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
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( e: b8 z- w2 f7 Q+ E% Example Monte Carlo Simulation in Matlab
7 x1 ?& b* ~5 u. k* @0 ~  `; O% Function: y = x2^2/x1
%
/ ~& a# r6 w+ J% Generate n samples from a normal distribution
9 f& w# K/ {- m! X" L& L% r = ( randn(n,1) * sd ) + mu
" S2 r/ S! y+ z4 y% mu : mean
% sd : standard deviation
9 m: x  r; h$ G3 c: Q%
6 @/ `$ `& X! l% z4 \% Generate n samples from a uniform distribution
2 U" W/ q& x, g% r = a + rand(n,1) * (b-a)
/ @: k- U. ~9 t$ v6 s% a : minimum
% b : maximum
n = 100000; % The number of function evaluations
% --- Generate vectors of random inputs
% x1 ~ Normal distribution N(mean=100,sd=5)
# B0 Q; h7 }- n& U/ ~$ p% x2 ~ Uniform distribution U(a=5,b=15)
x1 = ( randn(n,1) * 5 ) + 100;
x2 = 5 + rand(n,1) * ( 15 - 5 );
+ Y$ O1 V( F7 m( @) _0 w% --- Run the simulation
% Note the use of element-wise multiplication
! q/ I+ h9 |1 x6 q% }y = x2.^2 ./ x1;
! B5 ]! v6 i* B+ C+ M3 V: Q) D4 N% --- Create a histogram of the results (50 bins)
3 z7 w0 v  C3 ^* chist(y,50);
1 _+ M, E, W% j1 r: m( j1 k. V% --- Calculate summary statistics
y_mean = mean(y)
y_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!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!