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。
4 b; t6 Y: D. l$ U1 ^) c; K祝大家比赛都能取得好成绩

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% Example Monte Carlo Simulation in Matlab
% Function: y = x2^2/x1
4 {6 x- h' r# s5 l6 _%
$ D: H, O" M" c* _9 m' o. `, l. X% Generate n samples from a normal distribution
- q. v/ o2 O) m& ^% r = ( randn(n,1) * sd ) + mu
% mu : mean
% sd : standard deviation
%
' H. a7 F# t! w. x1 a% Generate n samples from a uniform distribution
% r = a + rand(n,1) * (b-a)
% a : minimum
% b : maximum
. X5 w2 R! K" Q& a. b/ en = 100000; % The number of function evaluations
2 U' j) h- X3 ^1 x8 ?0 h* O2 v% --- Generate vectors of random inputs
" k5 b$ @2 `& {% x1 ~ Normal distribution N(mean=100,sd=5)
1 ^$ Q% s. D* p2 Z4 K& Q- Y% x2 ~ Uniform distribution U(a=5,b=15)
x1 = ( randn(n,1) * 5 ) + 100;
8 l; d' o1 _; ^1 P& ]6 jx2 = 5 + rand(n,1) * ( 15 - 5 );
% --- Run the simulation
# c, f$ Z; q! r! _# v% Note the use of element-wise multiplication
y = x2.^2 ./ x1;
% --- Create a histogram of the results (50 bins)
. m! T/ |# D0 @- Ahist(y,50);
% --- Calculate summary statistics
y_mean = mean(y)
& Q. A: F' ?' dy_std = std(y)
& J) A) m1 l3 Py_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!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!