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...
《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...
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:
Setting up a Monte Carlo Simulation in R A good Monte Carlo simulation starts with a solid understanding of how the underlying process works. For the purposes of this example, we are going to estimate the production rate of a packaging line. We are going to buy a set of machines that mak...
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...
Elapsed time on the MacBook Pro was 217.47 seconds, or about 3.6 minutes. Given that we ran 27 different Monte Carlo simulations, the code completed one simulation each 8.05 seconds. The final step is to process the list of lists to create an output data frame that summarizes the analysis....
CFA——Vol.12 Monte Carlo Simulation 00:0017:19打开APP 收听完整版 欢迎大家来到品职CFA金融百词斩的栏目,每次老师会通过讲解一个CFA金融词汇,帮助大家更好地记住一个知识点哦。 这不是一个背单词的栏目,更多地,其实是教授大家记忆的方法。我们更希望看到的是,大家通过我们的抛砖引玉,能结合语境更好地记忆知识...
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 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 ...
SAS Markov Chain Monte Carlo (MCMC) Simulation in PracticeO'Neill, P D