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!

" #

$ $

$ $ % &
# ! " # $

& $ ' # % &

' $ # ' ( ) % *

+ *(, + ! + !

&! - ( ! (+! (! +. !

+ ( +& , '- ! /! + ! ! +(

0 -' 1!1

+ *( ,( 2334
!,/ -
&-5 ,( ( + / ! + ( ,( 0

! $$ ( ') !

!" # #

6 7

+ "
: 6

# , , " ,

! , 7

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

@@1 ,(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 +' ( (,, (+- A@

@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

@D1 0, &N /5( 0, &N @3A


2. INTRODUCCION
! = )
)
> :
) = =
7 ) ; > )
= = ;; #6 > ;
= = 1

( = ) : ) :
> = !
( 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

5.1. OBJETIVO GENERAL


! 8 : ) P !
O > ) = =
) = ; ! ( 7
; ) = =
= 7 ! ; &!(1

5.2. OBJETIVOS ESPECIFICOS


• ! 8 : ! ) =
; 7 =
) ) 1

• $ = 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. ALCANCE DEL PAQUETE


( = = = 7 >
= = ) : ) = =
= 7 > = ; ) = =
7 1

( = ; ) = )
: ; > ) = 7
= ) # = ) ;
= = > = 8
= ;; ; 1

! = 7 = 7 > = =
=
1 + = )
= ; > = = =
= 7 T 1
8. CONCEPTOS BÁSICOS

8.1. ¿Qué es riesgo?


! 7 = 6= ; >
) = =# #6 > =
; 71
= ) =
) ; 1

> = ; )
= = ; > =
= >
) = 1

8.2. ¿Qué es un modelo?


= = ; > 7
> = 7 )
: 8 = = ! 1

% = = ; =
>
= ) #>
; 1

! ) = ;
= > 7 = >
= )
= 7 ; = )
8 7= = = 7> ;
7 = 7 1
Ilustración 1. Ejemplo de Cristal Ball en MS Excel

! : 7
; : = =
= ) = =
= > ) ) ; ; >
: = > 6 1

8.3. ¿Qué es la simulación Monte Carlo?


7 ) # ;8
= = 7
1 ( = =
= 1

8.4. ¿Qué sucede durante una simulación?


7 T =
= 8 = ;
= ;; = ;
1 ! 2333 =
L M ) 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

8.6. ¿Cómo analizar los resultados de una simulación?


% : 8
= > ; > > )
1 ! 2333 =
= 7 @1 = = 7
>! = 7
= 1

7 = ; : >

@ = 7 7 )
1
= ;; > = = 7 1
7> = = 7
; : ; 7 1 = #
= ;
) 1

Ilustración 2. Cuadro de diálogo - Define Forecast

8.7. ¿Qué es la certeza o certidumbre?


! ; = 8 )
= 7 = 1 %
> =
= > ;# = ; = ;;
1 ( ! 6 =
= 1(

8.7.1. Grafica de sensibilidad:


% ; 7 = L ; M
= 7> ) = 1 %
= = G9 # ;
H ( ; =
; 1

8.7.2. La gráfica de sobreposición:


( = T = = 8> )
# : 8 1 (
8 1 ( : = ;
G! = ; L
M
H1
8.7.3. Gráfica de tendencia:
% = 7 ) = 6
; 1 G!7 ;
= H

8.8. ¿Cuales son los beneficios de realizar un análisis de


riesgos con Crystal Ball 2000?
! 8 ! : ; >
=
) = = = 1
! = >
= = 7 : 1

+ 6 : 8 (6
7 ! = T =
: 8 ; >
: ! 1

! ; ! )
1

! ! 7
= > ) : )
= 1

8.9. ¿Qué es Optimización?


= 7 = ) 8 7=
7 = 1 + : 8
= 7Q ; # =
; ) =
L%1(8
1 0 M ) 6 )
= ; 1

% 8 = > = 7 = =
; ; 7 = = ;
; ; 1

! : 8 > =
= = = (6 1
; = =
1 ! =9 > = ! > =
=
: ; = (6 > = ;8
; 1 > =9 =
; 7= ;
; = 1

8.10. ¿Que son los pronósticos de series de tiempo?


= 7 = # = 7 )
8 : 7 = = 1 (
: 7 J = K
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

11. REQUERIMIENTOS DE SOFTWARE


% 8 ! > ;
P ) = 1

• = 5 P EC> 5 P
( L M > 5 P +- 413 5 < % <F
= > 5 P 2333 % > 5 P V% ( >
5 P V%%

• (6 EA> 2333> 2332 LV%M


> 233B1

• (6= D13 = 1L M

• ; ; , 413 = L = =
7 = = M

12. COMO USAR CRYSTAL BALL

12.1. ¿QUÉ HACE CRYSTAL BALL?


! 6 = = ; : 8
(6 = 7 = )
P = 8
1! (6 >

• = ; = 1 ! >
6= >
= ) : = ;
1

• ( J
5: U K = =
7 ) = ;; T
= 1

! =

• % ; = ; =
; : 8 1 > )
= ) 6=
= 1

• = ' &!" $ &> !


8 = 7 )
= ; = ;;
) 1

8 = ;8 ; 8 =
! 1

12.2. ¿Cómo abrir el programa?


! P =
> : = > ;8 ;
: 8 = (6 O1 ( =
; ; (6 ! >
;8 1

% = ! :
; = 8 7 > ;8 ; 8 =
! %: 1% ; 8 =
! > = : T 1 T
= ; = 7 !
: ; = 1

= # ; = 7> ! =
; ; 7 ! ; ; Q
; >= ;; : = 7 =
(6 L= ) :
7 P M
1

Ilustración 3 Barra de tareas ejecutando Crystal Ball

; ! 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

12.3. ¿Cómo Crystal Ball mejora Excel?


: 8 (6 6 : =
> = = 7 : 1
7 (6 ) > =
= Q ) = ;
; 1

! 8 (6 = ;
= >
; 1% ! T
; : (6 1

Ilustración 5 Barra de Herramientas de CB

! = ; ; : = =
= ) : 1 =
; = 8 6
= ! 1 7
T ; ; = Q
1

T !( L M
> ("
(! - , L M
! (,, (+- L M
1

Ilustración 6 Barra de Menús de Excel con CB

( T!( L M= ! 1

Ilustración 7 Menú Cell

( T ("(! - , L M
> =
1
Ilustración 8 Menú Run

( T ! (,, (+- L M
: 7 > : = =
( 7 % ! 1

Ilustración 9 Menú CBTools


12.4. ¿Qué es un supuesto?
( ) : 8 6
; ) = 1 ; (6
= > =
= ; 1

( > ! ;
= ;; J = K) = = ;;
= ; = ; 1 ( ;
= ;; = 7 = ;
; 1 ! ; 7
= = = 1

( 8 = = L! %: M
> ;8
; > L ;#
! = 0 M
1

( 7 = =
; 1

12.4.1. ¿Cómo definir un supuesto?


( = = = =
; > > ; ) ;
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

Ilustración 12 Distribución Triangular para la celda B11

1 = )
; T ) = ;8 = =
1
= = > > 6 >
= ;; 1 ( = ;
) T >
8 = ! %: 1 U = : ;
1% = : ; 7 J = K
L = M
1

Ilustración 13 Celda supuesto % Long Distance (B11)

;
L @3M
1 : ; ; 7
J = KL = M
1 : ; 7
1

; ) = = : ; 43 >
) = B43 4F31 =
7> ; 7 231

Ilustración 14 Distribución Normal para la celda B10

: ; = L M 1 ( !
= = ) 1
Ilustración 15 Celda supuesto Actual Minutes (B10)

( = = 7 !
1

12.5. ¿Cómo definir un pronóstico?


: ; ! 1 (
= 7 > ) 7 )
= U = 1 = 7 ;
#> ) Q 0 + > *
= + >!= % , 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

Ilustración 16 Cuadro de dialogo Define Forecast

! : L! M : ;
> ) ) = 7 = ! 1

Ilustración 17 Celda pronostico B14

: = 71

12.6. ¿Cómo correr una simulación?


B
! 7 ! =
: 8
1 ( ) J
5: U K
= > = ; 1

% = > ;) ;
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)

12.7. ¿Como analizar los resultados arrojados por el cuadro


de pronósticos?
7 = = 7
8 >= 1

#% ; =
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

Ilustración 22 Cuadro de Percentiles para la celda B14

( : ) W41F@ ) : ; = :
; ) = ;
: = 1

: = = ; 7 ! 8 ;
! ; L !: M
1
12.8. ¿Cómo usar el cuadro de sensibilidad?
= ; = ; =
; > = )
= 1

% 6 = ; = 7 =
: # $ ! 1 %
> : ; 7 J
! ; KL
!: M 1

Ilustración 23 Cuadro de Sensibilidad medida por el rango de correlación

=
= 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

12.9. ¿Cómo generar un reporte?


% = 7 ! 1
% : ; ; 7 J
! = KL! ,= M
: ! 1
Ilustración 25 – Cuadro de diálogo Create Report

=
) ) ) = = ) $ 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

12.10.1. Distribution Fitting


: 7 ) = = >
= = 7 ; & = ; ; 7 J
&K
J ; 0 K
1

Ilustración 26 Galería de Distribuciones

Ilustración 27 Cuadro de dialogo Fit Distribution


12.10.2. Correlated Assumptions
: ; = > 7 >
7 ) =
71 ( : : :
: 8 ;8 (6 1

( ; 7 % ) = )
= 1

Ilustración 28 Cuadro de dialogo Correlación

12.10.3. Precision Control


( ! % 7 ! = )
) T 8
= = = 1 ( = 7 ; 7
% ! 1
Ilustración 29 Cuadro PrecisionControl

12.10.4. Overlay Chart


) = = 7 > J : K
= T = = 7 ; 7
1( : = ; ; T (

Ilustración 30 Cuadro de dialogo Overlay Chart


12.10.5. Trend Chart
* + T = = 7 > =
; ; = ;
1 ( : = ; ;
T (

Ilustración 31 Cuadro de Tendencias

12.10.6. CB Tools
= = = ) 8 7
! = : 1

12.10.7. Example Models


! : 8 = ) =
;8 = = : = 7
= # T 1
12.11. EJEMPLOS DE APLICACIÓN DE MODELOS

12.11.1. PRIMER EJEMPLO. “Futura Apartments”


( 8 = > = = 8
& = 1 7 ) = 7
B3 ; ;8 =
71

Ilustración 32 Hoja de Calculo “Futura Apartments”

! ;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

Ilustración 33 Pronósticos de Ganancia/Perdida para FA

• =

• % 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 =

• %

Ilustración 34 Probabilidad de Ganancia para FA

( = ; L! M ; = 8
= ;; = W3 =
: = > ) : : 1 !
7> 8 = 7 =
7 & = 1 -
7 B> =
; L0 W3M = 6 EBX1
+ ;# ) = W2333>
; > : 1

Como usa Crystal Ball la simulación de Montecarlo


( = ; ; )
: = 8 ) 1 (6
: ; = = ;
1 7 # )
) T ; T
T = 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

Definir Testing Costs. La Distribución Uniforme


: > * , : : W@313331333
! * P = WB13331333 W
D13331333 = = ; > ; = ;
1% ; > J- K>* , : )
) WB13331333 W D13331333
= ;; 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 =

Ilustración 37 Cuadro de dialogo “Distribución Uniforme”

) !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

Ilustración 38 Distribución Uniforme para la celda C5

= >
; 7 ; = 7 2F1
> = = 1 = #>
7> ! = !D )
B D 7 1

• ! = : 8

Definir Costos de marketing: La Distribución Triangular


* , : = ; <
! * P> = ; = & 1 ( =
= =
= $ = ; = =T;
= 1
= ; > * , : = W@213331333
W@C13331333> W@F13331333 = ;; 1
* , : 7 ; 7 = ;
! < > ) ; 7 ; 7
= 6 > = ;;
1

% U = = ! < L <
! M

• !F

• ; = 7
= : ; : ! 1 (
J $ ) , -+ = 1

• ; J ; 7 - K

( J ; 7 - K =

Ilustración 39 Cuadro de dialogo “Distribución Triangular”

: = ) = = ; 7 1 !
= ; 7 2A> = =
; 7 = =
; 7 1
• ( ; @2 =

( = W@213331333> ) *
, : = ! <

• % = = ". / # $$ 0
(
@F> ; 1

( = W@F13331333> = ;; =
! <

• % ; @C =

( = W@C13331333> 6 =
! <

; 7 ; = 8 1

Ilustración 40 Distribución Triangular para la celda C6

7> ! )
@F @2 @C1

• = : 8

Definir pacientes curados: La Distribución Binomial


) & = ; ! * P> * , : ;
= ; ; @33 =
$1 * , : = ) & = ; =
! * P = = 23 = >
) ) T 1 ( = ; > 23X
= ; 7
= # ! * P= $1 * , :
> = # = ; = )
= 8 #6 2DX1

% ; > 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

Ilustración 42 Distribución Binomial para la celda C10

7> ! T 3
@33> = ) =
& 1

• = : 8

Tasa de crecimiento: La Distribución Personalizada


* , : : ) = = 6
4313331333 = ( = 8
3X DX = 7
$ ) ! * P = ; 1

; > = < : )
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

Definir penetración en el mercado: La distribución normal


( = < ) = 7
= = 7 = * , :
; CX
7 2X1 J+ ; K )
* , : = ; =
FCX = ; = = 7
7 = ;8
7 = >
FX @3X1

( > CX> )
>
= ; = 1 = <
DX> = #
= = 1

* , : 7 ; 7 = ; ;
J < % K
1 % U = =
= 7

• !@E

• = 7

• ; 7 +

( J
+ ; K =

Ilustración 34 Cuadro de dialogo “Distribución Normal”

: = ) = = ; 7
7

• = C133X> ; CX
= ( = = CX =
= 7 1

• %

• ( ; 2X = !
( = 2X = 7 1

• ; 7 = 8 >
) ; 7 ; > ;
= = ; 1

• %

• ( ; DX = = ) = 7
=

• ( = DX ) =
= 1

• ; 7 ; = 8 1

Ilustración 35 Distribución Normal para la celda C19

7> ! )
; 7 ) CX
= ;8 DX ) 1

= : 8 1

Definir pronósticos
= # U = > =
U= 7 1( )
U = 1

= * , : = ;;
; = > = ;;
; > = 1 (
= 7 = ; L!2@M ;
L!2BM= = ! * P1

Calcular el beneficio total


! = = 7
71 ( > = = ;
; U= 1 %
= ; 1

• !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

Calcular el beneficio neto


U= = ; >
; = ;

• !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

• ( = .' ' '/ ( &L 6 M


>
; D33
• (L M

• = 7 J ' 0 ! ( $'
'/ 1L T M

• ( = ) ; EEE


Ver los cuadros de pronósticos
; ) = 7 =
; = 1 ; > 6
= 7 1 (
: = 7
; 1

= ( ( ** $

( ; L0 % M = >
7 BC

Ilustración 47 Cuadro de Pronostico para “Net Profit”

= 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

Interpretar los resultados

Entender el cuadro de pronóstico

! = = =
* , :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

Determinar el nivel de certidumbre


: = * , : ) ; )
= ; = ;
= 1 % ;
=

• ( = 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

Ilustración 49 Pronostico para “Net Profit”

* , : = ; 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

13.1.1. Batch Fit


: & : = ;
F
= 1

! (6 ; :
! > T! - = = >
: &1

13.1.2. Matriz de correlación

( : ) = 6
= = Q : =
) ;8 = > >
;
7> = :
= ) 6
1 = >= 8 = 1

13.1.3. Tornado Chart


( = = ) ;
; ;8 > 8 6
; > = = 1

6
http://www.crystalball.com/spotlight/spotlight10.html
13.2. Herramientas de análisis

13.2.1. Bootstrap
( # = = 7 ? ;
= = = 7
= 1 > : )
; >
= = = 7 >
7> 1

13.2.2. Escenario de decisión


( = =
6 ; 7 = >
7Q
71

13.2.3. Análisis de escenarios


) = ; =
> ) = ; =
= ) = = 1

( = 7
= > = = 7>
7> = > 1

13.2.4. Simulación Bidimensional:


= ; )
= = 7 >
7 =
1

( ; ) ; =
= 7>

7 ; = L )
= $ ; 6= M
>

) L: M
>

7 ; 67 >

= >
; T
=

; L 7
T = M

14. ANÁLISIS DE LAS HERRAMIENTAS


: = = ; =
8 = )
1 7 8 = =
: L 8 M
> =
= ; =
7 1

14.1. Herramientas de Montaje (Setup Tools)


% : 8 =
; * *
! 7 ; 1

14.1.1. Batch Fit o Herramientas de serie

Ilustración 51 Asistente de Batch Fit

( # = ; = ;; 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

Ilustración 53 . “Frequency chart” del ejemplo


14.1.2. Matriz de correlación

Ilustración 54 Matriz de Correlación

) 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 =

/] @2>B2@4CEEC _ 3>3EACDFCB V@ _ 3>42F4442@ V2_ 3>4DBF4CFA VB

- ; 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

Ilustración 55 – Matriz de correlación

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

Ilustración 56 Cuadro de EStadisticas

!- > 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

14.1.3. Cuadro Tornado Chart

Ilustración 57 Asistente de Tornado Chart

( : = ;
> # 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

Ilustración 59 - Spider Chart


( 8 = > 4 = = >
; >
; > = 7
; ; = ; 81

- !: = !:
; ) :
= ; ; = > =
= = ; =
71

8 = : =
6 = = ; ;8 >
6
@33X > 7 = ;
= ; : = = ;
1 ( = ; ; )
7 7 ; 1
14.2. Herramientas de Análisis

14.2.1. Bootstrap

Ilustración 60 - Asistente para 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

14.2.2. El método de la Multisimulación


! = >
; 7 > = =
7 = =
7 = > ; 7 7
L M 1 % = 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

Ilustración 63 – Frecuency chart para la variable “Mean”

! 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

Ilustración 65 - Asistente para la Tabla 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

14.3.2. Análisis de escenario

Ilustración 66 - Asistente para el análisis de escenario

( = = =
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

3>3@X 3>AD BBE@4EF>3DF BEEE>ED3FE DX 22X

3>32X 3>AD DEED@FE>42B BEEE>EC242A DX 22X

3>3BX 3>AD 4F2BA4F>@B@ BEEE>E23@BE DX 22X


3>34X 3>AF D2C2BCB>3@E 4333>@3EAD DX 2@X

3>3DX 3>AF 444CF4D>AAA BEEE>ECFC34 DX 2@X

3>3FX 3>AF 4AA3B4F>ADD BEEE>E4D@ FX 2@X

3>3AX 3>AF DCA@@BA>C4D BEEE>EAEBCD DX 2@X

3>3CX 3>AF 4B3B@@@>AB@ 4333>@3@F2F DX 2@X

3>3EX 3>AF D4F4C2E>@CA BEEE>E3342F 4X 2@X

3>@3X 3>AF 4E3B@24>@2A 4333>@@BBCB DX 2@X

3>@@X 3>AF 4EACAB4>FA4 4333>344ED 4X 2@X

3>@2X 3>AF D@@4C24>BDC BEEE>E4B3FD DX 2@X

3>@BX 3>AF 44CFD@3>CFD BEEE>CCE242 FX 2@X

3>@4X 3>AF 4D@ABFF>E32 BEEE>CDFFE2 FX 2@X

3>@DX 3>AF D2F24@F>E4F 4333>3B2CEF FX 2@X

3>@FX 3>AF BCD2@BE>C 4333>342D4C DX 2@X

@>FDX 3>AC D4ABE@A>4EF 4333>34BEC4 DX @EX

@>FFX 3>AC DDDBECE>42A BEEE>E2DCAD DX @EX

@>FAX 3>AC DD3D32B>4D@ BEEE>EE3D4B DX @EX

@>FCX 3>AC D22EDDD>E42 4333>3D4CE@ DX @EX

@>FEX 3>AC 4CF4AEF>23B BEEE>E@4BF2 DX @EX

@>A3X 3>AC 4CE3F43>F2D BEEE>EA@E3@ DX @EX

@>A@X 3>AC 4FEE2@D>B2B BEEE>E3BFCE 4X @EX

@>A2X 3>AC D3D4AFF>EC2 4333>@AEBEE DX @EX

@>ABX 3>AC DFCBF33>AF@ 4333>2@@3FA 4X @EX

@>A4X 3>AC 4AC33A4>E4 4333>@@@CE4 DX @EX

@>ADX 3>AC 44CC3FA>2D4 BEEE>E3F4C DX @EX

@>AFX 3>AC DDE2CD3>EA4 4333>3F22@F DX @EX

@>AAX 3>AC 4@E3D4B>3EA 4333>@@@DDF DX @EX


@>ACX 3>AC D3@@BC@>EDF 4333>3D33E FX @EX

@>AEX 3>AC DC2@42E>A4B 4333>@4DACA DX @EX

@>C3X 3>AC 4FE@D4C>4DC 4333>3DE@D2 DX @EX

@>C@X 3>AC 423@@C4>E42 4333>2B@BAA DX @EX

@>C2X 3>AC 4A4B43B>22 BEEE>E4ABE@ 4X @EX

@>CBX 3>AC D@2ABCB>EB4 4333>3DE@CD FX @EX

@>C4X 3>AC DB2DD34>BF2 4333>@2DF4E DX @EX

@>CDX 3>AC BFAFD3B>3F@ BEEE>CCE4CE DX @EX

@>CFX 3>AC 4CEA@AA>B2F 4333>3BA3A DX @EX

@>CAX 3>AC D3D2@F4>4AF BEEE>AE24DE DX @EX

@>CCX 3>AC 43AC244>2FC BEEE>EB@@@@ FX @EX

@>CEX 3>AC 4DEB3C3>B@2 BEEE>E@34F4 DX @EX

@>E3X 3>AC 42D2@DF>B3@ BEEE>E4D3FF DX @EX

@>E@X 3>AC DDBED@E>F BEEE>ACAAAF 4X @EX

@>E2X 3>AC DCC44F4>@@@ BEEE>EAAFFA DX @EX

@>EBX 3>AC D@CEBD2>E4D 4333>@4F@FA DX @EX

@>E4X 3>AC F4ADCF@>3@C 4333>3@3CDA DX @EX

@>EDX 3>AC 4FA33D@>44E 4333>3DF4@D FX @EX

@>EFX 3>AC 4DBF@BA>A@E 4333>33FAAD DX @EX

@>EAX 3>AC 44DBA33>FD@ 4333>3CB424 FX @EX

( = )
Q ) ) = 7
= > = ; ; )
) ) = 7
) 7
= = =
14.3.3. Simulación bidimensional

Ilustración 67 - Asistente para la 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

3>C2 3>C2 3>C2 3>C2 3>C2 3>C2 3>C2 3

3>C2 3>C2 3>C2 3>C2 3>C2 3>C2 3>C2 3

3>32 3>32 3>32 3>32 3>32 3>32 3>32 3

* 3>33 3>33 3>33 3>33 3>33 3>33 3>33 3

<P U3>@3 3>@2 U3>3B U3>3E U3>3E U3>32 U3>@@ 3

^ 2>EA B>2A 2>A3 2>ED 2>CA B>BB 2>C2 2

! 1 * ; 3>32 3>32 3>32 3>3B 3>32 3>32 3>32 3

3>AD 3>AF 3>AD 3>A4 3>A4 3>AD 3>AF 3

6 3>CA 3>CE 3>CC 3>CE 3>CC 3>CE 3>CE 3

, 3>@2 3>@B 3>@B 3>@4 3>@4 3>@4 3>@B 3

DXU 3>AE 3>AC 3>AE 3>AE 3>AE 3>AE 3>AE 3


@3XU 3>AE 3>AE 3>AE 3>AE 3>AE 3>AE 3>AE 3

@DXU 3>C3 3>C3 3>C3 3>C3 3>C3 3>C3 3>C3 3

23XU 3>C3 3>C3 3>C3 3>C3 3>C3 3>C3 3>C3 3

2DXU 3>C3 3>C@ 3>C3 3>C3 3>C@ 3>C@ 3>C@ 3

B3XU 3>C@ 3>C@ 3>C@ 3>C@ 3>C@ 3>C@ 3>C@ 3

BDXU 3>C@ 3>C@ 3>C@ 3>C@ 3>C@ 3>C@ 3>C@ 3

43XU 3>C@ 3>C@ 3>C@ 3>C@ 3>C@ 3>C@ 3>C@ 3

4DXU 3>C2 3>C2 3>C2 3>C2 3>C2 3>C2 3>C2 3

D3XU 3>C2 3>C2 3>C2 3>C2 3>C2 3>C2 3>C2 3

DDXU 3>C2 3>C2 3>C2 3>C2 3>C2 3>C2 3>C2 3

F3XU 3>C2 3>C2 3>C2 3>C2 3>C2 3>C2 3>C2 3

FDXU 3>CB 3>CB 3>CB 3>CB 3>CB 3>CB 3>CB 3

A3XU 3>CB 3>CB 3>CB 3>CB 3>CB 3>CB 3>CB 3

ADXU 3>CB 3>CB 3>CB 3>CB 3>CB 3>CB 3>CB 3

C3XU 3>CB 3>CB 3>C4 3>C4 3>C4 3>CB 3>C4 3

CDXU 3>C4 3>C4 3>C4 3>C4 3>C4 3>C4 3>C4 3

E3XU 3>C4 3>C4 3>C4 3>C4 3>CD 3>C4 3>C4 3

EDXU 3>CD 3>CD 3>CD 3>CD 3>CD 3>CD 3>CD 3


%2 # - )

= ;
= 7> = ; >
L = M ; 71

Ilustración 68 - Overlay Chart

( # = 7 = =
= > ) :
:

@3D
%2 # - )

Ilustración 69 - Grafico de tendencias

T = ) $
= = =
> ; = ;; >
; ) ;
: 1

: = $ = =
= = ; =
; 1

( = ; = 7 = )
= 7 = 7 L @X :
EEXM
1

@3F
%2 # - )

Ilustración 70 - Trend Chart

= = ) 8
: 8 7>
= ) 8 # )
= : ! >= 8
> ;8 #6 7
) ; ; = ;
1

15. BIBLIOGRAFÍA Y WEBGRAFÍA


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Q@ECCU
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• - J= , :1 K
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• +> ": : Q J == , < 1


K
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@3A

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