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贴一个蒙特卡洛方法的matlab程序,供大家使用。8 u1 d% B4 I4 K# X, x
祝大家比赛都能取得好成绩 % y) b0 t! {" D! W1 p
/ W, s# @, K- B0 J }& v" ~2 p8 O8 ^* a1 e
% Example Monte Carlo Simulation in Matlab , H7 H! @3 D% m6 `
% Function: y = x2^2/x1
$ g( j4 P) z6 z+ h; D6 H1 Q% 1 l d+ F! M8 o$ C: P
% Generate n samples from a normal distribution / `) J9 d# i$ Y8 A
% r = ( randn(n,1) * sd ) + mu 4 C% W9 E1 A4 k: s( W3 X( j- T
% mu : mean
. I3 [7 ]. c; ?* b3 G5 O% sd : standard deviation ( [2 f& q# I5 p
%
1 Z* A) a# u: u+ @1 o: F% Generate n samples from a uniform distribution
0 p# ]+ S& V1 K1 a, L% r = a + rand(n,1) * (b-a) # \/ J$ t/ ~, P- a* s
% a : minimum - |; d; K m, o8 _6 W) i, K
% b : maximum
& g' H& r# ~: j$ @/ c/ S3 P& _: C% }n = 100000; % The number of function evaluations ( e3 c' n, E3 I/ U' l2 U
% --- Generate vectors of random inputs 3 r) H% Q7 K% A" I' i% i# x
% x1 ~ Normal distribution N(mean=100,sd=5)
) k$ [* J2 y9 |7 ^8 Y2 u% x2 ~ Uniform distribution U(a=5,b=15)
7 O& H7 [7 u( H6 \9 mx1 = ( randn(n,1) * 5 ) + 100; # j( w; K$ p; g6 Z" E9 S4 r) z! L
x2 = 5 + rand(n,1) * ( 15 - 5 );
' t4 v# M7 T8 u% P: Q% --- Run the simulation * F! F+ x. A& W3 c
% Note the use of element-wise multiplication
" j' f8 @1 V+ z/ D4 dy = x2.^2 ./ x1;
" q) |! Y; _# `) K- J% --- Create a histogram of the results (50 bins)
3 @6 V4 M V- A& F: @- t' Thist(y,50); 5 _( y; w- B' y' t& U
% --- Calculate summary statistics " E- y/ ]( z: j
y_mean = mean(y) 0 b6 A. a' K! ]
y_std = std(y) : r0 k" c# o5 a0 J; {+ b9 Y6 P
y_median = median(y) |
zan
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