Monte Carlo Method

the implenmention of monte carlo menthod for reliable analysis author:dubaolei

%date:2014-04016

Rmu=309.2;CVr=0.17;Rdelta=52.6;

N1mu=53;CVn1=0.07;N1delta=3.7;

N2mu=70;CVn2=0.29;N2delta=20.3;

Mu=log(Rmu/sqrt(1+CVr^2));

Sg=sqrt(log(1+CVr^2));

R=lognrnd(Mu,Sg,1,1000);

N1=normrnd(N1mu,N1delta,1,1000);

tem=rand(1,1000);

N2=N2mu-0.45*N2mu*CVn2-0.7797*496.1*CVn2*log(-log(tem));

z=R-N1-N2;

j=nnz(z<=0);

disp(j/1000)

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