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
- P9 D; l& i3 z7 E) ]- m9 p% e8 r
# }5 W/ F+ G8 V! l
7 N4 u7 Y. Z0 G) ?% Example Monte Carlo Simulation in Matlab
' `% q6 d( G9 p) q* h( @% Function: y = x2^2/x1
%
% Generate n samples from a normal distribution
- K9 [, |* i& Z9 g, ?5 z" g% r = ( randn(n,1) * sd ) + mu
% mu : mean
9 P  l. o0 B: l8 u+ k$ \/ [; z% sd : standard deviation
%
% Generate n samples from a uniform distribution
( Z" E, P6 I' q% r = a + rand(n,1) * (b-a)
% [! n% C# u* s; O% a : minimum
% b : maximum
n = 100000; % The number of function evaluations
. e6 H/ P0 y+ r9 O$ i" W% --- Generate vectors of random inputs
% x1 ~ Normal distribution N(mean=100,sd=5)
% x2 ~ Uniform distribution U(a=5,b=15)
; |3 T1 B  @, ~0 D! [x1 = ( randn(n,1) * 5 ) + 100;
+ q/ Y. w% `9 z' a- m" r$ q; Yx2 = 5 + rand(n,1) * ( 15 - 5 );
" Z6 o( `0 F& I+ {% --- Run the simulation
% Note the use of element-wise multiplication
y = x2.^2 ./ x1;
% --- Create a histogram of the results (50 bins)
hist(y,50);
4 j; w6 a0 R3 }% s& p/ E+ ?- ~% --- Calculate summary statistics
+ C' p, y* B. ~( uy_mean = mean(y)
y_std = std(y)
4 ]* a" V1 y7 g6 m1 \; Cy_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!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!