M·C, IST: sum, product of Gaussians

Sums, products of Gaussians

Draws a Monte Carlo simulated curve for a sum or product of several given Gaussian variables.

2024.Jul.03 12:33:48

Operation

sum product

Operation. •

Vector of means.

Vector of standard deviations.

ntrials, .seed

Simulation: no. of trials, seed (non-repeatable if 0).

klass, y_max

No. of classes, max. y (automatic if 0).

Show values

Shows the coordinates of the graph.

Draws a Monte Carlo simulated graph of f_Z for the variable Z = {Σ|Π}_iX_i.

References:

Plate: spGaussians

• Mösli, Bernd, 1995, "A Comparison of C++, Fortran 90 and Oberon-2 for Scientific Programming", Arithmetica.

• Metcalf, Michael, 1995, "Array handling", CERN CN-AS.

• 1902-10-31: Wald, Abraham (1950-12-31).

http://web.tecnico.ulisboa.pt/~mcasquilho/compute/qc/Fx-spGaussians.php
Created: 2004-10-31 — Last modified: 2017-04-09