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。
1 \8 ^% d) i# O# R" [, B& E, d祝大家比赛都能取得好成绩
0 q( I. x$ B4 ]6 s' J- }

% Example Monte Carlo Simulation in Matlab
% Function: y = x2^2/x1
: n9 B5 v& Y6 w+ d' r; L& u%
7 R- {( x4 c/ z9 Q, O8 g% Generate n samples from a normal distribution
% r = ( randn(n,1) * sd ) + mu
% z4 U/ J6 I. m' v& B, Z7 M% mu : mean
% sd : standard deviation
% v- o1 b3 o* }. [%
% Generate n samples from a uniform distribution
% r = a + rand(n,1) * (b-a)
* o: L$ c$ q/ N9 q2 {. [% a : minimum
% b : maximum
n = 100000; % The number of function evaluations
) W% ?* o' a0 X% --- Generate vectors of random inputs
% x1 ~ Normal distribution N(mean=100,sd=5)
" m" `* @6 |. w0 l( _) c% x2 ~ Uniform distribution U(a=5,b=15)
% a2 {2 W; q. s- v9 C3 ^5 Dx1 = ( randn(n,1) * 5 ) + 100;
) V  t7 D' m; y2 K% Z1 ex2 = 5 + rand(n,1) * ( 15 - 5 );
% --- Run the simulation
* e6 W6 a5 q' P2 u2 a7 I4 |7 l% Note the use of element-wise multiplication
y = x2.^2 ./ x1;
% --- Create a histogram of the results (50 bins)
: |  J: j4 Q7 D# V# whist(y,50);
% --- Calculate summary statistics
' P4 O+ U4 Q% r* T8 Ly_mean = mean(y)
y_std = std(y)
y_median = median(y)

FANGGB

gyy1627207

虽然看不懂，但是也别想学习

空空火柴盒

太赞了，还不用体力值下载，楼主好人啊

空空火柴盒

太赞了，还不用体力值下载，楼主好人啊

谢小谢

多谢额。。。。。。

薛云涛

蚍蜉的野望

8ilovel8

看着很简单……但到底怎么回事啊……

gzxz

我是菜鸟，不懂。好好学习