how to calculate the probability of an event with monte carlo simulation
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I am trying to calculate the probability that the wind speed exp (Yt) will be below 15 kmh for more than 10 days in a 100 day period but when I run the code it tells me this "Unable to perform assignment because the left and right sides have a different number of elements", Can anyone help me to solve this problem? Thanks in advance.
function mycode()
n=1000;
x=zeros(n);
y=zeros(100);
y(1)=1.5 ;
y(2)=1.5 ;
for i= 1:n
for t= 3:100
y(t)=0.6*y(t-1)+0.4*y(t-2)+normrnd(0,0.1,[1,1]);
end
x(i)=sum(y<1.427); %1.427 is the wind speed
mean(x>10)
return
end
1 Comment
Rik
on 11 Dec 2020
This time I edited your question for you. Next time, please use the tools explained on this page (and apply the standard indentation) to make your question more readable.
Accepted Answer
Sibi
on 11 Dec 2020
mycode()
function mycode()
n=1000;
x=zeros(n,1);
y(1)=1.5 ;
y(2)=1.5 ;
for i= 1:n
for t= 3:100
y(t)=0.6*y(t-1)+0.4*y(t-2)+normrnd(0,0.1,[1,1]);
end
x(i)=sum(y<1.427);
end
mean(x>10)
return
end
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