Monte Carlo simulation calculator
Choose a model, simulation count and random seed. The calculator shows how a random estimate approaches its theoretical value.
Estimate convergence
The dashed line is the theoretical value. Random variation usually decreases as simulations accumulate.
Simulation checkpoints
| Simulations | Estimate | Absolute error |
|---|---|---|
| Fill in the fields above — the result is computed on this page. | ||
How do I use this page?
- Choose event probability or pi estimation.
- Set the simulation count and random seed.
- Compare the estimate, error and convergence chart.
What this page does not do: This is an educational browser-based simulation. It does not replace an analytical solution when one exists or a professional risk model.
Further reading
Theory — how does a Monte Carlo simulation work?
The Monte Carlo method approximates a result by running many random trials instead of using a direct formula. In the Bernoulli model the calculator counts the share of successes among drawn outcomes; in the π model it scatters points in a square and checks what fraction land inside a quarter circle. The random seed lets the same sequence of draws repeat on rerun. A different seed gives a different but still repeatable sequence, so results may vary slightly.
Frequently asked questions
Why does the result change with the seed?
How many simulations should I use?
See also
A/B test calculator
Compare two proportions in an A/B test. Calculate conversion rates, difference, uplift, z score, p value and c
A/B test planning — sample size, MDE and duration
Plan a two-proportion experiment, estimate detectable effect and traffic duration.
ACF and PACF autocorrelation calculator
Calculate ACF and PACF across time-series lags. Review the chart, reference bounds and coefficient table.