Performing Monte Carlo Sampling

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Georgios Vamvakopoulos
Georgios Vamvakopoulos am 13 Aug. 2016
Bearbeitet: Torsten am 11 Mai 2022
Hello Guys,
I need to develop a model which performs a monte carlo simulation. Basically I have 6 PDF's (probability density functions) and I need to take 10000 random samples for each one of them. Afterwards the samples will be placed in the model and the results will be placed in a (1,10000) matrix. My problem is that I searched to find how to do the sampling and couldn't find something reliable to perform it. I attached an example of one of the PDF's so you could help to understand it. Thank you in advance :)
% Drag Coefficient
mu = 1.08;
sigma = 0.14;
x = (0) : (sigma / 100) : (mu + 5 * sigma);
pdfNormalCd = normpdf(x, mu, sigma)/10; %/10
figure;
plot(x, pdfNormalCd);
xlabel('Drag Coefficient'); ylabel('Pdf');
title('PDF for Drag Coefficient ');
for i=1:1000
end

Antworten (3)

Swathik Kurella Janardhan
Swathik Kurella Janardhan am 16 Aug. 2016
You can refer to this video Monte Carlo Simulation in Matlab that explains about how to do Monte Carlo sampling. Also refer to this link that explains about different ways of doing sampling.

Isabella Osetinsky-Tzidaki
Isabella Osetinsky-Tzidaki am 12 Dez. 2016
L=length(x);
Rmat=nan(L,10000);
for i=1:10000
R=normrnd(mu,sigma,[L,1]);
Rmat(:,i)=R;
end

sogol bandekian
sogol bandekian am 10 Mai 2022
Bearbeitet: sogol bandekian am 11 Mai 2022
I have question regarding monte carlo sampling.
where should I start to learn about MC and write it in Matlab?if anybody has any references please send this for me
  1 Kommentar
Torsten
Torsten am 11 Mai 2022
Bearbeitet: Torsten am 11 Mai 2022
If your question was more specific, the answer could probably better address your need.

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