U(0,1)分布随机变量与蒙特卡罗模拟 |
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引用本文: | 赵国喜,王守印.U(0,1)分布随机变量与蒙特卡罗模拟[J].渝西学院学报(自然科学版),2007(6):35-37. |
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作者姓名: | 赵国喜 王守印 |
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作者单位: | 新乡学院数学系 河南新乡453000 |
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摘 要: | 均匀分布是连续型随机分布中重要的一类,多数高级程序语言都提供了直接生成区间(0,1)上均匀分布(即U(0,1)分布)随机数的rand命令.利用rand随机数生成命令,可以实现积分模拟求解、非均匀随机变量模拟、泊松过程模拟等,笔者借助Matlab语言对此展开探讨.
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关 键 词: | U(0 1) rand随机数 蒙特卡罗模拟 泊松过程 |
U(0,1) Varible and Monte Carlo Simulation |
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Authors: | ZHAO Guo-xi WANG Shou-yin |
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Affiliation: | ZHA0 Guo - xi, WANG Shou - yin ( Dept. of Mathematics, Xinxiang University, Xinxiang Henan 453000, China) |
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Abstract: | Uniform distribution is an important kind of probablity distribution.Most computer languages have the rand command to produce random number of uniform distribution.With rand function,we can do integation calculation,simiulation of nonunifom distribution random variable and Poisson process etc.By using matlab language,the author's study is intensive. |
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Keywords: | standard uniform distribution random variable Montecarlo simulation Poisson process |
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