How to use the MonteCarlo library to generate Gaussian curve

[Subha Raj]

I have Min, Max and Avg time it takes to do a task.
Based on this, I would like to run MonteCarlo
simulations to get the P10, p50 and p90 probability
times.
Can anyone help me or tell me how I can do this using
quantlib?
Ideally, I would like the answer in C# code, but C++
is ok too.
Thanks
Subha

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[Kris .]

Min/Max doesn't buy you much. So apart from the average you need the s.d
if your underlying process is a Gaussian to be able to get the MC estimate.

HTH

----- Original Message -----
From: Subha Raj <[hidden email]>
Date: Tue, 13 May 2003 14:12:30 -0700 (PDT)
To: [hidden email]
Subject: [Quantlib-users] How to use the MonteCarlo library to generate Gaussian curve

> I have Min, Max and Avg time it takes to do a task.
> Based on this, I would like to run MonteCarlo
> simulations to get the P10, p50 and p90 probability
> times.
> Can anyone help me or tell me how I can do this using
> quantlib?
> Ideally, I would like the answer in C# code, but C++
> is ok too.
> Thanks
> Subha
>
> __________________________________
> Do you Yahoo!?
> The New Yahoo! Search - Faster. Easier. Bingo.
> http://search.yahoo.com
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>
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