主题:随机模拟求均值方差
请问各位高手,我以下是模拟求保险公司的红利贴现期望(PD)及其2阶矩(var),我的程序错在哪里,为什么求出来的var不对呢?
clear;
v=0.95;
D=[];
sum=0;
c=input('please input the constant barrier:','s');
b=str2num(c);
for i=1:2500
u=0;
T=0;
while u>=0
X=binornd(8,1/8,1,1);
Y=binornd(8,1/10,1,1);
T=T+1;
u=u+X-Y;
if u>b
D(i)=(u-b)*v^T;
sum=sum+D(i);
D(i)=sum;
u=b;
end
end
end
for k=1:2500
d=0;
d=d+D(k);
end
PD=d/2500
for k=1:2500
D1=0;
D1=D1+[D(k)-PD]^2;
end
var=D1/2500
clear;
v=0.95;
D=[];
sum=0;
c=input('please input the constant barrier:','s');
b=str2num(c);
for i=1:2500
u=0;
T=0;
while u>=0
X=binornd(8,1/8,1,1);
Y=binornd(8,1/10,1,1);
T=T+1;
u=u+X-Y;
if u>b
D(i)=(u-b)*v^T;
sum=sum+D(i);
D(i)=sum;
u=b;
end
end
end
for k=1:2500
d=0;
d=d+D(k);
end
PD=d/2500
for k=1:2500
D1=0;
D1=D1+[D(k)-PD]^2;
end
var=D1/2500