Un percorso con il metodo Monte Carlo

The Monte Carlo method is useful. As proof of this statement, there is its use in various scientific fields: physical sciences, engineering, statistical, financial, and computing: physical, engineering, statistical, financial and computing sciences. In addition, there are also numerous examples of application of the method in areas that are not quantitative. The Monte Carlo method is also interesting. The idea is to obtain a more thorough knowledge about the characteristics of a system, simply by observing its "simulation" obtained through random sampling. This approach is powerful, flexible and very direct. This approach is powerful, flexible and very direct. On the other hand, in many circumstances, it is the easiest way to get the quantity of interest and sometimes it is also the only walkable way. In this article, we propose to follow this idea in a teaching perspective: contextualize probabilistic concepts through simulation of a simple mathematical model that allows changes and generalizations.