how to calculate the probability of an event with monte carlo simulation
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马里奥 马里奥
el 11 de Dic. de 2020
Respondida: Sibi
el 11 de Dic. de 2020
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 comentario
Rik
el 11 de Dic. de 2020
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.
Respuesta aceptada
Sibi
el 11 de Dic. de 2020
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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