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Main topics for this course are Stochastic process, random variables, linear congruent generators, pdfs and cdfs, rejection method, metropolis methods, sampling techniques, random walks and genetic algorithm. This matlab code includes: Monte, Normal, Distribution, Random, Function, Interval, Delta, Initialize, Generator, State, Histogram, Peobability, Density
Typology: Exercises
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% Program name; monte_normal_dist.m % random numbers from rand function in interval [0, 1] N = 10; NN = 2000; xlow_limit = -5.0; delta = 0.1; Max_bins = 21; for i=1:NN xx(i) =0.0; end rand('state', 0) % initialize the generator to state zero axis([0 1 0 1]) hold on for k = 1: NN x1 = 0; x2 = 0; x1 = rand; x2 = rand; k plot(x1, x2, 'r:.') hold on m(k)= getframe; end % movie(m, 30) % play movie 30 times. % plot a histogram to show probability density % hist(xx, 1000) %