Documente Academic
Documente Profesional
Documente Cultură
" #
$ $
$ $ % &
# ! " # $
' $ # ' ( ) % *
+ *(, + ! + !
&! - ( ! (+! (! +. !
+ ( +& , '- ! /! + ! ! +(
0 -' 1!1
+ *( ,( 2334
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&-5 ,( ( + / ! + ( ,( 0
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+ "
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# , , " ,
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8 ": %
8 ; -
( ) 9 8 ( )
" : ; * ;
+ ; :!
& ,;
( < % ,
( < , " :,
# " ! # ( =#
" ! $7 / : ! $7
" - "
( ;8 ) = =
1
= :; = 7 = >= ) =
# ? 7 > = 7
+ ! ; 1
+ *(, + ! + !
&! - ( ! (+! (! +. !
+ ( +& , '- ! /! + ! ! +(
0 -' 1!1
+ *( ,( 2334
1. TABLA DE CONTENIDO
@1 - ( ! +-(+ 4
21 +-, !! + A
B1 ,( (+ C
41 -, !- C
D1 "
(- * E
D1@1 "
(- * 0(+(, E
D121 "
(- * ( %(! &! E
F1 " - &! ! .+ @3
A1 ! +!( ( % 9 (-( @3
C1 ! +!(%- ' ! @@
C1@1G9 # H @@
C121G9 # H @@
C1B1G9 # 7 ! H @2
C141G9 # 7H @2
C1D1 ; 7 ! ; H @B
C1F1G!7 7H @B
C1A1G9 # ; H @4
C1A1@1 0 ; @4
C1A121 ; = 7 @4
C1A1B1 0 @D
C1C1G! ;
! 2333H @D
C1E1G9 # = 7 H @D
C1@31 G9 = 7 = H @F
E1 *(, +( @F
@31 ,(9 (, (+- ( , 5 ,( @C
@21 ! , !,/ - @C
@21@1 G9 I !( !,/ - H @C
@2121 G!7 ; = H @E
@21B1 G!7 ! 8 (6 H 23
@2141 G9 # = H 2B
@2141@1 G!7 = H 2B
@21D1 G!7 = 7 H 2A
@21F1 G!7 7H 2C
@21A1 G! 8 =
= 7 H B@
@21C1 G!7 ; H BB
@21E1 G!7 = H B4
@21@31 BF
@21@31@1 ; & BF
@21@3121 ! = BA
@21@31B1 % ! BA
@21@3141 !: BC
@21@31D1 - !: BE
@21@31F1 ! - BE
@21@31A1 (6 = BE
@21@@1 ("
( % ( % ! ! .+ ( ( 43
@21@@1@1 %, (, ("
( % 1J
& = K 43
@21@@121 (0 + ("
( % 1J
* , :K 44
@B1 !,/ - - FC
@B1@1 8 FE
@B1@1@1 :& FE
@B1@121 7 FE
@B1@1B1 - !: FE
@B121 A3
@B121@1 = A3
@B12121 ( 7 A3
@B121B1 A3
@B12141 7 A3
@41@1 8L =- M A@
@41@1@1 :& A@
@41@121 7 AD
@41@1B1 ! - !: AE
@4121 C4
@4121@1 = C4
@412121 ( # 7 CD
@41B1 (8 = CF
@41B1@1 - ; = E3
@41B121 ED
@41B1B1 7 ; @33
( = ) : ) :
> = !
( 7 ) = )
1
% 7 = (6 O>
= 8 7 >
P ! > : ;
= 7
& ! ( 7 > ) =
= : 6 7 = 7 >
= 7 7 ) )
= = 1
3. RESUMEN
# = :
7 ) ; : ; 7
Q = : # ) :
= = = 7 = =
71
(6 : : =
= > 7 = !
= : : > = 7
= ;
Q) =
: ; = ) =
= 1
% > : 7>
= ; : 8
; > = = ; 7
8 ; Q
7 > > >
4. ABSTRACT
-: : : : : = = P : :
: : : : : : P Q
= : : ) : : = :
= R = = :
1
(6 : ; :
: > P: : ! ; =
: > P : :
< Q:
: P < : == ;
: == = < 1
5 : : : = ; S
= S
P: P : : ;
: < > :
= P : P: : :
; = 1
5. OBJETIVOS
• $ = 7 ; ;
P ! 1
• ! ) = : ! O
7 = ; = ! ( 7 1
6. JUSTIFICACIÓN
= 7 = = = =
= = ; 7
1 = = 7
; P Q ;
=T; = 7 # = =
! 1
! P ) = 7
= = 7 = >
=
= >: = 71
( = = 7 > )
= 6 >
7Q
; 1
% # > ! $ = 7
) 7 8
8 7 = >= 7 : ;
= = 7 1
( = ; ) = )
: ; > ) = 7
= ) # = ) ;
= = > = 8
= ;; ; 1
! = 7 = 7 > = =
=
1 + = )
= ; > = = =
= 7 T 1
8. CONCEPTOS BÁSICOS
> = ; )
= = ; > =
= >
) = 1
% = = ; =
>
= ) #>
; 1
! ) = ;
= > 7 = >
= )
= 7 ; = )
8 7= = = 7> ;
7 = 7 1
Ilustración 1. Ejemplo de Cristal Ball en MS Excel
! : 7
; : = =
= ) = =
= > ) ) ; ; >
: = > 6 1
> ! 2333
= ; L ; 7M
= ; = # : 8 ; 81
; = ; = 1
( = ; 7 ; )
; 1 = ; 7
8.5. De donde obtiene la Simulación Monte Carlo su
nombre?
7 ! ; ! > 7 >
= = 8 Q
> > ) 1
( = 7
! ; > =
1 % 8 = > ; )
T ; @> 2> B> 4> D F = ; =
= 1 (
= = =
L=1 1 = #> = > >
7 = > 1M
7 = ; : >
@ = 7 7 )
1
= ;; > = = 7 1
7> = = 7
; : ; 7 1 = #
= ;
) 1
+ 6 : 8 (6
7 ! = T =
: 8 ; >
: ! 1
! ; ! )
1
! ! 7
= > ) : )
= 1
% 8 = > = 7 = =
; ; 7 = = ;
; ; 1
! : 8 > =
= = = (6 1
; = =
1 ! =9 > = ! > =
=
: ; = (6 > = ;8
; 1 > =9 =
; 7= ;
; = 1
9. VERSIONES
( = ) 7 = !
= > ) =
= 5 ;2> = = ; !
! 1
• ( 7 ! L ! M
• ( 7 % ! L ! > !
% =9 M
• ( 7 % ! L ! > ! %
=9 > ! - ;M
• ( 7 # + =
P = # = = =
$ = 1 ( =
> = =
) =
2: = ?
?PPP1 1
: ; : 8
!
( 7 # !
• * 7 ( 7 ;# J 7
6 K> = ) ;
1( 7 : ; @43 = #
71
• * 7 # ( 7 # =
: ; $ = #
: = 1 % ) 7 ;
= 1
- ;# 7 = ; = ; 5 ;1
7 7 > ) : ; = A
= # 71 %
= 5 ; 7 ; 7
= = : > ;
$1
% = P >
>= U: P )
; $1
= ) = =
) = > ) ; $1
: = = =
=
• ! % = = 7 = L
% % =
= 1M
• =9 > = ; 7 L
% % M
• ! - ;> = = = ; ) =
L 7 % M
• ! - > = 8 7
!
• ! L 7 M
7 = : 1= >
7 = 7 = 1
10. REQUERIMIENTOS DE HARDWARE
• % % ) 433 M
• F4 ,
• B3 = ;
• ! U, L( 7 ! ! M
• - 8 C336F33 = 6
7
• = 5 P EC> 5 P
( L M > 5 P +- 413 5 < % <F
= > 5 P 2333 % > 5 P V% ( >
5 P V%%
• (6= D13 = 1L M
• ; ; , 413 = L = =
7 = = M
• = ; = 1 ! >
6= >
= ) : = ;
1
• ( J
5: U K = =
7 ) = ;; T
= 1
! =
• % ; = ; =
; : 8 1 > )
= ) 6=
= 1
8 = ;8 ; 8 =
! 1
% = ! :
; = 8 7 > ;8 ; 8 =
! %: 1% ; 8 =
! > = : T 1 T
= ; = 7 !
: ; = 1
= # ; = 7> ! =
; ; 7 ! ; ; Q
; >= ;; : = 7 =
(6 L= ) :
7 P M
1
; ! T
+! 1
Ilustración 4 Ubicación de Crystal Ball en el menú Inicio
! %: 16 > )
8 = ! 1 ( ; 7 =
; = =
# 1
% = ; ) >
: ) = 7 L M ; ; 81
) L M
> ! =
> 8 1
! 8 (6 = ;
= >
; 1% ! T
; : (6 1
! = ; ; : = =
= ) : 1 =
; = 8 6
= ! 1 7
T ; ; = Q
1
T !( L M
> ("
(! - , L M
! (,, (+- L M
1
( T!( L M= ! 1
( T ("(! - , L M
> =
1
Ilustración 8 Menú Run
( T ! (,, (+- L M
: 7 > : = =
( 7 % ! 1
( > ! ;
= ;; J = K) = = ;;
= ; = ; 1 ( ;
= ;; = 7 = ;
; 1 ! ; 7
= = = 1
( 8 = = L! %: M
> ;8
; > L ;#
! = 0 M
1
( 7 = =
; 1
% 8 = ! %: > = 8
; = ) = ;
1
Ilustración 10 Hoja de Calculo del ejemplo CellPhone
% = = ; 7> L @@M
: ; ; 7 J = KL = M 1
; 7 1 =
! > ) ;
= ) L! @@M1
Ilustración 11 Cuadro de dialogo Distribution Gallery
1 = )
; T ) = ;8 = =
1
= = > > 6 >
= ;; 1 ( = ;
) T >
8 = ! %: 1 U = : ;
1% = : ; 7 J = K
L = M
1
;
L @3M
1 : ; ; 7
J = KL = M
1 : ; 7
1
; ) = = : ; 43 >
) = B43 4F31 =
7> ; 7 231
: ; = L M 1 ( !
= = ) 1
Ilustración 15 Celda supuesto Actual Minutes (B10)
( = = 7 !
1
= = 7 ) 1 ! !
7>
= 7 1 = =
) 8 1
( ) = ; 7 &E>
= = > = #
; > = : ; (6 1
L! M =
= 7 L @4M
1 : ; ; 7
J % 7 KL & M 1
% L! @4 & M ;
= =
= LWM
! : L! M : ;
> ) ) = 7 = ! 1
: = 71
% = > ;) ;
U= 7 : ; 7 J
% % K
L =M ; 1
= = L =M !
= = 1 :
BE3 ! " BBX1
3
http://www.decisioneering.com/models/beginner.html
Ilustración 18 Nuevos valores para el modelo al correr la simulación
(6 : 8
= 7 W21DB1 ( ! :
W41F@1
: ; 7 J
% = KL =M ;
: 8 =
= 7 ; 1
= ; ) U= 7
= = = # 1
% ; 7 L
X M
>) 433 B3X = =
>: ; 7 J
, K ; 1
% = > ) 8 = >
7 J
(8 7K L,
% M = 8 7
> ) ; T )
1
Ilustración 19 Cuadro de dialogo Run Preferences
#( T 6 @3333
: ; 7 J
(8 K L, M
L ;
= = =
(8 7M
1
; = 7 Y:
= U 1
Ilustración 20 Gráfica de pronósticos para la celda Cost Savings (B14)
#% ; =
1
( = 7 = ) =
; = = =
> = = ;
; = = 7 1
; T *(, = 7 L M
= ; 8 = 7
) >
6 ) ; = =
= # > = ! %: 1
Ilustración 21 Cuadro de estadísticas para la celda B14
( = 7 = ; :
= 8 1 % 8 =
= ; ) C3X :
W@1A31
( : ) W41F@ ) : ; = :
; ) = ;
: = 1
: = = ; 7 ! 8 ;
! ; L !: M
1
12.8. ¿Cómo usar el cuadro de sensibilidad?
= ; = ; =
; > = )
= 1
% 6 = ; = 7 =
: # $ ! 1 %
> : ; 7 J
! ; KL
!: M 1
=
= 71 : ; ; 7 %
&
L! % M> =
% L% ; M
> : ; = 7 $
' > ; ) = L
M ; A41B X ! : 1
Ilustración 24 Cuadro de Sensibilidad medida por la Contribución a ala varianza
; )
7 > ) ) ) :
: ; > : ) 1% !
" 7 = > ) = 8
> 8
(
+ ! = T
= > ;
: T ) = = 1
8 ) = ) :
= > = ; =
= 1% = 8 = > ; )
7 =
> = =
= Q > 1
=
) ) ) = = ) $ LZM>
= = ; LZM >
7 ; = LZM
>
; = 7 (6 LZM
Q
? = ; ;8 ; )
;8 LZM
1
( = ) ! > 7 )
: L 7 2DM1
8 7 ; T = = >
= 8 = $ > =
= ) : : : ;
) 8 1
#( ; = ;
71 ! : = )
6= > = =
= 1
12.10. Otros recursos
( ; 7 % ) = )
= 1
12.10.6. CB Tools
= = = ) 8 7
! = : 1
! ;8 : =
• WD33 = =
• ( T )
B3 43
• = 7 = W@D1333
= = = 8 >= =
= > ) ; ) ;
= 8 = ;
= 71 ( = : : 8
: ; L ! M
> ) =
= = )
(6 1
> ; : 8
: ; : = ;8 #
J
5: U J> ) =
1 / ) ;
)
71 ! ! ; 1
Correr la simulación
% 7 ; =
• ,
• 8 7 ! 7
= 7 6= 8 = * +
* " ! + = # : ;
8 6 = LD33 = M>
; 1
( = 7 = # T 6
> = 1
• =
• % 8 7 = 7 > ;
: > , [ =1
+ 1 = 7 =
(6 7> = >
= [- ;1
( = 7 = =#
= : = 7 & = 1 ! ;
= = ; = ;;
1 ( =
= ;; > = W2D3
W4AD3 = 1 ! ;# = = > )
= = W2333 8
) WA3331
Determinar el beneficio
: = ! = = ;;
; >
= ;; 1 % = ;; > ;
= ; ; = 7 8
• % $ = )
) = 7
• ( ; 3L M =
• %
( = ; L! M ; = 8
= ;; = W3 =
: = > ) : : 1 !
7> 8 = 7 =
7 & = 1 -
7 B> =
; L0 W3M = 6 EBX1
+ ;# ) = W2333>
; > : 1
( = ) T :
)
• 7 6
• ( 7
( = 7 8 ; ;
U = ; 1, ) 7
! = = 6 7 1
! = = : 8
> ; 6 = ;
= : )
= 6 = ; 1
! ;# = ) ;
= 7 8 1
% = 8 =
• , [,
• = =
; 1
• 7 ; = 7
= 1
• ! : 8 8 =
12.11.2. SEGUNDO EJEMPLO. “Vision Research”
( 8 = 7 : ) =
6 : !
: = = 1
( 8 = ) * , :4 7
; 1 = * , : :
= > ! U
* P> ) = 1 ( = =
= = ; = > =
= 76 $ & = ; = 1 )
;8 ; = = > #6
) & = ; = 1
* , : = ! )
; =
> = ; 1 ( = ! * P
= 1 ! =
= = 7> $ =
1
% ; ;8 ! 7 =
• ; : 8 ' =
8 = ! > T ! [% [
! [ (6 =
: 8 = * , := = !
* P = > 7 2B1
4
http://www.crystalball.com/models/pharma.html
Ilustración 35 Hoja de calculo ejemplo Vision Research
( : 8 = ; ) * , :
1
Definir supuestos
( ! > = = = U
; 7 = ;; ) ;
; ) 1 % >
; : @A = ; 7 )
0 ; > 0 ;
; : ! >
; = 7 = L 7 DM
1
G!7 ; ) = ; 7 H1 ( =
= = ; 7 ;
= ) = ;1 ( 8 = >
U = : 8 * , :
8 ; = ;; ) 6 ;
; = ! * P1
( 8 = > 6= = ; 7
= = = 1
! > * , : 7 ; 7
= ; J
- ! K = ;1 ; 7
; 7
6 6 = ;;
) > ; 7 ) 8 ;
8 = 7 = $ = ! % ;
= 1
= ; 7> =
U = 1 % = = -
!
• !D
• ( T > : ; = 7
= : ; :
! 1( J $ ) , -+ =
Ilustración 36 Cuadro de dialogo “Distribution Gallery”
• ; ; 7 ( '
• ,
( J ; 7 K =
) !D ; ; : 8
> ; = = J = + K
; = 1 ; = ; >
; 1 > ) ! =
; 71
; 7 = >
6 1 * , : = = ;
WB13331333 6 WD133313331
) = = = = =
; 7 ! >
• ( ; B = L ) T : 8
= 7 M
1
( = WB13331333> ) *
, : = = ; L- ! M
1
• % + 8 =
• ( ; D =
( = WD13331333> 6 =
= ; L- ! M1
; 7 ; = 8 ; ) : : :
> 7 2F
= >
; 7 ; = 7 2F1
> = = 1 = #>
7> ! = !D )
B D 7 1
• ! = : 8
% U = = ! < L <
! M
• !F
• ; = 7
= : ; : ! 1 (
J $ ) , -+ = 1
• ; J ; 7 - K
( J ; 7 - K =
: = ) = = ; 7 1 !
= ; 7 2A> = =
; 7 = =
; 7 1
• ( ; @2 =
( = W@213331333> ) *
, : = ! <
• % = = ". / # $$ 0
(
@F> ; 1
( = W@F13331333> = ;; =
! <
• % ; @C =
( = W@C13331333> 6 =
! <
; 7 ; = 8 1
7> ! )
@F @2 @C1
• = : 8
% ; > J
= K
> * , :
= ; = >) #6 2DX1
G* , : = = & H1 !
> * , : 7 ; 7 ; = ;
; ) = 7Q ) ; 7
; ; T 6 L2DM T
= L@33M
1
% U = = J
% K
> =
• !@3
• ; = 7 ( '*
; =
• ; 7
• ( * $ ) + = 1 L&8
) = = = = ;; 31D
D3XM
1
•
Ilustración 41 Cuadro de dialogo “Distribución Binomial”
• ; 7 ; = % ;;
L $1M L 0( ; ) * , :
= 8 6 2DX = ; = )
> 312D = =
= ;; = = ; )
6 1
• 1 = 6= = ;;
3 @> 313B> T
= 8> BX1
• ; ) & = ) * , :
= ; @33 = > @33 = 6=
; 7 ; 1%
=
• ( ; 312D =
• ( = 2DX = ;;
=
• = @33> = $
• ( ; @33 =
• ( = @33 = )
= & 1
• :
• ; 7 ; = 8
7> ! T 3
@33> = ) =
& 1
• = : 8
; > = < : )
6 = ; 2DX ) = =
= 1 ( = =
! * P DX @DX1
( ; J
- = K = =
; 7 =;; 1 % )
; ) T > *
, : ; 7 = ! =
1 % > ; 7
= = ; ) =
; 7 = 1
( # = = = ; 7
= = ; >
; = 1
> : 0 = ; >
= = = B1
; 7 = =
7 = ! * P1 % U
= = =
• !@D
• ; = 7
• ; 7 L% M
( ; 7 % = 1 +7
) 7 B@ ) =
; > ) 8
8 1
Ilustración 43 Cuadro de dialogo “Distribución Personalizada”
% =
• ( ; 3X =
( = 3X =
• %
• ( ; DX =
( = DX =
• %
• ( ; ADX =
( = = ;; ) = *
, : = 7 = = 7
* , :1
; 7 3X DX = 1
Ilustración 44 Distribución Personalizada para C15
• ( ; U@DX =
( = @DX 7 =
• %
• ( ; UDX =
( = DX 7 =
• %
• ( ; 2DX =
( = 2DX = ; ) = *
, : = 7 = = 7
DX @DX
; 7 = @DX UDX = 1
; = : *
$ +
1
Ilustración 453 Distribución personalizada para C15 (2 Supuesto)
% ; 7 = T
= : 8 ;
= 1 (
7 ! )
= = 1
• = : 8
( > CX> )
>
= ; = 1 = <
DX> = #
= = 1
* , : 7 ; 7 = ; ;
J < % K
1 % U = =
= 7
• !@E
• = 7
• ; 7 +
( J
+ ; K =
: = ) = = ; 7
7
• = C133X> ; CX
= ( = = CX =
= 7 1
• %
• ( ; 2X = !
( = 2X = 7 1
• ; 7 = 8 >
) ; 7 ; > ;
= = ; 1
• %
• ( ; DX = = ) = 7
=
• ( = DX ) =
= 1
• ; 7 ; = 8 1
7> ! )
; 7 ) CX
= ;8 DX ) 1
= : 8 1
Definir pronósticos
= # U = > =
U= 7 1( )
U = 1
= * , : = ;;
; = > = ;;
; > = 1 (
= 7 = ; L!2@M ;
L!2BM= = ! * P1
• !2@
( = ; =
= : 8 1 !@F\!@E\!231 !
= ; =
= = = # $ L!@FM =
= 7 L!@EM ; = L!23M1
= # = ;
> = U= = ;
1%
• ( T : ; = 7 "
( J % + = 1( =
; = = 7 1 ; > )
= 7 ; : 8 >
; = = 1 % ;
; ; 1
Ilustración 36 “Definir Pronostico” para C21
• %
• ( ; J K = # > =
) 8
• = : 8
• !2B
• ( = ; = =
: 8 1( ] L!@@Q
!2@U!AQU!4U!DM
& = ; L!@@ * M
>
; L!AM ;
L!2@M1 ; > & = ; L!@@
& M
> ; +
L!4M ! ( L!DM) : : 1
% U= = ;
• ( T : ; = 7 "
Ilustración 46 “Definir Pronostico “ para C23
+ ; = ) = =
= ) 7 = #
1
• %
• ( ; J K = #
• = : 8
> : = = 7 =
* , :> ; : 8 )
; = Q
71
Correr la simulación
! 7 ! >
; 7 ) 1
1 = T -% 8 = >
7 =
= = T1 7>
1
= 7> = ) T
> ) 7 8
= 7 1
% = T
• = 7 $% &[ ' T
• ( J
, % - K = 1
• = 7 J ' 0 ! ( $'
'/ 1L T M
• ( = ) ; EEE
•
Ver los cuadros de pronósticos
; ) = 7 =
; = 1 ; > 6
= 7 1 (
: = 7
; 1
= ( ( ** $
( ; L0 % M = >
7 BC
= 7 2" * + ,& T
" = %
> 1
7 > ; 7
= = 7 = = 8 ;
U= 1 ; 7 =
;
; 7 T
= 1 ( 7 BC>
; 7 = 7
+ @F = = )
1 ( ) @F
= 1
, ) = 7
= ; 1 =
) 7 = > ! T
; 7 = U= )
8 6 1
! = = =
* , :1 ; > = 7
T 6= > ) =
8 ) 6 6 = 1
( 7 BC>
W@41A : WB414> = 7
+ 1
( = 7 ;# ; =
= 7 1 % > ;
: = 1
! = T ;
T > =
; 1 ( 8 = : ;
@33X> ) ;
= ; 1 , ) ; = 6 7>
) : 8 = = 6
1
( ) = ) >! T
) 8 = = 7 1 ( =
= : > = 1
; ) 6 = > T
6 = )
71
• ( = 7 + % >= -;
• ( ; 3 =
• % (
! ; ; =
) > = = W313
; 1
= J
+ % K
> = ; )
;
; AE1C3X1 ( ) * , :
AE1C3X = ; ; 1
= = ) 6 = ; 2312X
= L@33X AE1C3XM
1
: = * , : ) ;
; W2133313331 ! !
= = = 1
Ilustración 48 Pronostico para “Net Profit” con valores positivos
• ( ; 2 =
• %
! 7 BE> !
; W213 ; 1
* , : = ; AB1F3X =
; W2133313331
* , : ; =
= 7 1 : = ; )
= ; ; W4133313331
! ) * , : =
; W413331333 ; > =
= = = 7 = 1
>! = = = 1
• ( ; 4 =
• %
! ; W413
;
Ilustración 50Pronostico para “Net Profit” (2)
( = 7 J
- & 7 4@
; FFX1 ! ; =
; W4133313331 * , : ;
= ! * P =
= 1
13. CRYSTAL BALL TOOLS
: ! = * )
= 1 % 7
:
= = 7 >
7> ) = 7
; )
= 1
( : ) ! = 7
D
:&
! 7
( - !:
-; =
7 ;
> 8>
= ; > 8
5
http://www.crystalball.com/crystal_ball/cbtools.html
13.1. Herramientas de Montaje del modelo
7
! (6 ; :
! > T! - = = >
: &1
( : ) = 6
= = Q : =
) ;8 = > >
;
7> = :
= ) 6
1 = >= 8 = 1
6
http://www.crystalball.com/spotlight/spotlight10.html
13.2. Herramientas de análisis
13.2.1. Bootstrap
( # = = 7 ? ;
= = = 7
= 1 > : )
; >
= = = 7 >
7> 1
( = 7
= > = = 7>
7> = > 1
( ; ) ; =
= 7>
7 ; = L )
= $ ; 6= M
>
) L: M
>
7 ; 67 >
= >
; T
=
; L 7
T = M
( # = ; = ;; T =
> = ; = ;;
L > > > 1M = ) T
= = 7 ) ; 1
# = : =
7 > 7 = >
; 7 = ;; ; = )
8 1
( : = > =
> = ; ; 8 > !: U > Q
7 = = ; = ; 7 )
8 = = 7 7
1
( : = : )
= = ; > =
= ; ) 8 Q
> = (6 > = >
8 ) 1
Ejemplo
( = ; = 8
; ! ; >
Q= 8 ; ;
= > = = @EEC 233B> =
= : ;
= 7 ; 1
% 8 :&
( = = ; : (6 >
; ! > T !- : 1
= : &> = @ B
; 1
( = 2 B = >
=
= =
1
> = 7
> = ; : 8 1
! ; =
: 1
= 7 7 >
; 7 = ;; = 1
% B B
)
= 1
( = = ; 7 7
>) = 3 @1
= = 7 ; 7
>= = = 1
: > = : 8
! = = = T 7
(6 > ; = = ; :
= 1
( T, = 7 = ; =
7 T
7 ! >=
^ = 7 ,
:& 8 = > = =
>
= = 1 % :
= 1
Ilustración 52. Vista “Statistics”. Observese que el coeficiente de variación es del 9%.
: 7 =
= > 8 ! % >
= = = 7 8 = 71
! : J : &K 8 >
= ; 7> 8 ; 7
= $ > )
1
( ) = )
= 7 L& M= WD1233> =
; 7 = E@>2X = 6
= ; = : ; 1
) 6 ;
= = > =
= 7 U= >
= 7 = 7
; =
= 6
= 71 = ; ; =
) 6 >
A
(6 7
7 =
( 7 $ ) ;
7
Cárdenas Héctor, Curso de Econometría, capitulo 2. Profesor de la Facultad de Ciencias Económicas de la
Universidad Nacional de Colombia
= L ; 6=
6= M
> = 7 = 7
= Q= 8 =
- ; 67 6=
V@ = 7
V2 6= 7 = 7
VB 6= 7 Q
; ) : ; 6= ) ;
= ; 7 6= > >
/ = 7 = 7 ! ;
7 6 ; ) ; 6=
= > ) ; 7
Q = =
) ; > = ; ;
) = = 1
7C = 6 ) ;
= 6= = 7 > 6
7 = > )
: @ = 6 ;
8 7 6 1
8
Mide el grado de asociación lineal entre la variable dependiente (endógena) y la independiente o exógena,
eliminando el efecto de las demás variables del modelo
! = T = ; =
= 7 6 )
; > = 7 ; =
> >= > 1
( = 7 ; : =
T !- > = 7
= = > =
7
= = 1 > = =
: 8
> ; = : = )
71
7 = =
= >
$ 7 ; > =
: 1
7> ! ;
8 >= ) 1
Ejemplo
! 8 = * ;
> = ; 7 =
L > = 7 7M ;
6= > Q
7 = = 1
7 T
= 81
% 8 ! 7>
; ! (6 ; :
! = 8 LK K
M>
8 = > > =
= 7 L D33M>
LEEEM ! 1
, 7 = 7 J K
7 L M
1
= 7 = ;
7 DF1
!- > 7
= 7Q
; ;# = = = :
; ; = 8 =
1
( $ >
= > = 8 7 1 (
7
2333
233@
2332
233B
! 7
2333 @>333 3>233 3>B33 3>@33
! 7
233@ @>333 3>@33 3>B33
! 7
2332 @>333 3>433
! 7
233B @>333
( ; ) 8 ; ) >
= ) ) =
J K = = >
7 8 1
> 7
! 1
7 = 7
> ) =
1
( : = ;
> # 7> )
: = ; = > 7 = ) ; >
; > = = Q
; > ; = 1
= ) ; ;
= 7Q ) ; >
: # ;# ; J
= ; 7
= K J = # K
1
( - : = = ; 7
`- !:
` = !:
) = ! ) 2D3 ;
= : = : 1
Tornado Chart
( : = ; ;
= = > = 7
= > $ = 7= 6
= 7 = ; > >
) ; = 7
( : = ; ;
! > ;
8 ; > :
; 71
; 7 )
; = 7 Q= ; ) =
= 7 $ ; )
81
(6 = 7 = ;
> 6 7 ;
# = 1 6
= 7 = = ; > ;
7 U
= 71
Spider Chart
$ 6 6
= 7 = ) #
; = ; 1 ! =
> = > ) ;
; ; = 7Q )
: = ) $ ; = 71
Ejemplo:
% 8 = ; ;
: 8 ) # >= )
= = 8 1
; T !- > - !: > =
> ;8 L= @ BM1
; L= 2 BM
= 1!
) ; ) ;
1
! 1
( = B B ; = =
L @3X E3XM
T = L DM
> =
6 L 8 =
= 7M
( = 7 = = 7 ( #
- = = = ; 1
= 7 - !: = !:
! 1
: - !:
= !: >
8 = = : 1
Ilustración 58 - Tornado Chart
- !: = !:
; ) :
= ; ; = > =
= = ; =
71
8 = : =
6 = = ; ;8 >
6
@33X > 7 = ;
= ; : = = ;
1 ( = ; ; )
7 7 ; 1
14.2. Herramientas de Análisis
14.2.1. Bootstrap
( # ) ) 6
= 7 Q
: ) ; 7
= 6 > =
1
: # ; >=
) = ; 7 >
= = 71
! ) = ; => = 6
> = ;
; > = 7 ;
> = =
# 1
7 ; 7 =
; = ; ;
1
(6 # =
( # = ; = # 7 T
( >
= ; )#
7> 1 7
; = 1
( ) = # = ; =
7 6
= 7 ; 7 ; = >
; Q # 7
= ) > ) = 8 7 7
: ) # 71
( # 7 ) = ;
= # > = # : > = ;
5 6 > U5: > Q =
= ; 7 ) = :
Q ; = =
; 71
( ; = = ; >
= 6 = >
# = 8 >) ;
T = = ; =
= = 1
Ilustración 61 – Comparación única simulación vs. Multisimulación Fuente: Tools tutorial
14.3. Ejemplo:
% = 8 = > )
= = ; > 7 ; 1
( ) : ; )
= : ! Q =
; (6 ; : = 8 = = >
= : ) = ; ! =
8 ) = 7 1
Ilustración 62 – Vision general Modelo “Planta energia nuclear”
!- > = 7 =
; = ;8 )
1
6 =#
= = 7> 7
= = 2 B ; )
# T 7 = ; = #
) = # 1 ! 1
( = = B B = )
= T > = =
D33 > $ 7 = 7 1! 1
T, = >
= 1
= = 6
@X EEX> = 1
% 7 ; =
= > > 7 > >
> < 7Q
= = =
6 > : 1
=; = = = 7
= = ) = ) >
) ; = 1
! 7 L M
7 > = ;
; = ) ) 1
( 6 7 )
Q = ;
7 >
7 > ; 7
; 71
% = 8 > 6=
; = > $ 7
(
!
<P
7
7
, 3>C2 3>C2 3>32 3>33 3>33 B>3A 3>32
3>AC3 U U U U
@>333 3>3EA 3>3EA 3>3@4 3>@FB 3>@2B
@>333 U U U U U
3>3EC 3>3EC 3>2EB 3>3FA 3>@@E
7 U
( @>333 @>333 3>@CF 3>@A2 3>EEE
* U
@>333 3>@CF 3>@A2 3>EEE
<P U U
@>333 3>BFD 3>@CF
^
@>333 3>@AD
!
* 7 @>333
Ilustración 64
14.3.1. Tabla para la toma de decisiones
; 7 ) = >
) ; = = >
8 ; = = 1 + ;
; > = ; )
; 7 ; = 71
( : ; = 7 ;
7 ; 7
= 71
% ) ; 7>
) = = 7
> 8; =9 ! 1
+ ; =9 >
) : Q = ; J= 9 K
= J K) ; !
: 7= = 7>
; 1E
Ejemplo
! 8 ! 7 ; > )
; 8 = 7 = )
; = ; >
7 = ; 7>
= ; =
8 = 1
% ; : ; ! >
TJ K = T
7 T
> EEE1
• 7 ! > ;
; = = =
: T, 1
• ! ^1
• = 7 !- > ) = ;
7> ;8
1
• ( 8 = 71
E
!; ) : :
= ; ! % 233312> 7 = 1
• ! > = 7
=
• ; 71 ! 1
) = = = = ;
7 ) 1! 1
= )
= > $ ; > T =
7 L= ; ; D33M
1! 1
L3>BFCCCCCEM
L3>BAAAAAACM
L3>BCFFFFFAM
L3>BEDDDDDFM
L3>43444444M
L3>4@BBBBBBM
L3>42222222M
L3>4B@@@@@@M
L3>BFM
L3>44M
%
L@BD33M 3>C@ 3>C2 3>CB 3>C4 3>CD 3>CD 3>CF 3>CA 3>CC 3>CE @
%
L@BCBB>BBBBBM 3>C@ 3>C2 3>CB 3>C4 3>CD 3>CD 3>CF 3>CA 3>CC 3>CE 2
%
L@4@FF>FFFFAM 3>C@ 3>C2 3>CB 3>C4 3>CD 3>CD 3>CF 3>CA 3>CC 3>CE B
%
L@4D33M 3>C@ 3>C2 3>CB 3>C4 3>CD 3>CD 3>CF 3>CA 3>CC 3>CE 4
%
L@4CBB>BBBBBM 3>C@ 3>C2 3>CB 3>C4 3>CD 3>CD 3>CF 3>CA 3>CC 3>CE D
%
L@D@FF>FFFFAM 3>C@ 3>C2 3>CB 3>C4 3>CD 3>CD 3>CF 3>CA 3>CC 3>CE F
%
L@DD33M 3>C@ 3>C2 3>CB 3>C4 3>CD 3>CD 3>CF 3>CA 3>CC 3>CE A
%
L@DCBB>BBBBBM 3>C@ 3>C2 3>CB 3>C4 3>CD 3>CD 3>CF 3>CA 3>CC 3>CE C
% 3>C@ 3>C2 3>CB 3>C4 3>C4 3>CD 3>CF 3>CA 3>CC 3>CE E
L@F@FF>FFFFAM
%
L@FD33M 3>C@ 3>C2 3>CB 3>C4 3>CD 3>CD 3>CF 3>CA 3>CC 3>CE @3
@ 2 B 4 D F A C E @3
: 8 7 = ; 7 )
; 7> = ;
= = 71
% > = =
;# 7> )
7 7 = Q
; 6 : T = 8
7 ; ; 7>
: = > 1
% 7 = T = 7
; > $ > ) 6=
# > )
L > > 1M
= = 7 7=
J ; 7K > > ) = ;
> 7 )
= = > ) 8
= ; 1
= >
= > = ; = ; 7
=
= ; 7 >
G( ; 7 >
H
= (6
= $ ; > ; > =
= ) $ = 7 ; > = a G 8
= 6=
= ;
! = ; 7
= ; U
*1 1
G
= ; 7
;
=
; H >
G
>
* >
!= 7 =
= 7
= 7
; 7 742 > = ; 7
) = ; >
) 7 8 8 = 8
= > 8 ; 7 ; @D31
% = ; 7>
7 J , K 8 >
; % 71 ( ) =
= ; > :
1
( = = =
7 > ) !
= 7 ; = 7>
= = > = = L@XM
) = = EE =
; 8 L@X1M
%
= 7> ) = > ) = : )#
= ; 1
Ejemplo
J
= K
>
; : = = =
> ;8 = = > =
; > = = Q :
= )
= 8 7 = > =
= =
= ) 1
! = ;
! ; : :
( > 7 = 6= 7
= ) ;
( = = ; : 7 =
(6 > :
T!- > ! Q =
;8 = 7 7 1 !
1
( 7 = 7 > = )
= = 3 @33 = 1
8 7> = =
;8 = 71
% 7 ; ) @333 T
6 = > =
233B> ) 8 = ;
= 1 /
; T =
1
, 8 = ) ;8 =
= 7 : > @333 =
= 7Q ) = 3 @33> =
; @333
= 7> = : Q
; = )
! 7= 1
= ) 8
J ( K = 7
; = ) :
= 7Q ; 6 = = ;>
; =
3: @331
% > = = =
= =# 76 1 % = 7
> = ) = = = =
(6 EA (6 23331
( ) ) = ) ;8 !
(6 EA 2333> ; ;
= > ) = ; = 1
% 8 = =
= 7 > 1
= : = 7
: 1
( = > )
1
( ) > = = 7
; )
% > 8 = 7
= > = =
; = = >
) 7 >
) = 7
1
A1 9 = = ; 1
, <
=
!
$
=
7 L!
7
M
( = )
Q ) ) = 7
= > = ; ; )
) ) = 7
) 7
= = =
14.3.3. Simulación bidimensional
;
7
= ; = = ;; )
= ) ; 7 = ;
1
( = = ) = ;
71 (
7 ; =
= 1
* ;
( ; >
> = $ ;
; )
#6 ) = Q 7 =
) = 7>
) = ;
7 = ; 1
; = ; ; = ; 7
> ;
= 1
% : = > =
@3
; ; > =
7 = ; 7 = 7 =
= ;
= ; 71
( : ;8 7
> = =
= ;; Q 7
; 8 ) 7 =
1
( = 7 ;
> ) = = ;
= ; 71
Ejemplo
= : ) ) ;
) ! 8 > = ) =
: 8 = 8
: 1
10
Hoffman, F. O. and J. S. Hammonds. “Propagación de la incertidumbre en situaciones de riesgo: La
necesidad de distinguir entre incertidumbre debida a la falta de conocimiento y la incertidumbre ocasionada
por la variabilidad” Análisis de Riesgo, vol. 14, no. 5. pp 707-712, 1994.
( = = =
7 ; Q=
: : 7 >
(6 ; : 7 =
> ; =
: J
, K 8 7 = =
7 T EEE>
7 !
( T! - T = 7 :
> ; = 7 7 ; >
;8 1
! ;8 ) = $ >
= 7 1! 1
= 1
= - $ =
7Q > = =
% = 8 7 = @33 =
@>333 > = 1
: : = ; 7
= =
; 1
: = 7
= 7 ; = 71
, <
, <
, <
, <
, <
, <
, <
L@M
L2M
LBM
L4M
LDM
LFM
LAM
3>C2 3>C2 3>C2 3>C2 3>C2 3>C2 3>C2 3
-
7 L! M 4AA323@>FEE 4D33B@4>@B D32CEB4>CC@ D@AAD23>FB4 DAD2A3C>C3F DAF@CAB>FE2 4C2DD32>C@2 D
, FX DX DX DX DX 4X DX F
= ;
= 7> = ; >
L = M ; 71
( # = 7 = =
= > ) :
:
@3D
%2 # - )
T = ) $
= = =
> ; = ;; >
; ) ;
: 1
: = $ = =
= = ; =
; 1
( = ; = 7 = )
= 7 = 7 L @X :
EEXM
1
@3F
%2 # - )
= = ) 8
: 8 7>
= ) 8 # )
= : ! >= 8
> ;8 #6 7
) ; ; = ;
1
• - J= , :1 K
QF : ( Q
( 1% Q@EEAQ% 1 @UFA
@3A