利用minitab做蒙特卡洛模拟

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1、DoingMonteCarloSimulationinMinitabStatisticalSoftwareDoingMonteCarlosimulationsinMinitabStatisticalSoftwareisveryeasy.ThisarticleillustrateshowtouseMinitabforMonteCarlosimulationsusingbothaknownengineeringformulaandaDOEequation.byPaulSheehyandEstonMartzMonteCarlosimulationusesr

2、epeatedrandomsamplingtosimulatedataforagivenmathematicalmodelandevaluatetheoutcome.Thismethodwasinitiallyappliedbackinthe1940s,whenscientistsworkingontheatomicbombusedittocalculatetheprobabilitiesofonefissioninguraniumatomcausingafissionreactioninanother.Withuraniuminshortsuppl

3、y,therewaslittleroomforexperimentaltrialanderror.Thescientistsdiscoveredthataslongastheycreatedenoughsimulateddata,theycouldcomputereliableprobabilities—andreducetheamountofuraniumneededfortesting.Today,simulateddataisroutinelyusedinsituationswhereresourcesarelimitedorgathering

4、realdatawouldbetooexpensiveorimpractical.ByusingMinitab’sabilitytoeasilycreaterandomdata,youcanuseMonteCarlosimulationto:·Simulatetherangeofpossibleoutcomestoaidindecision-making·Forecastfinancialresultsorestimateprojecttimelines·Understandthevariabilityinaprocessorsystem·Findp

5、roblemswithinaprocessorsystem·Manageriskbyunderstandingcost/benefitrelationshipsStepsintheMonteCarloApproachDependingonthenumberoffactorsinvolved,simulationscanbeverycomplex.Butatabasiclevel,allMonteCarlosimulationshavefoursimplesteps:1.IdentifytheTransferEquationTodoaMonteCarl

6、osimulation,youneedaquantitativemodelofthebusinessactivity,plan,orprocessyouwishtoexplore.Themathematicalexpressionofyourprocessiscalledthe“transferequation.”Thismaybeaknownengineeringorbusinessformula,oritmaybebasedonamodelcreatedfromadesignedexperiment(DOE)orregressionanalysi

7、s.2.DefinetheInputParametersForeachfactorinyourtransferequation,determinehowitsdataaredistributed.Someinputsmayfollowthenormaldistribution,whileothersfollowatriangularoruniformdistribution.Youthenneedtodeterminedistributionparametersforeachinput.Forinstance,youwouldneedtospecif

8、ythemeanandstandarddeviationforinputsthatfollowanormal