monte carlo simulation matlab in matlab

Here is an example of how to perform a Monte Carlo simulation in MATLAB:

main.m
% Set parameters
n = 1000;                       % number of trials
mu = 10;                        % mean of distribution
sigma = 2;                      % standard deviation of distribution

% Run simulation
results = zeros(1, n);          % preallocate results vector
for i = 1:n
    sample = mu + sigma * randn; % generate random sample from normal distribution
    results(i) = sample;        % save result
end

% Plot results
histogram(results)              % plot histogram of results
title('Monte Carlo Simulation Results')
xlabel('Value')
ylabel('Frequency')
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In this example, we set the parameters of our normal distribution, then run a loop to generate a random sample for each trial. We save each result, and then plot a histogram of the results to visualize the distribution of the simulated data. This approach can be adapted to a wide range of scenarios and distributions.

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