Simulates, via Monte Carlo
(limited time), data from a "raised" cosine pdf. Its formulas,
with β = (x − μ)⁄a, are
f(x) = (1⁄a).cos²[(π⁄2)
β] (inflection points at
μ ± a ⁄ 2), and
F(x) = ½ [1 + β +
(1⁄π) sin(π β)].
Solving this equation (given random F) for β requires
a numerical method, relatively slow, as (used) bisection,
or of uncertain convergence, as Newton-Raphson.
Plots the density function (pdf), f(x),
the simulated curve, and the probability function (cdf),
F(x). |
• Google "Monte
Carlo method"
• Assignment, ":=" (Computer Science, Wikipedia).
• "Computing with Accents, Symbols
& Foreign Scripts" (PennState), such as '≲' for '~<'.
(Symbol OK for: Chrome, Mozilla(s). Mediocre for: Safari, Opera.
Wrong for: IE, as usual.)
• Petko Yotov's Latin to Cyrillic alphabet online
text converter (+calendars, softw.)
• 1879-11-29: Krylov, Nikolai Mitrofanovich
(Николай Митрофанович Крылов) (1955-05-11).
|
