Monte Carlo Simulation
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چکیده
The uniform random number can be manipulated to simulate the characteristics of any probability density function. For power system reliability analysis the exponential and the Weibull distributions are well suited. Simulated exponential and Weibull random variables can be obtained from uniform (0,1) RNs by making use of the fact that the cumulative density function (CDF) is uniform between zero and one as illustrated in the following figure.
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