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Prediction and chaos

When teaching statistics, there is a famous tool called the "Quincunx", where a set of marbles can be dropped through a series of "pins". The ball bounces to the left or right of any given pin in a "chaotic" manner (e.g. it is highly sensitive to small variations in initial conditions), and where (left to right) it ends up on the bottom is essentially a random (or high dimensional) outcome. Aggregated together, the quincunx produces a normal-shaped bell curve of outcomes, which can be shown visually with the marbles.

 

The same idea is behind Lorenz's model of ski-hill moguls (from his book "The essence of chaos"), and is described nicely in this pdf: nature.berkeley.edu/~bingxu/UU/geocomp/Week8/Chaos.pdf

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Uploaded on March 4, 2007