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  • GumerMoreno EE380 Project4

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    Tuan Vo
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    This document simulates a Monte Carlo simulation of the sum of 12 exponential random variables with mean 25 days and generates a histogram of the results. It initializes variables, generates random exponential variables, sums them, stores the sums in a vector, and calculates the mean, standard deviation, and probability of sums exceeding 365 of the results. It then plots the histogram of the sums with the mean, standard deviation, and probability displayed on the legend.

    Original Description:

    Project 4 EE380

    Original Title

    GumerMoreno_EE380_Project4

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    © Attribution Non-Commercial (BY-NC)

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    This document simulates a Monte Carlo simulation of the sum of 12 exponential random variables with mean 25 days and generates a histogram of the results. It initializes variables, generates random exponential variables, sums them, stores the sums in a vector, and calculates the mean, standard deviation, and probability of sums exceeding 365 of the results. It then plots the histogram of the sums with the mean, standard deviation, and probability displayed on the legend.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as docx, pdf, or txt
    20 views1 page

    GumerMoreno EE380 Project4

    Uploaded by

    Tuan Vo
    This document simulates a Monte Carlo simulation of the sum of 12 exponential random variables with mean 25 days and generates a histogram of the results. It initializes variables, generates random exponential variables, sums them, stores the sums in a vector, and calculates the mean, standard deviation, and probability of sums exceeding 365 of the results. It then plots the histogram of the sums with the mean, standard deviation, and probability displayed on the legend.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as docx, pdf, or txt
    of 1

    Project 4

    clear all
    sample_num = 50000;
    mean_one = 25;
    std_one = 25;
    n = 12;
    lam = 1/mean_one;
    x = -log(rand(1,sample_num))/lam;
    0.04

    zi=500000;
    z=1:500000;
    for i=1:1:zi
    z(i)=0;
    end

    0.035

    j = 0;

    0.025

    mean=299.9322 std=86.5735 prob=0.21264

    0.03

    for i=1:1:zi
    y = -log(rand(1,12))/lam;
    sum_y = sum(y);
    z(i)=sum_y;
    if (sum_y > 365)
    j = j+1;
    end
    end

    0.02
    0.015
    0.01
    0.005
    0
    -100

    prob = j / zi;
    std_z = std(z);
    mean_z = mean(z);

    100

    200

    300

    bin_sizez = .01*(2.5/lam)*12;
    binsz =[0:bin_sizez:(2.5/lam)*12];
    v = hist(z,binsz);
    v1 =v/zi;
    bar(binsz,v1)
    legend(['mean=',num2str(mean_z), '
    prob=',num2str(prob)]);

    std=', num2str(std_z), '

    = 25
    = *

    =25 days
    =

    = 12 * 25 = 300

    = .755
    = 86

    400

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