ECE532 Biomedical Optics ©1998 Steven L. Jacques, Scott A. Prahl Oregon Graduate Institute | |

Chapter 4 Course Home | ## Monte Carlo simulations:## Sampling from probability density functions |

The Monte Carlo method is essentially a technique for sampling a probability density function based on a computer generated random number.

Consider a particular random number, rnd_{1}. The following figure illustrates how rnd_{1} selects a particular value x_{1} from the probability density function p(x). If a large number of such x_{1} values were selected using a series of random numbers rnd_{1}, the histogram of all the x_{1} choices, normalized by the integral of the histogram (sum of all histogram bin values times the bin widths), will match the original p(x).

The next page illustrates how to use the above scheme with a specific example.