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

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马里奥 马里奥
马里奥 马里奥 2020-12-11
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
  1 个评论
Rik
Rik 2020-12-11
This time I edited your question for you. Next time, please use the tools explained on this page (and apply the standard indentation) to make your question more readable.

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采纳的回答

Sibi
Sibi 2020-12-11
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

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