H _ _ _ m _ n, Y a _ _ _ e e, _ _ t t _ _ _ h i p, _ h u t _ s & L a _ _ e r _ , R _ _ k , _ _ n d y _ _ _ _ , and _ _ r t s.
posted by Jasper Friendly Bear on Apr 7, 2012 - 28 comments

The year was 1945. Two earthshaking events took place: the successful test at Alamogordo and the building of the first electronic computer. Their combined impact was to modify qualitatively the nature of global interactions between Russia and the West. No less perturbative were the changes wrought in all of academic research and in applied science. On a less grand scale these events brought about a [renaissance] of a mathematical technique known to the old guard as statistical sampling; in its new surroundings and owing to its nature, there was no denying its new name of the Monte Carlo method (PDF). -N. Metropolis

Conceptually talked about on MeFi previously, some basic Monte Carlo methods include the Inverse Transform Method (PDF) mentioned in the quoted paper, Acceptance-Rejection Sampling (PDFs 1,2), and integration with and without importance sampling (PDF).
posted by JoeXIII007 on Dec 17, 2011 - 13 comments

An "Exciting Guide to Probability Distributions" from the University of Oxford: part 1, part 2. (Two links to PDFs)
posted by JoeXIII007 on Dec 15, 2011 - 17 comments

Measure-theoretic probability: Why it should be learnt and how to get started. The clickable chart of distribution relationships. Just two of the interesting and informative probability resources I've learned about, along with countless other tidbits of information, from statistician John D. Cook's blog and his probability fact-of-the-day Twitter feed ProbFact. John also has daily tip and fact Twitter feeds for Windows keyboard shortcuts, regular expressions, TeX and LaTeX, algebra and number theory, topology and geometry, real and complex analysis, and beginning tomorrow, computer science and statistics.
posted by grouse on Dec 5, 2010 - 17 comments

A brief tour of the mysteriously universal laws of mathematics and nature. [more inside]
posted by kliuless on Oct 24, 2010 - 33 comments

Nontransitive dice are sets of dice (A, B, C, etc.) with counterintuitive properties: die A beats die B and die B beats die C, but die C beats die A. [more inside]
posted by Upton O'Good on Jan 24, 2010 - 54 comments

A discovery leads to questions about whether the odds of people sharing genetic profiles are sometimes higher than portrayed. Calling the finding meaningless, the FBI has sought to block such inquiry.
posted by finite on Jul 20, 2008 - 30 comments

On May 13, security advisories published by Debian and Ubuntu revealed that, for over a year, their OpenSSL libraries have had a major flaw in their CSPRNG, which is used by key generation functions in many widely-used applications, which caused the "random" numbers produced to be extremely predictable. [lolcat summary] [more inside]
posted by finite on May 16, 2008 - 81 comments

The Monty Hall Problem has struck again, and this time it’s not merely embarrassing mathematicians. If the calculations of a Yale economist are correct, there’s a sneaky logical fallacy in some of the most famous experiments in psychology." The NY Times' John Tierney reports on new research into cognitive dissonance as examined through the famous Monty Hall Problem. [A previous MetaFilter thread about the Monty Hall Problem: Let's Make A Deal!]
posted by amyms on Apr 8, 2008 - 119 comments

Interactive mathematics miscellany and puzzles, including 75 proofs of the Pythagorean Theorem, an interactive column using Java applets, and eye-opening demonstrations. (Actually, much more.)
posted by parudox on Dec 1, 2007 - 11 comments

The Logic of Diversity "A new book, The Wisdom of Crowds [..:] by The New Yorker columnist James Surowiecki, has recently popularized the idea that groups can, in some ways, be smarter than their members, which is superficially similar to Page's results. While Surowiecki gives many examples of what one might call collective cognition, where groups out-perform isolated individuals, he really has only one explanation for this phenomenon, based on one of his examples: jelly beans [...] averaging together many independent, unbiased guesses gives a result that is probably closer to the truth than any one guess. While true — it's the central limit theorem of statistics — it's far from being the only way in which diversity can be beneficial in problem solving." (Three-Toed Sloth)
posted by kliuless on Jun 20, 2005 - 6 comments

A playable version of the Monty Hall problem. More information.
posted by monju_bosatsu on Jul 20, 2004 - 63 comments