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Thoughts on the number of runs in Monte Carlo simulation

Yaohua2024 over 1 year ago

Hi, I have been reading up on 3 sigma from this wikipedia article. https://en.wikipedia.org/wiki/68%E2%80%9395%E2%80%9399.7_rule

In this article, you can see the following table that lists the probability of occurrence for different sigmas.

If my PDK models with plus, minus 3 sigma then does that mean I just need to do 370 runs in Monte Carlo simulation to capture a full picture? If we have a very small number of runs, then the Monte Carlo simulation result may not mean much, so we should have a bigger number of runs, but this will increase simulation time.

Am I right in thinking that 370 runs is a good compromise between simulation time and accuracy?

Thanks,

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Frank Wiedmann 11 months ago

An interesting article on this topic is "Measuring a Small Number of Samples, and the 3 Sigma Fallacy: Shedding Light on Confidence and Error Intervals" by Hanspeter Schmid and Alex Huber, see https://scholar.google.com/scholar?cluster=11369318522871341773
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Frank Wiedmann 11 months ago

An interesting article on this topic is "Measuring a Small Number of Samples, and the 3 Sigma Fallacy: Shedding Light on Confidence and Error Intervals" by Hanspeter Schmid and Alex Huber, see https://scholar.google.com/scholar?cluster=11369318522871341773
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Yaohua2024 11 months ago in reply to Frank Wiedmann

Will give it a read, thanks Frank :)
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