Monte Carlo模拟算法的Matlab实现我要分享

Monte Carlo simulation of Matlab implementation of

matlab 算法 MonteCarlo 模拟 实现

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中文说明:蒙特卡罗方法又称统计模拟法、随机抽样技术,是一种随机模拟方法,以概率和统计理论方法为基础的一种计算方法,是使用随机数(或更常见的伪随机数)来解决很多计算问题的方法。将所求解的问题同一定的概率模型相联系,用电子计算机实现统计模拟或抽样,以获得问题的近似解。


English Description:

Monte Carlo method, also known as statistical simulation methods, random sampling techniques, is a stochastic simulation method based on probability and statistics theory and methods of calculation method is the use of random numbers (or, more commonly, pseudo-random numbers) to solve many problems of calculation methods. Will solving the problems associated with certain probability models, implementation and statistics with computer simulations or sample to obtain the approximate solution of the problem.


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