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贴一个蒙特卡洛方法的matlab程序,供大家使用。/ t6 k7 Q, t* G# d" C- Z
祝大家比赛都能取得好成绩 1 L: X2 n) F+ [) U
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$ c& h9 K! @9 t8 o* ^1 j; o, P& s% Example Monte Carlo Simulation in Matlab
5 W; ^" {5 |' m: t8 x" g% Function: y = x2^2/x1
& l) D, u) K: s* Y8 n%
/ A1 s4 O. Z% _9 E% Generate n samples from a normal distribution & j: j O( F& G3 y: W
% r = ( randn(n,1) * sd ) + mu ! r8 h& o. i$ y6 A! ?/ d( a, G% Y
% mu : mean & Q( T3 e, X/ s X) m, J! ^
% sd : standard deviation
) D* x1 q3 I t% V. E2 c%
: i5 Q" z) C2 j0 u( O% Generate n samples from a uniform distribution
4 M# J3 \2 x. {" N* t" G" b* a; l" _% r = a + rand(n,1) * (b-a)
; H9 e3 \% i3 H( R9 o3 @$ _- U% a : minimum % f/ e3 F$ n7 i0 `* z
% b : maximum
+ R! K$ V( p* J) M7 u9 bn = 100000; % The number of function evaluations # L* w# O5 G( u; t0 s" r- d
% --- Generate vectors of random inputs
0 H$ I F' ]3 F* x6 O) A% x1 ~ Normal distribution N(mean=100,sd=5) 0 l# }' i% P: H5 H7 `
% x2 ~ Uniform distribution U(a=5,b=15)
/ s5 e( c9 F" d9 ?5 r* k( Q1 cx1 = ( randn(n,1) * 5 ) + 100; 1 V6 ?4 g! x% J
x2 = 5 + rand(n,1) * ( 15 - 5 ); ' \6 \+ f3 {9 H9 s3 F" x
% --- Run the simulation
5 ]0 }: N/ w8 Z2 ?' s8 I% Note the use of element-wise multiplication & ?' g, S+ C+ f" W
y = x2.^2 ./ x1;
- z+ U W9 ^' i" f4 Z0 e% --- Create a histogram of the results (50 bins) Y* u9 j) ?, l* R
hist(y,50); 1 L) d3 @* v* P9 ]2 @
% --- Calculate summary statistics * K) e/ \4 I1 \! `8 z% I
y_mean = mean(y) 0 {% c: `- K7 `% ]+ L# o
y_std = std(y)
& q1 m+ c9 Y" ^# I9 V& Hy_median = median(y) |
zan
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