实话实说,这样的题不难。我把函数跟脚本都贴一起了
% script
c = 0;
phi = 0.5;
X0 = 0;
K = 1;
M = 1000;
N = 100;
X = zeros(1,N+1);
for i = 1:M;
X = [X;myARsample_modify(c,phi,X0,N)];
end
X(1,:) = [];
Counts = sum((X>K),2);
hist(Counts);
%第一问的function
function [result, rnd] = myARsample(c,phi,X0,N)
X = zeros(1,N+1);
X(1) = X0;
Z = randn(1,N);
for i = 2:N+1
X(i) = c + phi*X(i-1) + Z(i-1);
end
result = X;
rnd = Z;
end
%第三问,修改后的function
function [result, rnd] = myARsample_modify(c,phi,X0,N)
X = zeros(1,N+1);
X(1) = X0;
Z = randn(1,N);
for i = 2:N+1
X(i) = c + phi*X(i-1) + Z(i-1);
if X(i)<=0
break
end
end
result = X;
rnd = Z;
end


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