Monte Carlo Estimation Examples with Matlab

版本 1.4.0.0 (7.9 KB) 作者: Hristo Zhivomirov
A set of examples of Monte Carlo numerical estimation methods.
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更新时间 2023/2/5

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The Matlab codes presented here are a set of examples of Monte Carlo numerical estimation methods (simulations) – a class of computational algorithms that rely on repeated random sampling or simulation of random variables to obtain numerical results.
Twelve examples are given:
MonteCarloCoin1.m – estimation of the probability of obtaining 8 or more heads, if a coin is tossed 10 times;
MonteCarloCoin2.m – estimation of the probability of obtaining 3 consecutive heads, if a coin is tossed 3 times;
MonteCarloDice.m – estimation of the probability of obtaining 6 & 6, if two dice are flipped;
MonteCarloIntegration.m – estimation of the integral of abs(sin(x)), for x = 0 .. 2pi;
MonteCarloPi.m – estimation of the Pi value;
MonteCarloPoker1 - estimation of the probability of getting “Four of a Kind” when 5 cards are dealt;
MonteCarloPoker2 - estimation of the probability of getting “Full House” when 5 cards are dealt;
MonteCarloPower.m – estimation of the worst-case resistor's power dissipation;
MonteCarloSqrt2.m – estimation of the sqrt(2) value;
MonteCarloSysEq.m – solve a system of equations using Monte Carlo algorithm;
MonteCarloVol.m – estimation of the unit sphere volume;
MonteCarloVol_visualization.m – a visualization of the MonteCarloVol.m example.
The codes are based on the theory described in:
[1] I. Sobol. A primer for the Monte Carlo method. Boca Raton, CRC Press, 1994.

引用格式

Hristo Zhivomirov (2024). Monte Carlo Estimation Examples with Matlab (https://www.mathworks.com/matlabcentral/fileexchange/55306-monte-carlo-estimation-examples-with-matlab), MATLAB Central File Exchange. 检索来源 .

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