利用Monte-Carlo方法求一种特殊的概率

Solving Special probability with the Monte-Carlo method

文章利用Monte－Carlo方法来计算一种特殊的概率，这种概率不能或极难用定积分的方法计算得到．但与一般的Monte－Carlo方法不同的是由于问题的特殊性；要求给随机变量赋予一个服从正态分布且要介于某个区间的随机数．文章设计的算法不仅对这种概率有效，而且还可以推广,用以计算两个或两个以上的与此有关的概率．

This paper attempts to solve a special probability which is impossible or difficult to get by integal, with the Monte-Carlo method. Different from the general Monte-Carlo every random variables needs to be evaluated by a random number that meets the satisfactory of both normal distribution and interval in different situation , The Algorithm that is going to be talked about in the following is not only valid for this probability . but can be used to solve two or more than two probabilities that are relevant to this.