简单来说,蒙特卡洛(Monte-Carlo)方法被用于确定复杂随机模型中随机对象的期望。 我们举两个例子: 连续地投掷一百次硬币,请问其中连续出现至少十次相同结果的概率有多大? 已知随机函数X={Xt,t∈[0,T]},试求∫0TXt2dt为多少? 这样的问题可以被转化随机变量求期望。 对问题一,记录100次投掷中最多有X次出现连续相...
The principle of Monte Carlo simulation method is when the problem or the object itself with probability characteristics, computer simulation methods can be used to produce the sampling results, according to the statistics of the calculation parameters or sampling value; with the increase of the ...
蒙特卡洛模拟是一种统计学的方法,用来模拟大量数据。可能童鞋们看到这个定义更晕了,到底什么是统计学方法,模拟大量数据干什么? 别着急下面会慢慢一一道来。我们先来简单介绍一下关于蒙特卡洛模拟的一些背景知识。蒙特卡洛模拟是在二战期间,当时在原子弹研制的项目中,为了模拟裂变物质的中子随机扩散现象,由美国数学家冯·...
《matlab科学计算》第七集:一张图轻松学会蒙特卡罗模拟Monte-carlo simulation,中文名叫随机试验模拟,实质是用数值模拟大量不确定的试验,再做概率和统计分析。包括三个算例1,抛硬币,求出现正面的概率;2,求圆周率;3,确定产品正常工作范围和概率;源代码见评论链接。上一期《matlab统计分析基础》BV1zT4y1372d...
Monte Carlo Simulation: A Hinge Length Example A hinge is made up of four components A, B, C, D, as shown next. Seven units of each component were taken from the assembly line and measurements (in cm) were recorded. The following table shows the measurements. Determine the probability tha...
Raza Rahemi (2025).Monte Carlo simulation example using MATLAB (with comments)(https://www.mathworks.com/matlabcentral/fileexchange/48297-monte-carlo-simulation-example-using-matlab-with-comments), MATLAB Central File Exchange. 검색 날짜:2025/2/19. ...
The objective of this chapter is to demonstrate how to use Monte Carlo simulation to estimate the capital charge against operational risk, following the LDA. A simplified exposition of the procedure will be presented using hypothetical data (which, in reality, is not available for the banks ...
Monte Carlo simulation is an example of which risk analysis () A. Go-for-broke analysis B. Adverse analysis C. Qualitative analysis D. Quantitative analysis 点击查看答案手机看题 你可能感兴趣的试题 多项选择题 关于单反射球面的焦距,下面说法正确的是: A、单反射球面焦距等于球面曲率半径的一半; B...
A Business Planning Example using Monte-Carlo Simulation Imagine you are the marketing manager for a firm that is planning to introduce a new product. You need to estimate the first year net profit from this product, which will depend on:
蒙特卡洛模拟法及其matlab案例(Monte Carlo simulation method and its matlab case) Introduction to a Monte Carlo simulation method Carlo (Monte) simulation is a method to generate the time series, calculate the parameters, estimate and statistics by setting the random process, and then study its distri...