Help for Monte Carlo method
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Hi guys . i am using monte carlo method to calculate uncertainity. My matlab codes are working properly-However i want to ask question . I wiil be very glad if i recieve an answer. Lets assume that one of my parameter has two uncertainty art like(Type a and Type B errors) Do you know how can i add both of them in my model. exp: F=m.a mass has 2 uncertainty type. Assume that first one Type A normal distribution and second one Type B rectangular. how can i add them
mass_rc=random('norm',100000,0.05,1,M);
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Torsten
on 7 Aug 2015
If the errors are independent and you know a formula how they combine (Uc=f(Ua,Ub)), you can independently generate Ua and Ub from their distributions, calculate Uc according to your combination formula and add/subtract (with probability 1/2) Uc from the mean value of the variable in question.
But the function f is not Monto-Carlo specific - you must know it in advance.
Best wishes
Torsten.
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