计算机模拟.ppt

计算机模拟 中华饭庄案例 Gentle Lentil Case General Overview of the Case 本案例的决策问题是什么? 在 Sanjay 作决策时需要考虑那些问题? 中华月入财务模型 中华月入 对随机变量作些假定 其它随机变量呢？ What question do we want to ask answer about the random variable X? 模拟（仿真〕 有了模拟输出之后做什么? 怎样产生连续概率分布 The Probability Density Function f(y) of the Random Variable Cumulative Distribution Function F(y) of the Random Variable 如何用均匀0－1分布产生 任意连续分布 1. Use a random number generator to generate a number x that obeys a uniform distribution between 0.0 and 1.0 2. Place the number x on the vertical axis of the graph of the cdf F(y) of the distribution of interest. Then find the point y on the horizontal axis whose cdf value F(y) is equal to x Cumulative Distribution Function F(y) of a Random Variable 对于输出的进一步讨论 对于输出的进一步讨论 〔续〕 Histogram of Monthly Earnings from the Gentle Lentil Simulation Model Estimating the mean m and standard deviation s Crystal Ball? OutputMonthly Salary 模拟结果之解说: 中华饭庄月利 中华饭庄年利的模拟 中华饭庄年利的模拟（续） Use a random number generator to generate random values of P , L , and M1, ... , M12 according to their respective distributions Xi = (P – 11 ) x Mi – L – 3,995 for i = 1, ..., 12 A = annual earnings = X1 + X2 + X3 +... + X12 How is this model different from the monthly model? 中华饭庄年利的模拟 有关估计的摘要 中华饭庄年利的模拟 Under a Partnership Sanjays Monthly Salary Under Financial Partnership ($) 中华饭庄年利的模拟 : 合伙年利 What are the expected annual earnings and standard deviation under the partnership? In the partnership, what is an estimate of the probability that Sanjay will earn less than $60,000? 10.2% In the partnership, what is an estimate of the probability that Sanjay will earn more than $80,000? 68.0% Summary Table of Some Relevant Estimates Comparison: Partnership versus Proprietorship Discussion of the Estimates 我们的估计好到什么程度? Intuition suggests that when the number of trials is very large, then the estimates are very reliable However,