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Math Forum » Discussions » Software » comp.soft-sys.matlab

Topic: MONTE CARLO
Replies: 5   Last Post: Jul 31, 2013 3:56 PM

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george veropoulos

Posts: 42
Registered: 6/26/10
MONTE CARLO
Posted: Jul 31, 2013 4:59 AM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

Dear friend

I would like find the integral

fxi(x)=integral{a(x)}{b(x)} {1/w *fE0(w)*fz(x/w)}dw

a(x) , b(x) is the limits of integration
fE0(w) is distribution of random variable E0
fz(x/w) is distribution of random variable z

there a methods like monte carlo to find this integral
because is veru difficult to applied a classical methids like
quadl


thnak you in advance

george veropoulos



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