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。
祝大家比赛都能取得好成绩

9 f- @, L9 y$ d3 M! F. a0 D
% E% ?& h4 z: \+ o$ d( X" W/ x9 }% Example Monte Carlo Simulation in Matlab
: Z- a: s; Y/ m% Function: y = x2^2/x1
%
% Generate n samples from a normal distribution
% r = ( randn(n,1) * sd ) + mu
% mu : mean
" E9 Y- Q/ _  E* \: G9 K' j, Z- c. h% sd : standard deviation
%
% Generate n samples from a uniform distribution
% r = a + rand(n,1) * (b-a)
0 M# n0 I! D$ k7 F/ J4 c0 V' s% a : minimum
. \+ J5 F* m2 @2 r$ w) ~/ c- g% b : maximum
! r& s8 Q' K; m% i% ?! s$ tn = 100000; % The number of function evaluations
% --- Generate vectors of random inputs
% x1 ~ Normal distribution N(mean=100,sd=5)
- B9 T! _5 s$ C% x2 ~ Uniform distribution U(a=5,b=15)
x1 = ( randn(n,1) * 5 ) + 100;
* R7 |2 H; T. z2 cx2 = 5 + rand(n,1) * ( 15 - 5 );
% --- Run the simulation
% s/ o1 {# t0 O0 x% Note the use of element-wise multiplication
) `& w- g4 n5 w% p3 O* V8 P0 R5 h1 C" sy = x2.^2 ./ x1;
% --- Create a histogram of the results (50 bins)
hist(y,50);
( k2 @% a2 I, a: j, A% --- Calculate summary statistics
' x3 L# I9 t2 s: t4 By_mean = mean(y)
( T# Q4 ~/ t+ `9 t9 ~6 Sy_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!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!