Implementation
- Do a Monte Carlo simulation, storing all samples to file
- Do the statistical analysis on this file, independently of your Monte Carlo program
- Read the file into an array
- Loop over various block sizes
- For each block size \( n_b \), loop over the array in steps of \( n_b \) taking the mean of elements \( i n_b,\ldots,(i+1) n_b \)
- Take the mean and variance of the resulting array
- Write the results for each block size to file for later
analysis