how to calculate the probability of an event with monte carlo simulation

Question

马里奥马里奥 2020-12-11

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https://ww2.mathworks.cn/matlabcentral/answers/690595-how-to-calculate-the-probability-of-an-event-with-monte-carlo-simulation

回答： Sibi 2020-12-11

I am trying to calculate the probability that the wind speed exp (Yt) will be below 15 kmh for more than 10 days in a 100 day period but when I run the code it tells me this "Unable to perform assignment because the left and right sides have a different number of elements", Can anyone help me to solve this problem? Thanks in advance.

function mycode()
n=1000;
x=zeros(n);
y=zeros(100);
y(1)=1.5 ;
y(2)=1.5 ;
for i= 1:n 
    for t= 3:100  
        y(t)=0.6*y(t-1)+0.4*y(t-2)+normrnd(0,0.1,[1,1]); 
    end
    x(i)=sum(y<1.427);    %1.427 is the wind speed
    mean(x>10)
    return 
end

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Rik 2020-12-11

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Answer 1

Sibi 2020-12-11

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此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/690595-how-to-calculate-the-probability-of-an-event-with-monte-carlo-simulation#answer_572165

在 MATLAB Online 中打开

mycode()
function mycode()
n=1000;
x=zeros(n,1);
y(1)=1.5 ;
y(2)=1.5 ;
for i= 1:n 
 for t= 3:100  
y(t)=0.6*y(t-1)+0.4*y(t-2)+normrnd(0,0.1,[1,1]); 
 end
x(i)=sum(y<1.427);    
 
end
mean(x>10)
return
end