A simple system with the influence of the external environment

Examples of simulation

Example 4. One. It is known that the system is affected by the input random variable L ~ U (- 1, 2) and affects the external environment, the random variable F ~ N (2, 1). We are interested in the output value

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What about Y? Clearly, this is a random variable whose distribution is deductively very difficult to find. First of all, we are interested in the expectation MY. To estimate the expectation generate a sample What about Y? Clearly, this is a random variable whose distribution is deductively very difficult to find. First of all, we are interested in the expectation MY. To estimate the expectation generate a sample . Algorithm: Generate sample ; Generation sample ; For n = 1,..., N, .

If we make a simulation with N = 500, we obtain the estimate the expectation , Estimate the standard deviation . Histogram gives an idea of the distribution of the output variable Y. In particular fashion near 1.5 and m. G.

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