Online Tool Store
Monte Carlo Simulator
Run a Monte Carlo simulation over uncertain inputs and see the distribution of outcomes, percentiles, and how often a target is met.
🔒 This tool runs entirely in your browser. Your files are never uploaded to a server.
Math & Science
Monte Carlo Simulator
Frontend preview — no upload or external service.
Outcome distribution
10,000 trials: median outcome 42,300, 10th percentile 18,900, 90th percentile 71,400 — the target of 30,000 is met in 71% of runs.
How the Monte Carlo Simulator works
- Define each uncertain input as a range with a distribution rather than a single guess.
- Run enough trials that the percentiles stop moving between runs — ten thousand is usually plenty.
- Read the percentiles and the probability of hitting your target, not the average, which hides the shape.
The method
A Monte Carlo simulation samples every uncertain input at random, computes the outcome, and repeats — building an empirical distribution instead of one point estimate.
for each trial: sample inputs → compute outcome; then read percentiles of the collected outcomes
Averaging your inputs and computing once gives one number that may be nowhere near the median outcome, particularly when the model multiplies uncertain values together.
FAQ
How many trials do I need?
Enough that the answer stops changing. Run ten thousand twice; if the percentiles agree closely, that is sufficient. Tail probabilities need more trials than medians.
Which distribution should I use?
Triangular when you have a low, likely, and high estimate — which is most business cases. Normal when the quantity is a sum of many small effects. Uniform only when you genuinely know nothing but the bounds.
Why not just use the average of each input?
Because the average of a function is not the function of the averages once anything is multiplied or capped. That gap is exactly what a simulation exposes.
How we compare
| Feature | Online Tool Store | A graphing calculator | A stats package |
|---|---|---|---|
| Full outcome distribution | ✓ | Add-in needed | ✓ |
| Probability of hitting a target | ✓ | Manual | ✓ |
| Runs in the browser | ✓ | ✓ | ✗ |
| No licence | ✓ | ✗ | ✗ |
Monte Carlo Simulator reports percentiles rather than an average, because the average is the number most likely to mislead a decision.