807403 -0.807403
0.6 0.8 -0.8
0.61 0.792401 -0.792401
0.62 0.784602 -0.784602
0.63 0.776595 -0.776595
0.64 0.768375 -0.768375
0.65 0.759934 -0.759934
0.66 0.751266 -0.751266
0.67 0.742361 -0.742361
0.68 0.733212 -0.733212
0.69 0.723809 -0.723809
0.7 0.714143 -0.714143
0.71 0.704202 -0.704202
0.72 0.693974 -0.693974
0.73 0.683447 -0.683447
0.74 0.672607 -0.672607
0.75 0.661438 -0.661438
0.76 0.649923 -0.649923
0.77 0.638044 -0.638044
0.78 0.62578 -0.62578
0.79 0.613107 -0.613107
0.8 0.6 -0.6
0.81 0.58643 -0.58643
0.82 0.572364 -0.572364
0.83 0.557763 -0.557763
0.84 0.542586 -0.542586
0.85 0.526783 -0.526783
0.86 0.510294 -0.510294
0.87 0.493052 -0.493052
0.88 0.474974 -0.474974
0.89 0.455961 -0.455961
0.9 0.43589 -0.43589
0.91 0.414608 -0.414608
0.92 0.391918 -0.391918
0.93 0.36756 -0.36756
0.94 0.341174 -0.341174
0.95 0.31225 -0.31225
0.96 0.28 -0.28
0.97 0.243105 -0.243105
0.98 0.198997 -0.198997
0.99 0.141067 -0.141067
0.992 0.126238 -0.126238
0.994 0.10938 -0.10938
0.996 0.089353 -0.089353
0.998 0.063214 -0.063214
1 0 0
0.605285 0.167578 end
Area p

step 0.01

0.5 0.75 1

nd()}
0.8 0.9 1

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