Simulate the measure of a spherical cap
CodingIntermediate⏱ 30 minHigh-Dim Probabilityspherecapsimulationconcentration
Problem
Estimate by simulation the fraction of the uniform measure on lying in the cap , for and . Compare with the bound and with the exact density . Explain why naive Monte Carlo fails for large and moderate , and what to do about it.
Implement it, then check the implementation against something you can verify independently.
Write it
Solve it here7 tests · Python runs in your browser
⌘/Ctrl + ↵ to run · limit 60s · draft saved in this browser
7 tests will run against your code. The first run downloads the Python runtime — several megabytes, once per browser.
Hints
Hints — 0 of 3 revealed
Solution
Opening this before you have a real attempt on paper is the fastest way to feel like you understand something you cannot reproduce.
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