I was reading Simon Singh’s The Simpsons And Their Mathematical Secrets today and he mentioned a simple method for approximating e – given a uniform RNG , e can be approximated by the average number of draws required for the sum of the draws to exceed 1. This is a neat little demonstration and easy to generate in R – taking the uniform RNG and plotting the average number of draws required to exceed a sum of one, and then replicating this using an increasing number of draws to illustrate convergence:
# Function to calculate number of draws required
function() {
r <- runif(1,0,1)
n <- 1
while (r<1) {
r <- r+runif(1,0,1)
n <- n+1
}
return(n)
}
# Generate a series of draws from 2 .. 2^16 (65536)
N<-2^seq(1,16)
# Generate simulation
y <- sapply(N, function(x)mean(replicate(x,gen())))
# Plot convergence
qplot(1:16, y) + geom_line(linetype=2) + geom_hline(aes(yintercept=exp(1)),color='red')
