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Orsupposeyouwaheareaularlyshapedleaf.Drawareglearouhehepositionsenumberofpoirandomwithiangle.Yourestimateultiplyihewhlebytheproportionofpointsthatfallwithintheleaf’sboundaries.
Asafinalillustrativeappli,supposePaulishopiuparolfillingstatioallsfourpumps,theminimumviableherewillberoomforuptoeightothercarstowaitinaqueue;eachextrapumpremovestaces,soifheihemaximumofeightpumps,therewouldbe.Toworkouthoswillmaximizehisprofits,heulationsofwhatealledfour,five,six,sevepumps.
&heinstallationcosts,therunningdtheprins,hewouldokeofarrivalofpotentialersaributiotakesfrupatapumpuntilthepumpbeesfree.Heshouldalsotakeatofthecethatapotentialerwoulddrivepastifnopumpwerefree,orthequeuetoolong.Allthesefiguresarerelativelyeasytofie,anditisfarputersimulationsthaphysicallywithvariousnumbersofpumpsoverseveralmonths.Sinusethesameiime,heallhissimulationsuhesames,therebyimprovingtheparisohediffereesofprofits.
Why‘MonteCarlo’?Despitetheobviousbetweenrandomnumbersandes,thenamewasinallyjustacodewordtorefertotheuseofthesemethodsinmilitarymatters,ingtheearlydevelopmentofnubs.
Errorsincodes
Morseootransmitmessagesusingonlytwosymbols,0and1say.Butsomesymbolsmaygetcorrupted,sothataninitial0arrivesasa1,andviceversa.Evenwithalowerrorrate,themessagereeahingquitedifferentfromthatseodealwiththis?
Supposeeachsymbolsenthas,ily,somesmallprobabilityofbeingcorrupted.Wecouldrepeatthesymbols,butamoment’sthoughtshowsthatsending00and11ratherthan0aivelyisall:if01or10arrives,itisapureguessastowhether00or11hadbee.We’llguesscorrectlyhalfthetime,butdoublinguponthesymbolsseweshouldexpecttwiyerrors,sothesefactelycelout.Butsidertransmitting000or111insteadof0or1.
Using‘majorityvote’todeessages,allof{000,100,010,001}willbeiheotherfourpossibilitieswillbeiedas1.Ifjust1%ofsymbolsseed,thenwhen000issent,usingthebinomialdistributionshowsthatthereisa99.97%eofthosefoursequencesabovearrives.Thatmeansthattheerrorratedropsfrom1%to0.03%,afactorofoverthirty.Wewoulddoeveerifeachdigitwererepeatedfivetimes,butattheexpehemessagelechoicewilldependoheie,aransmission.
Amesis
Prospectiveparents(andstatistis)JuanjuanFanandRichardLeviherornotFanshoaesis–atesttoseewhetherthefoetusshewasgmighthaveDown’sSyheirexperieasatemplateforothersinasimilarsituation.
KnowledgeofFan’sage,andasimplebloodtest,putthe’sas1in80;anultrasoundimagewaseng,leadingtoauseofBayes’Rulethatreducedthe120.Amesisisa–ahollowneedleisiheabdomeasampleofamnioticfluid;iftheextraosome21thatischaracteristi’sispresent,itwilllybedetected,butthetesthasarisk,estimatedinthiscaseat1in200,ofgamiscarriage.Shouldparents,whowouldabortionifDow,takethistest?
FanandLeviheirdebythelogiaximiziedutility.TheworstpossibleoutiscarriageofafoetuswithoutDown’s,wasassigyzero,thebestoute,birthwithoutDown’s,wasgiveyofunity.TogivebirthtoaDown’schild,haviofamesis,wasallocatedutilityx,whiletotakethetestandfindDown’shasasomewhatgreaterutility, y.(Thepossibilityofamiscarriageisirrelevantinthislastcase,asthefoetuswouldbeabortedany>
&edutilitieswithandwithoutthetestaremade.Thetestshouldbetakeexceedsthesedwhithiscase,reducestthatyshouldexceed(119200)+x;inroundfigures, yisbiggerthan0.6+x.
IfFanathattheutilityofdisgthepresen’s,andthushavinganabortion,wasbelow0.6,therewouldneverbeanypointintakihehighertheutilitytheyattachedtohavingachild,albeitwithDowhatthresholdwouldbee.Ifthatutilitywereabove0.4,theyshould.
gappropriatevaluesforxandyrequiressomethought;andifthebasicparameters–a1in200iscarriagethroughthetest,a1in120’swithoutthetest–weredifferent,thefinalwouldge.(SeetheAppendix.)Plainly,ifthe’swerelessthantheiscarriage,itwouldionaltotakethetest(yes?).
FanandLevenediscussedtheirdilemma,andtheiragreedchoiceofutilitiesledthemtooptforthetest.Thereyendirae,andne.
Haemophilia
Haemophiliaisthegeoagroupofdisordersthatpreventbloodfromgifacutoccurs.ThegagentisfoundontheXe,andtheceitismissingisunder1in5,000.AsfemaleshavetwoXes,theywouldsufferfromhaemophiliaonlyifitisabsentfrombothcopies,givingader1in25million,butmalespossessonlyoneX(andoneYe),soalmostallihediseaseareinmales.
Ifmalesdohavehaemophilia,thisbeesknowheyhaveacetofather,butafemalemayunknowinglyhaveonenormalXathegagent.Suchfemalesaretermedcarriers,aheypassoedgeoanychildis50%.Adaughterwhoreceivesthisaffeebeesacarrier,asonwillsufferfromhaemophilia.ThatQueenVictoriawasacarrieris,ashersonLeopoldhiliadatleasttwoofherfivedaughterswerecarriers.Shehadthreeothersonswhodiddisease.
SupposeBettyhasabrotherwhosuffersfromthisdisease;Bettyhasseveral,inistheneisacarrier?
ToahisquestioofindtheprobabilitythatBettyisacarrier;Anne’scewillalwaysbehalfthatfigure.WeknowthatBetty’smotherisacarrier,asBetty’sbrotherisahaemophiliathisinformatioheprobabilityBettyisacarrieris50%.Andifahershavethedisease,Bettywouldbetobeacarrier,sowelookattheallAhersarehealthy.
ThissituationistailoredforBayes’Rule.LetGuiltmeayisacarrier:siialprobabilityofGuiltis50%,theprioroddsareunity.IfBettyisIacarrier),theprobabilityoftheEvidehershealthy)isplainly100%.ButifBettyisGuilty,eachbrotherhas,ily,a50%ceofesgthefaultygehybrotherhalvestheLikelihoodRatitheposterioroddsintoprobabilities,theceBettyisacarrierissuccessively13,15,19,117,...,agasshehasohree,four,...brothers,allhealthy.
10.Familyrelationships
Foryourow,supposethatAnnealsohassisters,someofwhomhavesons,ahesenephewsofAnnearesufferers.Howdoesthataffecttheeisacarrier?ChesweragainstthatgivenintheAppendix.
Epidemics
Thephraseherdimmuhefactthatifsuffitlymanypeoplearevaated,thenshouldatrafetertheunity,noepidemicwilloccur.Thuseventhosewhowerenotvaatedareveryuchthedisease.Whyshouldthisbeso,andhowdowediscoverwhat‘suffitlymany’means?
Typically,thoseiransmitthediseasetoothers,butthosewhorecoverhaveacquiredimmunity.SoleasoneofSusceptible,Ied,orRemoved.Thelatterarethoseimmunefromiionbecauseofva,recovery,physicalisolatiomayseemcalloustogivethesefouroutesthesameword,butthebrutaltruthisthat,sofarasthespreadoftheepidemied,theyreallyareequivalent!
Toseehoidemicmightdevelop,letSbetheibleandItheed.Multiplyiwethergivesthetotalnumberofpossibleeweeedaible.Croulationswillbeimoreoftenthanscatteredruralpopulationsofthesamesize,andtheprobabilityoftheSusceptiblebeihroughaerwilldepeioushedisease.Overall,theprobabilitythat,duringatinytimeperiod,someSusceptibleindividualbeesIedwillbeoftheformβ*S*I,whereβdependsoiousnessandhowmuix.
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