How can I use Monte Carlo method?

Hey everyone,

How can I use the Monte Carlo method on matlab? I need this dristibution: Pi=1/(1+(i/31)^2,6) (Pi is the probability of i happens). i is a value of a atmospherical stroke and I need a random value of it. Help me please

Answer 1

[John D'Errico]

Did you look in the stats toolbox? Why not? This is where you will find MANY distributions for random sampling. I'd guess that mnrnd is the tool you are looking for.

[Rafael Pires]

It's because I am new on matlab. I don't know the stats toolbox. Could you tell me where can I find it?

[Image Analyst]

There is a function called mnrnd() in the stats toolbox. There are also a bunch more in the random() function.

Alternatively you can use inverse transform sampling: https://en.wikipedia.org/wiki/Inverse_transform_sampling I attach a demo for that which does Rayleigh.

Answer 2

[Image Analyst]

John's answer has distribution info. Here I attach a few demos on Monte Carlo experiments in general.