蒙特卡罗法程序.doc

文档介绍：第8题Matlab程序如下:N=100000;MuX=[];SigamaX=[];sigmaX=SigamaX.*MuX;sLn(1)=sqrt(log(1+(sigmaX(1)/MuX(1))^2));mLn(1)=log(MuX(1))-sLn(1)^2/2;sLn(3)=sqrt(log(1+(sigmaX(1)/MuX(1))^2));mLn(3)=log(MuX(1))-sLn(3)^2/2;X2=normrnd(MuX(2),SigamaX(2),1,N);X3=normrnd(mLn(3),sLn(3),1,N);X1=sqrt(*X3).*X2;fX1=logncdf(X1,mLn(1),sLn(1));Y1=norminv(fX1,0,1);fX2=normcdf(X2,MuX(2),SigamaX(2));Y2=norminv(fX2,0,1);fX3=logncdf(X3,mLn(3),sLn(3));Y3=norminv(fX3,0,1);B1=Y1.^2+Y2.^2+Y3.^2;B=min(B1);BB=sort(B1);Bate=sqrt(B)E=sqrt(BB(2))-sqrt(BB(1))C=find(B1==B);X1(C),X2(C),X3(C)由上面的Matlab程序计算可得结果为:失效概率;:189870,86350,