Question about monte carlo simulation
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Bo Wang
am 4 Feb. 2016
Bearbeitet: Walter Roberson
am 4 Feb. 2016
I have a question about Monte Carlo Simulation.
Suppose that three random numbers are generated. a) Determine the probability that the numbers are in increasing order using a Monte Carlo simulation where (i) the distribution is uniform in [
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Walter Roberson
am 4 Feb. 2016
Bearbeitet: Walter Roberson
am 4 Feb. 2016
You appear to be missing a few characters from the end of your question. Part of what is missing is whether the distribution is over integers or over real numbers.
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James Tursa
am 4 Feb. 2016
Bearbeitet: James Tursa
am 4 Feb. 2016
Monte Carlo means you will be estimating the probability by making a large number of sample runs (aka trials) and then counting. Suppose you have a loop that runs for 1000000 iterations. On each iteration you generate 3 random numbers and check to see if they are in increasing order. The estimated probability is then the number of times they were in increasing order divided by the total number of trials. E.g.,
n = 1000000; % <-- The total number of trials
count = 0; % <-- A counter to keep track of the number of successes
for k=1:n
% You put code here to generate your three random numbers
if( numbers are in increasing order ) % <-- You fill in this logic
count = count + 1;
end
end
estimated_probability = count / n;
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