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。
4 [4 `  r; Y, n6 F! A9 W. I4 ~6 N  m祝大家比赛都能取得好成绩
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$ W% f! r7 p5 Q! u& T! O' g% Example Monte Carlo Simulation in Matlab
% Function: y = x2^2/x1
$ t9 U5 N: V& g%
6 x* d6 l3 n' u, _2 }1 C% Generate n samples from a normal distribution
0 u) ]5 t4 \  a( B+ r8 F/ s& ~% r = ( randn(n,1) * sd ) + mu
, W3 _* |9 P- j) r+ y: x6 e% mu : mean
% sd : standard deviation
%
4 `5 v. B% x' m! ]) r- X% Generate n samples from a uniform distribution
% r = a + rand(n,1) * (b-a)
9 T6 l! x7 p8 H0 e! N% a : minimum
: C2 x# d- W* a% [! N& Q- e% b : maximum
n = 100000; % The number of function evaluations
% --- Generate vectors of random inputs
% x1 ~ Normal distribution N(mean=100,sd=5)
# d0 s$ U2 m$ A; ^% x2 ~ Uniform distribution U(a=5,b=15)
x1 = ( randn(n,1) * 5 ) + 100;
3 C. O% z& \- \4 N, X" p8 Wx2 = 5 + rand(n,1) * ( 15 - 5 );
: ^: H( D6 A, }; G; l* v% --- Run the simulation
: P* e% b0 G4 P$ ?& V% q% Note the use of element-wise multiplication
y = x2.^2 ./ x1;
3 k3 T* W# O( A, J( i$ |8 Y1 B5 p$ Y% --- Create a histogram of the results (50 bins)
hist(y,50);
) G1 L" E4 `5 H3 o$ m% --- Calculate summary statistics
( y8 }# _% Y- Y6 [, my_mean = mean(y)
/ l0 A. p; G5 G: X- {y_std = std(y)
! I' w, z. h; H3 ?( Vy_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!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!