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https://designers-guide.org/forum/YaBB.pl Design >> Mixed-Signal Design >> Number of Monte-Carlo runs https://designers-guide.org/forum/YaBB.pl?num=1148993375 Message started by Visjnoe on May 30th, 2006, 5:49am |
Title: Number of Monte-Carlo runs Post by Visjnoe on May 30th, 2006, 5:49am Hello, I had a discussion with someone and since statistics is not my cup of tea, I'm posing the following question: 1) Is there any formula that relates the number of Monte-Carlo runs to the confidence level (e.g. 6σ)? 2) Can that number depend on the type of circuit? For example, in a flash ADC one could consider each preamp/comp out of 2^N to be already an independent, statistical sample. Kind Regards Peter |
Title: Re: Number of Monte-Carlo runs Post by ACWWong on May 30th, 2006, 5:59am Statistics aren't my cup of tea either (although like most, I took a few sips from the stats cup many moons ago at university) but i was once told (on good authority i was assured) that: "The worst case of 10 MC runs gives an indication of 2sigma for a gaussian distribution" Often I use it and find its quite good (and definately speeds up my design work). My head tends to hurt if I start to think too much about the maths... maybe someone with a clear head can educate us with a proof/disproof ?? |
Title: Re: Number of Monte-Carlo runs Post by raf on Jun 27th, 2006, 5:43am Hmmm if you mean +/- 2 sigma around the mean then 10 MC runs seems too small. If you mean +/- 1 sigma around the mean, well is that really good enough anyways? I don't know the answer either. I use brute force approach. I keep running MC sims until my answer doesn't change anymore. Then this is back annotated into simulink sims to run system level MC. -Raf |
Title: Re: Number of Monte-Carlo runs Post by mikki33 on Jun 27th, 2006, 7:46am Very long time ago, I red an article proving that it is enough 95 runs to get Sigma with 5 % accuracy (after plotting hystogram, of course)... |
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