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Foslins Housewares

prob prob ac LI LS Demanda


900 0.1 0.1 0 0.1 900
1000 0.2 0.3 0.1 0.3 1000
1100 0.4 0.7 0.3 0.7 1100
1200 0.25 0.95 0.7 0.95 1200
1300 0.05 1 0.95 1 1300

Calculo de la utilidad
Pedido 1100
Demanda 1100 0.63600785

Si pedido=demanda 14300 14300


Si demanda>pedido 14300 0
Si demanda<pedido 14300 0
14300
Caso: Fallas de una grúa
Fallas Prob Prob Acum LI Ui X a. Haga una simulación para un período de 20 años (
0 0.40 0.40 - 0.40 - en estos 20 años?
1 0.30 0.70 0.40 0.70 1.00 b. ¿Cuál será la probabilidad que el número total de f
2 0.10 0.80 0.70 0.80 2.00 c. ¿Cuál será la probabilidad que el número total de f
3 0.10 0.90 0.80 0.90 3.00
4 0.10 1.00 0.90 1.00 4.00
a) Simulación
Año Ri Xi Promedio E(x) = 1.1 fallas por año IC----> NC = 95%
1 0.8218 3 1.1 S(x) = 1.119 fallas por año Z 1.96
2 0.1676 0 1.1 Lím. Izq 0.61
3 0.5343 1 1.1 Esperado de fallas para 20 años: Lím. Der. 1.59
4 0.1100 0 1.1
5 0.9501 4 1.1 E(20X) = 22.00
6 0.6935 1 1.1 fallas por 20 años
7 0.4153 1 1.1
8 0.3898 0 1.1
9 0.6279 1 1.1 b) P(X>2) = - Probabilidad calculada por año
10 0.0004 0 1.1 Lambda = 22.00 Promedio de fallas por 20 años
11 0.3779 0 1.1 Y: Número de fallas por cada 20 años
12 0.6460 1 1.1 Asumiendo una distribución de Poisson para Y:
13 0.5537 1 1.1 Entonces, Y ~ Poisson (22.00)
14 0.3774 0 1.1 P(Y>30) = 0.041 Probabilidad calculada por cada 20 años consecutivos
15 0.4185 1 1.1
16 0.7173 2 1.1 c) P(X>2) = 0.19 Probabilidad calculada por año
17 0.8673 3 1.1 Lambda = 3.30 Promedio de fallas por 3 años
18 0.5679 1 1.1 W: Número de fallas por cada 3 años
19 0.5668 1 1.1 Asumiendo una distribución de Poisson para W:
20 0.5426 1 1.1 Entonces, W ~ Poisson (3.30)
Suma Total 22 1.1 P(W>2) = 1.000 Probabilidad calculada por cada 3 años consecutivos
un período de 20 años (1,000 iteraciones). ¿Cuál será el valor esperado del número de fallas de la grúa

que el número total de fallas sea mayor que 30 en estos 20 años?


que el número total de fallas de la grúa exceda dos en tres años consecutivos?

Número de Fallas Simuladas para n = 30 muestras


4.5
4
3.5
3
2.5
2
1.5
1
0.5
0
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21

ño

da 20 años consecutivos

ño

da 3 años consecutivos
Costos Entrada 200,000 Dólares/año Ri
Vida Útil 5 años
Depreciación 15000 Dólares/año Crecimiento
VR 0 Dólares Demanda
Precio Unit
Pvu 36 DS:7.5 Ingresos
CF 22500 Dólares/año Costo Entrada
CV 73% PV*Cant CF
Wacc 0.07 CV
Tasa de Imp 25% CT
Cant Año 1 6000 Dep
X: Demanda Utilidad antes imp
X sigue U(-7%;15%) Impuestos
Min -5% Ut después IMP
Max 10%
Generador unif: Xi=a+(b-a)*Ri Flujo de efectivo

VAN
TIR

Valor Esperado del VAN: E(VAN) =


Desviación Estándar del VAN: S(VAN) =

Intervalo de Confianza

Intervalo 100%

P(VAN < 0) =
0.8137 0.7458 0.9922 0.5139
0 1 2 3 4
7% 6% 10% 3%
6,000 6,372 6,593 6,163
25.0583752935 42.2636398951 41.014173443 38.6359628162
150,350 269,304 270,406 238,113
200,000 - - - -
- 22,500 22,500 22,500 22,500
- 19,546 196,592 197,397 173,823
200,000 42,046 219,092 219,897 196,323
15,000 15,000 15,000 15,000
- 200,000 93,305 35,212 35,510 26,791
23,326 8,803 8,877 6,698
- 200,000 69,979 26,409 26,632 20,093

- 200,000 84,979 41,409 41,632 35,093

54,495.75 0.53 0.51 0.51 0.52


16%

VAN) = 54,495.75
N: S(VAN) = 0.00

Li Ui Corridas 1000
54,495.75 54,495.75 NC 93%

Mín Máx
54,495.75 54,495.75

-
0.2665
5
-1%
5,940
31.6670547822
188,102
-
22,500
24,453
46,953
15,000
126,149
31,537
94,612

109,612

0.52
E(VAN) 54,495.75
60,000.00
S(VAN) 0.00 Negativos 0 VAN
Positivos 1000
50,000.00
Mín 54,495.75 Totales 1000
Máx 54,495.75
40,000.00

Iteraciones VAN
1 54,495.75 30,000.00

2 54,495.75
3 54,495.75 20,000.00
4 54,495.75
5 54,495.75 10,000.00
6 54,495.75
7 54,495.75 -
1 2 3 4 5 6 7 8
8 54,495.75
9 54,495.75
10 54,495.75
11 54,495.75
12 54,495.75
13 54,495.75
14 54,495.75
15 54,495.75
16 54,495.75
17 54,495.75
18 54,495.75
19 54,495.75
20 54,495.75
21 54,495.75
22 54,495.75
23 54,495.75
24 54,495.75
25 54,495.75
26 54,495.75
27 54,495.75
28 54,495.75
29 54,495.75
30 54,495.75
31 54,495.75
32 54,495.75
33 54,495.75
34 54,495.75
35 54,495.75
36 54,495.75
37 54,495.75
38 54,495.75
39 54,495.75
40 54,495.75
41 54,495.75
42 54,495.75
43 54,495.75
44 54,495.75
45 54,495.75
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48 54,495.75
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50 54,495.75
51 54,495.75
52 54,495.75
53 54,495.75
54 54,495.75
55 54,495.75
56 54,495.75
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59 54,495.75
60 54,495.75
61 54,495.75
62 54,495.75
63 54,495.75
64 54,495.75
65 54,495.75
66 54,495.75
67 54,495.75
68 54,495.75
69 54,495.75
70 54,495.75
71 54,495.75
72 54,495.75
73 54,495.75
74 54,495.75
75 54,495.75
76 54,495.75
77 54,495.75
78 54,495.75
79 54,495.75
80 54,495.75
81 54,495.75
82 54,495.75
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84 54,495.75
85 54,495.75
86 54,495.75
87 54,495.75
88 54,495.75
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90 54,495.75
91 54,495.75
92 54,495.75
93 54,495.75
94 54,495.75
95 54,495.75
96 54,495.75
97 54,495.75
98 54,495.75
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100 54,495.75
101 54,495.75
102 54,495.75
103 54,495.75
104 54,495.75
105 54,495.75
106 54,495.75
107 54,495.75
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110 54,495.75
111 54,495.75
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142 54,495.75
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171 54,495.75
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283 54,495.75
284 54,495.75
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290 54,495.75
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297 54,495.75
298 54,495.75
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300 54,495.75
301 54,495.75
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306 54,495.75
307 54,495.75
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310 54,495.75
311 54,495.75
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315 54,495.75
316 54,495.75
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318 54,495.75
319 54,495.75
320 54,495.75
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326 54,495.75
327 54,495.75
328 54,495.75
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330 54,495.75
331 54,495.75
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334 54,495.75
335 54,495.75
336 54,495.75
337 54,495.75
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340 54,495.75
341 54,495.75
342 54,495.75
343 54,495.75
344 54,495.75
345 54,495.75
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348 54,495.75
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350 54,495.75
351 54,495.75
352 54,495.75
353 54,495.75
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355 54,495.75
356 54,495.75
357 54,495.75
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360 54,495.75
361 54,495.75
362 54,495.75
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364 54,495.75
365 54,495.75
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367 54,495.75
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370 54,495.75
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380 54,495.75
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384 54,495.75
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396 54,495.75
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398 54,495.75
399 54,495.75
400 54,495.75
401 54,495.75
402 54,495.75
403 54,495.75
404 54,495.75
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406 54,495.75
407 54,495.75
408 54,495.75
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410 54,495.75
411 54,495.75
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413 54,495.75
414 54,495.75
415 54,495.75
416 54,495.75
417 54,495.75
418 54,495.75
419 54,495.75
420 54,495.75
421 54,495.75
422 54,495.75
423 54,495.75
424 54,495.75
425 54,495.75
426 54,495.75
427 54,495.75
428 54,495.75
429 54,495.75
430 54,495.75
431 54,495.75
432 54,495.75
433 54,495.75
434 54,495.75
435 54,495.75
436 54,495.75
437 54,495.75
438 54,495.75
439 54,495.75
440 54,495.75
441 54,495.75
442 54,495.75
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444 54,495.75
445 54,495.75
446 54,495.75
447 54,495.75
448 54,495.75
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450 54,495.75
451 54,495.75
452 54,495.75
453 54,495.75
454 54,495.75
455 54,495.75
456 54,495.75
457 54,495.75
458 54,495.75
459 54,495.75
460 54,495.75
461 54,495.75
462 54,495.75
463 54,495.75
464 54,495.75
465 54,495.75
466 54,495.75
467 54,495.75
468 54,495.75
469 54,495.75
470 54,495.75
471 54,495.75
472 54,495.75
473 54,495.75
474 54,495.75
475 54,495.75
476 54,495.75
477 54,495.75
478 54,495.75
479 54,495.75
480 54,495.75
481 54,495.75
482 54,495.75
483 54,495.75
484 54,495.75
485 54,495.75
486 54,495.75
487 54,495.75
488 54,495.75
489 54,495.75
490 54,495.75
491 54,495.75
492 54,495.75
493 54,495.75
494 54,495.75
495 54,495.75
496 54,495.75
497 54,495.75
498 54,495.75
499 54,495.75
500 54,495.75
501 54,495.75
502 54,495.75
503 54,495.75
504 54,495.75
505 54,495.75
506 54,495.75
507 54,495.75
508 54,495.75
509 54,495.75
510 54,495.75
511 54,495.75
512 54,495.75
513 54,495.75
514 54,495.75
515 54,495.75
516 54,495.75
517 54,495.75
518 54,495.75
519 54,495.75
520 54,495.75
521 54,495.75
522 54,495.75
523 54,495.75
524 54,495.75
525 54,495.75
526 54,495.75
527 54,495.75
528 54,495.75
529 54,495.75
530 54,495.75
531 54,495.75
532 54,495.75
533 54,495.75
534 54,495.75
535 54,495.75
536 54,495.75
537 54,495.75
538 54,495.75
539 54,495.75
540 54,495.75
541 54,495.75
542 54,495.75
543 54,495.75
544 54,495.75
545 54,495.75
546 54,495.75
547 54,495.75
548 54,495.75
549 54,495.75
550 54,495.75
551 54,495.75
552 54,495.75
553 54,495.75
554 54,495.75
555 54,495.75
556 54,495.75
557 54,495.75
558 54,495.75
559 54,495.75
560 54,495.75
561 54,495.75
562 54,495.75
563 54,495.75
564 54,495.75
565 54,495.75
566 54,495.75
567 54,495.75
568 54,495.75
569 54,495.75
570 54,495.75
571 54,495.75
572 54,495.75
573 54,495.75
574 54,495.75
575 54,495.75
576 54,495.75
577 54,495.75
578 54,495.75
579 54,495.75
580 54,495.75
581 54,495.75
582 54,495.75
583 54,495.75
584 54,495.75
585 54,495.75
586 54,495.75
587 54,495.75
588 54,495.75
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601 54,495.75
602 54,495.75
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608 54,495.75
609 54,495.75
610 54,495.75
611 54,495.75
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613 54,495.75
614 54,495.75
615 54,495.75
616 54,495.75
617 54,495.75
618 54,495.75
619 54,495.75
620 54,495.75
621 54,495.75
622 54,495.75
623 54,495.75
624 54,495.75
625 54,495.75
626 54,495.75
627 54,495.75
628 54,495.75
629 54,495.75
630 54,495.75
631 54,495.75
632 54,495.75
633 54,495.75
634 54,495.75
635 54,495.75
636 54,495.75
637 54,495.75
638 54,495.75
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640 54,495.75
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644 54,495.75
645 54,495.75
646 54,495.75
647 54,495.75
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650 54,495.75
651 54,495.75
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656 54,495.75
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658 54,495.75
659 54,495.75
660 54,495.75
661 54,495.75
662 54,495.75
663 54,495.75
664 54,495.75
665 54,495.75
666 54,495.75
667 54,495.75
668 54,495.75
669 54,495.75
670 54,495.75
671 54,495.75
672 54,495.75
673 54,495.75
674 54,495.75
675 54,495.75
676 54,495.75
677 54,495.75
678 54,495.75
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680 54,495.75
681 54,495.75
682 54,495.75
683 54,495.75
684 54,495.75
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686 54,495.75
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688 54,495.75
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690 54,495.75
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692 54,495.75
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695 54,495.75
696 54,495.75
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699 54,495.75
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701 54,495.75
702 54,495.75
703 54,495.75
704 54,495.75
705 54,495.75
706 54,495.75
707 54,495.75
708 54,495.75
709 54,495.75
710 54,495.75
711 54,495.75
712 54,495.75
713 54,495.75
714 54,495.75
715 54,495.75
716 54,495.75
717 54,495.75
718 54,495.75
719 54,495.75
720 54,495.75
721 54,495.75
722 54,495.75
723 54,495.75
724 54,495.75
725 54,495.75
726 54,495.75
727 54,495.75
728 54,495.75
729 54,495.75
730 54,495.75
731 54,495.75
732 54,495.75
733 54,495.75
734 54,495.75
735 54,495.75
736 54,495.75
737 54,495.75
738 54,495.75
739 54,495.75
740 54,495.75
741 54,495.75
742 54,495.75
743 54,495.75
744 54,495.75
745 54,495.75
746 54,495.75
747 54,495.75
748 54,495.75
749 54,495.75
750 54,495.75
751 54,495.75
752 54,495.75
753 54,495.75
754 54,495.75
755 54,495.75
756 54,495.75
757 54,495.75
758 54,495.75
759 54,495.75
760 54,495.75
761 54,495.75
762 54,495.75
763 54,495.75
764 54,495.75
765 54,495.75
766 54,495.75
767 54,495.75
768 54,495.75
769 54,495.75
770 54,495.75
771 54,495.75
772 54,495.75
773 54,495.75
774 54,495.75
775 54,495.75
776 54,495.75
777 54,495.75
778 54,495.75
779 54,495.75
780 54,495.75
781 54,495.75
782 54,495.75
783 54,495.75
784 54,495.75
785 54,495.75
786 54,495.75
787 54,495.75
788 54,495.75
789 54,495.75
790 54,495.75
791 54,495.75
792 54,495.75
793 54,495.75
794 54,495.75
795 54,495.75
796 54,495.75
797 54,495.75
798 54,495.75
799 54,495.75
800 54,495.75
801 54,495.75
802 54,495.75
803 54,495.75
804 54,495.75
805 54,495.75
806 54,495.75
807 54,495.75
808 54,495.75
809 54,495.75
810 54,495.75
811 54,495.75
812 54,495.75
813 54,495.75
814 54,495.75
815 54,495.75
816 54,495.75
817 54,495.75
818 54,495.75
819 54,495.75
820 54,495.75
821 54,495.75
822 54,495.75
823 54,495.75
824 54,495.75
825 54,495.75
826 54,495.75
827 54,495.75
828 54,495.75
829 54,495.75
830 54,495.75
831 54,495.75
832 54,495.75
833 54,495.75
834 54,495.75
835 54,495.75
836 54,495.75
837 54,495.75
838 54,495.75
839 54,495.75
840 54,495.75
841 54,495.75
842 54,495.75
843 54,495.75
844 54,495.75
845 54,495.75
846 54,495.75
847 54,495.75
848 54,495.75
849 54,495.75
850 54,495.75
851 54,495.75
852 54,495.75
853 54,495.75
854 54,495.75
855 54,495.75
856 54,495.75
857 54,495.75
858 54,495.75
859 54,495.75
860 54,495.75
861 54,495.75
862 54,495.75
863 54,495.75
864 54,495.75
865 54,495.75
866 54,495.75
867 54,495.75
868 54,495.75
869 54,495.75
870 54,495.75
871 54,495.75
872 54,495.75
873 54,495.75
874 54,495.75
875 54,495.75
876 54,495.75
877 54,495.75
878 54,495.75
879 54,495.75
880 54,495.75
881 54,495.75
882 54,495.75
883 54,495.75
884 54,495.75
885 54,495.75
886 54,495.75
887 54,495.75
888 54,495.75
889 54,495.75
890 54,495.75
891 54,495.75
892 54,495.75
893 54,495.75
894 54,495.75
895 54,495.75
896 54,495.75
897 54,495.75
898 54,495.75
899 54,495.75
900 54,495.75
901 54,495.75
902 54,495.75
903 54,495.75
904 54,495.75
905 54,495.75
906 54,495.75
907 54,495.75
908 54,495.75
909 54,495.75
910 54,495.75
911 54,495.75
912 54,495.75
913 54,495.75
914 54,495.75
915 54,495.75
916 54,495.75
917 54,495.75
918 54,495.75
919 54,495.75
920 54,495.75
921 54,495.75
922 54,495.75
923 54,495.75
924 54,495.75
925 54,495.75
926 54,495.75
927 54,495.75
928 54,495.75
929 54,495.75
930 54,495.75
931 54,495.75
932 54,495.75
933 54,495.75
934 54,495.75
935 54,495.75
936 54,495.75
937 54,495.75
938 54,495.75
939 54,495.75
940 54,495.75
941 54,495.75
942 54,495.75
943 54,495.75
944 54,495.75
945 54,495.75
946 54,495.75
947 54,495.75
948 54,495.75
949 54,495.75
950 54,495.75
951 54,495.75
952 54,495.75
953 54,495.75
954 54,495.75
955 54,495.75
956 54,495.75
957 54,495.75
958 54,495.75
959 54,495.75
960 54,495.75
961 54,495.75
962 54,495.75
963 54,495.75
964 54,495.75
965 54,495.75
966 54,495.75
967 54,495.75
968 54,495.75
969 54,495.75
970 54,495.75
971 54,495.75
972 54,495.75
973 54,495.75
974 54,495.75
975 54,495.75
976 54,495.75
977 54,495.75
978 54,495.75
979 54,495.75
980 54,495.75
981 54,495.75
982 54,495.75
983 54,495.75
984 54,495.75
985 54,495.75
986 54,495.75
987 54,495.75
988 54,495.75
989 54,495.75
990 54,495.75
991 54,495.75
992 54,495.75
993 54,495.75
994 54,495.75
995 54,495.75
996 54,495.75
997 54,495.75
998 54,495.75
999 54,495.75
1000 54,495.75
VAN para muestra piloto (30 corridas)

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30
27 28 29 30
CAR WASH
El dueño de un negocio de lavado de autos, desea saber si es necesario poner una segunda estaci
llegada de los clientes se observa en la Tabla 1. Donde cada tiempo esta medido con respecto al
así: "la probabilidad de que un cliente llegue 15 minutos después del anterior es 10%". Se ofrec
los clientes toman un servicio. El resumen de esto, junto con la probabilidad de que un cliente so
atiende 20 autos al día. El dueño pide un modelo de simulación con la técnica de Monte Carlo pa
150 mil al día?. El dueño ha decidido implementar la segunda estación, solo si la probabilidad d
las 9 horas de abierta, es mayor al 50%. Por lo tanto, también requiere saber: (2) ¿Deberá instal
aproximada de que el cliente 20 se retire luego de 9 horas?

Tabla 1 Tabla 2
Tiempo Tiempo
Probabilidad Servicio
(Minutos) (Minutos)
5 0.05 Servicio 1 10
10 0.05 Servicio 2 20
15 0.1 Servicio 3 30
20 0.1 Servicio 4 40
25 0.3
30 0.2
35 0.15
40 0.05
o poner una segunda estación para brindar el servicio. Actualmente la frecuencia de
sta medido con respecto al cliente anterior, es decir el tercer valor de la tabla se lee
anterior es 10%". Se ofrecen 4 servicios, que difieren en duración y en precio. Todos
bilidad de que un cliente solicite el servicio, se encuentra en la tabla 2. Finalmente se
técnica de Monte Carlo para saber: (1) ¿Cuál es la probabilidad de ganar hasta
ón, solo si la probabilidad de que el cliente número 20 se retire de la estación pasada
saber: (2) ¿Deberá instalar la segunda estación?, (3) ¿Cuál es la probabilidad

Dinero Probabilidad
5000 0.15
7000 0.25
9000 0.4
11000 0.2

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