蒙特卡洛方法matlab程序

hattrick110

贴一个蒙特卡洛方法的matlab程序，供大家使用。
% F4 C; U, R' R祝大家比赛都能取得好成绩
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0 ~7 f$ D4 c- }+ B/ v( W+ ~% Example Monte Carlo Simulation in Matlab
" p# g: w4 n! \: P% D. w2 N% Function: y = x2^2/x1
%
1 x2 `! i! w9 z0 X1 o% Generate n samples from a normal distribution
& R' ~; G7 M2 ~, O/ Y# K% r = ( randn(n,1) * sd ) + mu
% mu : mean
3 m* G" M1 ^7 m% sd : standard deviation
  }$ [/ ^# _% A  ?& `& L%
$ T; b- p" J$ k+ L& j* f; h% Generate n samples from a uniform distribution
9 [  g9 O  E- O% r = a + rand(n,1) * (b-a)
) A; L8 c/ o( u/ A3 k# i% a : minimum
% b : maximum
. L. v$ ]- C3 t, {) `( L4 S8 d$ b3 qn = 100000; % The number of function evaluations
% --- Generate vectors of random inputs
' T7 }2 }4 m3 v- G% x1 ~ Normal distribution N(mean=100,sd=5)
' m, c  r8 C' S5 h( `% x2 ~ Uniform distribution U(a=5,b=15)
x1 = ( randn(n,1) * 5 ) + 100;
x2 = 5 + rand(n,1) * ( 15 - 5 );
* n( ]3 F$ G! ?: g+ b* Z% --- Run the simulation
0 ~2 ?1 D4 X3 [! G$ G! T% Note the use of element-wise multiplication
y = x2.^2 ./ x1;
% --- Create a histogram of the results (50 bins)
hist(y,50);
; u1 M$ P1 j$ p# H( s% --- Calculate summary statistics
1 ]0 J+ t/ K, b" Ly_mean = mean(y)
; z: o0 v3 j# M$ O6 O4 Jy_std = std(y)
y_median = median(y)

mma

多谢拉！！！！！！！

sjtucat5

thankyouverymuch

tzhggx

顶啊！不错啊！

BigTou

谢谢啦...................

rever99

个盲目反卷积程序是用模拟退火法做的，想请教

jafy2009

哈哈哈。。。谢谢！！！

eyehappy

thank you!!!!

cherry_s1218

看看。。。。。。

shuxinjian24134

xinga!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!