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JY

Statistics and convergence

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I'm working on a project performing Monte Carlo simulations and am looking for a way of testing for convergence. It's been at least 10 years since I did any stats maths so I was hoping somebody out there could give me an idea as to the quickest way to test for convergence? Many thanks

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Not much information.

Usually a monte carlo method converges in 1/N, N being the distribution of points of the tested interval.

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