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贴一个蒙特卡洛方法的matlab程序,供大家使用。9 T* K# M8 {7 x6 N
祝大家比赛都能取得好成绩
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% Example Monte Carlo Simulation in Matlab $ n+ m9 m& W2 c
% Function: y = x2^2/x1 3 q, Y1 A# F s3 D
%
9 L. Q4 V+ q I$ e) S% Generate n samples from a normal distribution
) a3 |; c& ^- b5 g- h, g! x% r = ( randn(n,1) * sd ) + mu * n1 }6 \! _' T* l* ?3 W" W' A/ s$ L
% mu : mean
) ^8 E5 N' k% c( x C9 R: C, N& F% sd : standard deviation , S4 v# @% K. O4 X4 E8 n' t$ l
% 0 Y- L& R! J/ C
% Generate n samples from a uniform distribution
s1 ~' h ?* N0 M. M* i v0 y% r = a + rand(n,1) * (b-a)
1 W; m c7 P' A8 E9 ?2 G6 T% a : minimum 3 C5 N: M; R0 }% v# c- N- ~0 ~
% b : maximum
2 ?; b* h$ x5 O) v3 `n = 100000; % The number of function evaluations 6 o% {; W" p: q$ n
% --- Generate vectors of random inputs
3 ^1 V$ a5 d# o+ ]" ^% x1 ~ Normal distribution N(mean=100,sd=5) " }; b7 s( ]) z8 [ M9 G8 C
% x2 ~ Uniform distribution U(a=5,b=15) 1 @: f3 B" Y7 F/ R( }* x9 @
x1 = ( randn(n,1) * 5 ) + 100;
: Y0 e( d6 D5 n, K, wx2 = 5 + rand(n,1) * ( 15 - 5 ); + _1 A$ a6 G( l' @
% --- Run the simulation
1 C6 d' F6 [* Q' _0 Q% C- b: Z% Note the use of element-wise multiplication
6 e. P4 i! e$ ]2 h: P& iy = x2.^2 ./ x1; 3 e& P+ o$ e0 N
% --- Create a histogram of the results (50 bins)
" i t, q' j$ }: {# b( @ ?$ H' Chist(y,50); ( [) g3 G* \) s, Q( W
% --- Calculate summary statistics
% l; T1 i' {7 s, m0 P4 xy_mean = mean(y)
! o$ s! c5 Y) d# H: Q3 o# { my_std = std(y)
9 J5 R6 \, f+ C; m& z& }y_median = median(y) |
zan
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