用水晶球软件模拟蒙特卡罗
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Example 1: Walton Bookstore Simulation Example 2: Project Management—Global Oil Example 3: phone calls to a mail-order house
Introduction
Welcome to Crystal Ball 2000, Professional Edition. Crystal Ball 2000, Professional Edition is a sophisticated suite of forecasting, risk analysis, and optimization tools for spreadsheet users. With this suite of tools, you'll be able to answer important decision-making questions such as "What are the risks of this project?" or, "How do we increase profitability?" You'll no longer have to make decisions like these in the dark.
History
Monte Carlo simulation was named for Monte Carlo, Monaco, where the primary attractions are casinos containing games of chance. Games of chance such as roulette wheels, dice, and slot machines exhibit random behavior.
The random behavior in games of chance is similar to how Monte Carlo simulation selects variable values at random to simulate a model. When you roll a die, you know that either a 1, 2, 3, 4, 5, or 6 will come up, but you don’t know which for any particular trial. It is the same with the variables that have a known range of values but an uncertain value for any particular time or event (e.g., interest rates, staffing needs, stock prices, inventory, phone calls per minute).
For each variable, you define the possible values with a probability distribution. The type of distribution you select depends on the conditions surrounding the variable. For example, some common distribution types are:
Monte-Carlo Simulation with Crystal Ball
Southwest Jiaotong University The college of Economics & Management
Liudun newton83@163.com
The software of Crystal Ball 2000
Monte-Carlቤተ መጻሕፍቲ ባይዱ Simulation
Simulation is any analytical method that is meant to imitate a real life system, especially when other analyses are too mathematically complex or too difficult to reproduce. Spreadsheet risk analysis uses both a spreadsheet model and simulation to analyze the effect of varying inputs on outputs of the modeled system. One type of spreadsheet simulation is Monte Carlo simulation, which randomly generates values for uncertain variables over and over to simulate a model.
By taking full advantage of the Microsoft Windows environment, Crystal Ball 2000 offers a unique combination of advanced simulation and optimization techniques in a graphical package that's easy to learn and use.
• During a simulation, the value to use for each variable is selected randomly from the defined possibilities.
Discussion
A simulation calculates numerous scenarios of a model by repeatedly picking values from the probability distribution for the uncertain variables and using those values for the cell. Commonly, a Crystal Ball simulation calculates hundreds or thousands of scenarios in just a few seconds.
Introduction
Welcome to Crystal Ball 2000, Professional Edition. Crystal Ball 2000, Professional Edition is a sophisticated suite of forecasting, risk analysis, and optimization tools for spreadsheet users. With this suite of tools, you'll be able to answer important decision-making questions such as "What are the risks of this project?" or, "How do we increase profitability?" You'll no longer have to make decisions like these in the dark.
History
Monte Carlo simulation was named for Monte Carlo, Monaco, where the primary attractions are casinos containing games of chance. Games of chance such as roulette wheels, dice, and slot machines exhibit random behavior.
The random behavior in games of chance is similar to how Monte Carlo simulation selects variable values at random to simulate a model. When you roll a die, you know that either a 1, 2, 3, 4, 5, or 6 will come up, but you don’t know which for any particular trial. It is the same with the variables that have a known range of values but an uncertain value for any particular time or event (e.g., interest rates, staffing needs, stock prices, inventory, phone calls per minute).
For each variable, you define the possible values with a probability distribution. The type of distribution you select depends on the conditions surrounding the variable. For example, some common distribution types are:
Monte-Carlo Simulation with Crystal Ball
Southwest Jiaotong University The college of Economics & Management
Liudun newton83@163.com
The software of Crystal Ball 2000
Monte-Carlቤተ መጻሕፍቲ ባይዱ Simulation
Simulation is any analytical method that is meant to imitate a real life system, especially when other analyses are too mathematically complex or too difficult to reproduce. Spreadsheet risk analysis uses both a spreadsheet model and simulation to analyze the effect of varying inputs on outputs of the modeled system. One type of spreadsheet simulation is Monte Carlo simulation, which randomly generates values for uncertain variables over and over to simulate a model.
By taking full advantage of the Microsoft Windows environment, Crystal Ball 2000 offers a unique combination of advanced simulation and optimization techniques in a graphical package that's easy to learn and use.
• During a simulation, the value to use for each variable is selected randomly from the defined possibilities.
Discussion
A simulation calculates numerous scenarios of a model by repeatedly picking values from the probability distribution for the uncertain variables and using those values for the cell. Commonly, a Crystal Ball simulation calculates hundreds or thousands of scenarios in just a few seconds.