MC solutions to Fifty Challenging Problems in Probability
This is a ruby implementation of monte carlo method solutions to (most of) the problems in Fifty Challenging Problems in Probability with Solutions. The original book includes a lot of really neat statistics to solve the problems. I'm of the opinion that many applications of statistics are obsolete now that we have fast computers; this work is a set of quick examples of where MC methods are helpful.
I find it fascinating to read his original solutions while looking at the source code. It's especially telling that it requires someone as brilliant as Mosteller to solve the problems via statistics, while the monte carlo versions can be whipped up by far less brilliant people (even I can do it!).
So, without (much) further ado, here's my solutions to Fifty Challening Problems in Probabilities, with source code.
If you like the problems, I cannot recommend the original book highly enough. It's pretty easy to come by, and is a Dover, so it's cheap. (50 Challenging Problems in Probability with Solutions at Amazon.