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§4—1 方法简述蒙特卡罗法也称统计试验法。它采用实际的随机变量(当然也是模拟的),利用数字电子计算机对已建立的数学模型,按各随机参数的分布进行模拟试验。然后统计出试验结果,计算所求指标的大小,必要时检查分布的范围是否符合要求。具体步骤如下: 对于一个需要求解的问题,首先作出数学模型。建立数学模型的方法和概率法所用的相同。第二步将数学摸型编成计算机可以运算的程序。对于随机参数,只要知道了它的分布密
§4-1 Method Description Monte Carlo method is also called statistical test method. It uses the actual random variables (of course, the simulation), the use of digital computers on the established mathematical model, according to the distribution of the random parameters of the simulation test. And then statistics out the test results, calculate the size of the index, if necessary, check the distribution of the scope of compliance. Specific steps are as follows: For a problem to be solved, first of all to make a mathematical model. The method used to establish the mathematical model is the same as that used for the probabilistic method. The second step is to compile the mathematical model into a computer-executable program. For random parameters, as long as it knows the distribution of dense