Ejercicio de simulacion con montecarlo ingenieria economica

28
Media= 10,000 i= 0.10 Desv. Est.= 2,000 Flujo de efectivo Numero Vida del No Z Neto anual aleatorio proyecto x=μ+z*σ entre 0 y 1 (n) 1 0.304 $10,608.00 0.8169 7.2054 7 2 2.291 $14,582.00 0.364 6.4750 6 3 -1.198 $7,604.00 0.56 4.1620 4 4 0.549 $11,098.00 0.2204 3.8714 4 5 0.165 $10,330.00 0.5023 5.1788 5 6 0.515 $11,030.00 0.8184 7.4254 7 7 -1.731 $6,538.00 0.8257 5.2232 5 8 0.574 $11,148.00 0.0535 2.8950 3 9 1.677 $13,354.00 0.9421 9.3296 9 10 -1.102 $7,796.00 0.7642 5.4832 5 11 0.907 $11,814.00 0.7074 7.1514 7 12 0.850 $11,700.00 0.2788 4.5228 5 13 1.645 $13,290.00 0.2802 5.3262 5 14 1.171 $12,342.00 0.0327 3.3672 3 15 0.547 $11,094.00 0.5063 5.5848 6 16 0.275 $10,550.00 0.4589 5.0284 5 17 -3.386 $3,228.00 0.3869 0.9354 1 18 0.325 $10,650.00 0.442 4.9770 5 19 -0.452 $9,096.00 0.7677 6.1542 6 20 -1.323 $7,354.00 0.0372 0.9002 1 21 1.589 $13,178.00 0.0691 4.0036 4 22 -0.114 $9,772.00 0.0446 2.1536 2 23 0.824 $11,648.00 0.8793 8.0998 8 EJEMPLO DE SIMULACION DE MONTECARLO EN LA EVALUACION DE PROYECTO DE INVERSION El flujo de efectivo neto de un proyecto se estima que una distribucion de probabilidad normal con media de 10,000 Dll una desviacion estandar de 2,000 Dlls. La vida del proyecto es una variable aleatoria uniformement distribuida, con media de 0.0005 del flujo neto de efectivo (redondeado al entero mas proximo), y un intervalo de 6 ano Determinar la media y, la desviacion estandar del valor pre neto.

description

ejercicio en clase

Transcript of Ejercicio de simulacion con montecarlo ingenieria economica

Page 1: Ejercicio de simulacion con montecarlo ingenieria economica

Media= 10,000 i= 0.10Desv. Est.= 2,000

Flujo de efectivo Numero Vida delNo Z Neto anual aleatorio proyecto VP

x=μ+z*σ entre 0 y 1 (n)1 0.304 $10,608.00 0.8169 7.2054 7 $208,117.302 2.291 $14,582.00 0.364 6.4750 6 $230,723.933 -1.198 $7,604.00 0.56 4.1620 4 $55,048.024 0.549 $11,098.00 0.2204 3.8714 4 $71,628.265 0.165 $10,330.00 0.5023 5.1788 5 $107,997.876 0.515 $11,030.00 0.8184 7.4254 7 $230,407.387 -1.731 $6,538.00 0.8257 5.2232 5 $69,390.448 0.574 $11,148.00 0.0535 2.8950 3 $46,677.699 1.677 $13,354.00 0.9421 9.3296 9 $465,687.23

10 -1.102 $7,796.00 0.7642 5.4832 5 $90,244.9211 0.907 $11,814.00 0.7074 7.1514 7 $228,205.1012 0.850 $11,700.00 0.2788 4.5228 5 $97,030.0213 1.645 $13,290.00 0.2802 5.3262 5 $146,027.1414 1.171 $12,342.00 0.0327 3.3672 3 $64,375.7215 0.547 $11,094.00 0.5063 5.5848 6 $132,771.5016 0.275 $10,550.00 0.4589 5.0284 5 $104,755.8917 -3.386 $3,228.00 0.3869 0.9354 1 $3,290.7318 0.325 $10,650.00 0.442 4.9770 5 $103,881.4119 -0.452 $9,096.00 0.7677 6.1542 6 $130,460.0920 -1.323 $7,354.00 0.0372 0.9002 1 $7,178.4021 1.589 $13,178.00 0.0691 4.0036 4 $89,670.7422 -0.114 $9,772.00 0.0446 2.1536 2 $27,337.8823 0.824 $11,648.00 0.8793 8.0998 8 $293,430.40

EJEMPLO DE SIMULACION DE MONTECARLO EN LA EVALUACION DE UN PROYECTO DE INVERSION

El flujo de efectivo neto de un proyecto se estima que una distribucion de probabilidad normal con media de 10,000 Dlls con una desviacion estandar de 2,000 Dlls.

La vida del proyecto es una variable aleatoria uniformemente distribuida, con media de 0.0005 del flujo neto de efectivo anual (redondeado al entero mas proximo), y un intervalo de 6 anos.

Determinar la media y, la desviacion estandar del valor presente neto.

Page 2: Ejercicio de simulacion con montecarlo ingenieria economica

24 -0.006 $9,988.00 0.997 7.9760 8 $243,238.6125 0.447 $10,894.00 0.5087 5.4992 5 $126,772.7526 1.756 $13,512.00 0.5888 7.2888 7 $271,498.6127 -0.706 $8,588.00 0.1799 2.3734 2 $27,333.1728 1.772 $13,544.00 0.5251 6.9226 7 $244,806.0429 0.02 $10,040.00 0.4636 4.8016 5 $92,080.7730 -0.038 $9,924.00 0.8479 7.0494 7 $186,125.9131 -1.067 $7,866.00 0.5314 4.1214 4 $56,055.7732 -0.723 $8,554.00 0.1616 2.2466 2 $25,301.8833 0.405 $10,810.00 0.5203 5.5268 6 $126,941.0034 2.461 $14,922.00 0.8264 9.4194 9 $532,499.1935 0.736 $11,472.00 0.9999 8.7354 9 $342,693.2136 -1.110 $7,780.00 0.0972 1.4732 1 $13,496.0637 -0.167 $9,666.00 0.8668 7.0338 7 $180,468.0438 0.715 $11,430.00 0.7639 7.2984 7 $230,295.1239 0.73 $11,460.00 0.7498 7.2288 7 $226,347.3340 -0.272 $9,456.00 0.9183 7.2378 7 $187,248.6241 -0.635 $8,730.00 0.4185 3.8760 4 $56,449.6342 -1.943 $6,114.00 0.9583 5.8068 6 $78,608.3843 -0.197 $9,606.00 0.6261 5.5596 6 $114,020.9444 1.712 $13,424.00 0.1892 4.8472 5 $125,119.6345 1.969 $13,938.00 0.7811 8.6556 9 $407,662.6746 -1.134 $7,732.00 0.6572 4.8092 5 $71,104.6147 -0.147 $9,706.00 0.3871 4.1756 4 $70,634.9648 -0.763 $8,474.00 0.9211 6.7636 7 $146,165.5349 0.282 $10,564.00 0.7714 6.9104 7 $190,262.1950 0.116 $10,232.00 0.3889 4.4494 4 $82,586.6051 0.096 $10,192.00 0.5933 5.6558 6 $124,824.9652 0.358 $10,716.00 0.4951 5.3286 5 $117,839.3053 -1.429 $7,142.00 0.1788 1.6438 2 $14,168.1854 0.144 $10,288.00 0.4819 5.0354 5 $102,401.7255 -0.005 $9,990.00 0.8049 6.8244 7 $175,435.8856 0.866 $11,732.00 0.8584 8.0164 8 $288,890.8957 0.416 $10,832.00 0.9717 8.2462 8 $283,936.5158 0.122 $10,244.00 0.14 2.9620 3 $44,314.1959 0.42 $10,840.00 0.8109 7.2854 7 $217,598.2760 -0.103 $9,794.00 0.6538 5.8198 6 $126,446.4361 -0.676 $8,648.00 0.2513 2.8318 3 $35,096.0862 -0.905 $8,190.00 0.7476 5.5806 6 $97,882.5963 -0.126 $9,748.00 0.5241 5.0186 5 $96,464.9864 0.817 $11,634.00 0.1611 3.7836 4 $72,450.9865 -1.099 $7,802.00 0.7339 5.3044 5 $85,102.4166 0.032 $10,064.00 0.6236 5.7736 6 $128,026.4267 -0.055 $9,890.00 0.938 7.5730 8 $215,372.6068 -0.416 $9,168.00 0.2141 2.8686 3 $37,891.72

Page 3: Ejercicio de simulacion con montecarlo ingenieria economica

69 0.836 $11,672.00 0.349 4.9300 5 $112,000.0870 -0.352 $9,296.00 0.5448 4.9168 5 $88,789.9771 -1.461 $7,078.00 0.1507 1.4432 1 $11,976.3872 -0.356 $9,288.00 0.0987 2.2362 2 $27,304.6973 1.589 $13,178.00 0.3386 5.6206 6 $159,562.0874 0.083 $10,166.00 0.7637 6.6652 7 $170,300.7675 -0.272 $9,456.00 0.505 4.7580 5 $85,389.7676 -0.226 $9,548.00 0.0434 2.0344 2 $24,801.7477 -0.212 $9,576.00 0.841 6.8340 7 $168,641.7278 0.844 $11,688.00 0.498 5.8320 6 $151,487.5279 -1.111 $7,778.00 0.5763 4.3468 4 $60,418.0980 1.268 $12,536.00 0.9267 8.8282 9 $383,743.8581 0.177 $10,354.00 0.9009 7.5824 8 $226,072.5982 -0.409 $9,182.00 0.623 5.3290 5 $100,984.0783 0.589 $11,178.00 0.2612 4.1562 4 $80,740.2484 0.443 $10,886.00 0.8771 7.7056 8 $246,016.4485 -1.337 $7,326.00 0.4879 3.5904 4 $42,091.1286 0.267 $10,534.00 0.3534 4.3874 4 $83,082.3787 0.387 $10,774.00 0.361 4.5530 5 $90,345.7088 1.720 $13,440.00 0.8399 8.7594 9 $404,031.8289 1.331 $12,662.00 0.9058 8.7658 9 $381,286.4890 -1.910 $6,180.00 0.5997 3.6882 4 $36,997.5391 0.799 $11,598.00 0.8406 7.8426 8 $272,261.1692 -0.157 $9,686.00 0.4841 4.7476 5 $87,142.6193 -0.198 $9,604.00 0.7512 6.3092 6 $144,484.6194 1.042 $12,084.00 0.2972 4.8252 5 $111,757.7995 -0.568 $8,864.00 0.1474 2.3164 2 $27,307.8496 -1.116 $7,768.00 0.1758 1.9388 2 $18,966.0797 0.777 $11,554.00 0.3508 4.8818 5 $109,010.5098 -1.112 $7,776.00 0.3519 2.9994 3 $34,248.1999 -1.618 $6,764.00 0.8776 5.6476 6 $82,621.14

100 1.459 $12,918.00 0.806 8.2950 8 $343,108.66101 -1.241 $7,518.00 0.1744 1.8054 2 $16,766.65102 -1.235 $7,530.00 0.9467 6.4452 6 $118,073.93103 1.607 $13,214.00 0.6301 7.3876 7 $273,086.64104 -0.173 $9,654.00 0.5241 4.9716 5 $93,989.64105 -0.695 $8,610.00 0.934 6.9090 7 $155,006.24106 -0.790 $8,420.00 0.7174 5.5144 6 $98,473.76107 -0.544 $8,912.00 0.0158 1.5508 2 $16,457.10108 -0.339 $9,322.00 0.3524 3.7754 4 $57,857.92109 1.644 $13,288.00 0.8266 8.6036 9 $383,326.30110 -1.940 $6,120.00 0.3208 1.9848 2 $15,398.88111 -1.414 $7,172.00 0.2545 2.1130 2 $19,570.72112 1.824 $13,648.00 0.0691 4.2386 4 $101,753.77113 0.534 $11,068.00 0.4028 4.9508 5 $106,978.32

Page 4: Ejercicio de simulacion con montecarlo ingenieria economica

114 -1.336 $7,328.00 0.1252 1.4152 1 $12,109.89115 -0.751 $8,498.00 0.8099 6.1084 6 $120,161.22116 1.359 $12,718.00 0.1524 4.2734 4 $96,086.13117 -0.292 $9,416.00 0.1794 2.7844 3 $37,315.71118 -1.132 $7,736.00 0.8212 5.7952 6 $99,094.41119 0.290 $10,580.00 0.8195 7.2070 7 $207,663.36120 0.462 $10,924.00 0.4061 4.8986 5 $103,676.34121 0.286 $10,572.00 0.9073 7.7298 8 $240,534.93122 0.509 $11,018.00 0.8681 7.7176 8 $249,832.88123 -0.832 $8,336.00 0.452 3.8800 4 $53,989.09124 0.013 $10,026.00 0.6895 6.1500 6 $143,611.50125 0.977 $11,954.00 0.565 6.3670 6 $183,042.39126 1.532 $13,064.00 0.7433 7.9918 8 $319,530.04127 -0.211 $9,578.00 0.2924 3.5434 4 $53,938.95128 -0.125 $9,750.00 0.6706 5.8986 6 $129,073.05129 0.054 $10,108.00 0.817 6.9560 7 $184,493.12130 -1.679 $6,642.00 0.071 0.7470 1 $5,262.97131 -0.708 $8,584.00 0.0536 1.6136 2 $16,643.31132 -0.098 $9,804.00 0.6377 5.7282 6 $122,913.48133 -0.235 $9,530.00 0.269 3.3790 3 $49,968.28134 -0.683 $8,634.00 0.1333 2.1168 2 $23,615.52135 -0.693 $8,614.00 0.8194 6.2234 6 $126,219.01136 -0.430 $9,140.00 0.8346 6.5776 7 $149,155.23137 -0.081 $9,838.00 0.9677 7.7252 8 $223,548.68138 1.510 $13,020.00 0.1207 4.2342 4 $96,908.55139 0.111 $10,222.00 0.2888 3.8438 4 $65,240.87140 0.866 $11,732.00 0.7297 7.2442 7 $232,744.57141 0.067 $10,134.00 0.6939 6.2304 6 $148,811.97142 -0.129 $9,742.00 0.6421 5.7236 6 $121,955.45143 0.370 $10,740.00 0.1355 3.1830 3 $51,555.35144 -0.369 $9,262.00 0.5947 5.1992 5 $97,505.32145 2.302 $14,604.00 0.2968 6.0828 6 $204,858.98146 -1.749 $6,502.00 0.1769 1.3124 1 $9,817.96147 -0.693 $8,614.00 0.1162 2.0042 2 $21,947.45148 1.501 $13,002.00 0.9585 9.2520 9 $444,440.50149 -1.460 $7,080.00 0.6407 4.3842 4 $55,773.59150 -1.224 $7,552.00 0.1716 1.8056 2 $16,844.83151 -0.804 $8,392.00 0.0566 1.5356 2 $15,311.38152 1.464 $12,928.00 0.1533 4.3838 4 $101,826.70153 0.436 $10,872.00 0.1014 3.0444 3 $48,921.16154 0.160 $10,320.00 0.0099 2.2194 2 $30,037.54155 0.924 $11,848.00 0.2449 4.3934 4 $93,655.93156 0.681 $11,362.00 0.4508 5.3858 5 $127,350.64157 -1.298 $7,404.00 0.1906 1.8456 2 $16,978.31158 1.579 $13,158.00 0.2217 4.9092 5 $125,343.49

Page 5: Ejercicio de simulacion con montecarlo ingenieria economica

159 -0.800 $8,400.00 0.0426 1.4556 1 $14,361.03160 0.426 $10,852.00 0.8708 7.6508 8 $241,527.38161 -0.591 $8,818.00 0.3097 3.2672 3 $43,984.09162 -1.979 $6,042.00 0.0276 0.1866 0 $1,103.63163 1.017 $12,034.00 0.5915 6.5660 7 $195,699.90164 0.596 $11,192.00 0.93 8.1760 8 $287,846.57165 0.562 $11,124.00 0.8313 7.5498 8 $240,671.68166 0.014 $10,028.00 0.6732 6.0532 6 $139,374.22167 -1.756 $6,488.00 0.9857 6.1582 6 $93,170.12168 0.443 $10,886.00 0.2882 4.1722 4 $79,118.54169 1.150 $12,300.00 0.9326 8.7456 9 $368,417.77170 -1.934 $6,132.00 0.1691 1.0806 1 $7,373.81171 -0.403 $9,194.00 0.0954 2.1694 2 $25,968.85172 1.212 $12,424.00 0.0723 3.6458 4 $73,070.23173 0.248 $10,496.00 0.9519 7.9594 8 $254,448.11174 -0.116 $9,768.00 0.9616 7.6536 8 $217,571.49175 0.770 $11,540.00 0.8973 8.1538 8 $295,012.87176 -0.905 $8,190.00 0.8889 6.4284 6 $127,770.62177 -1.284 $7,432.00 0.8618 5.8868 6 $98,019.30178 -1.488 $7,024.00 0.7946 5.2796 5 $75,980.54179 1.114 $12,228.00 0.788 7.8420 8 $287,002.71180 0.759 $11,518.00 0.0955 3.3320 3 $59,146.01181 1.818 $13,636.00 0.5524 7.1324 7 $261,960.63182 -1.976 $6,048.00 0.465 2.8140 3 $24,327.34183 -0.433 $9,134.00 0.9344 7.1734 7 $177,558.20184 -0.615 $8,770.00 0.2321 2.7776 3 $34,636.54185 1.795 $13,590.00 0.318 5.7030 6 $169,000.93186 -0.682 $8,636.00 0.1582 2.2672 2 $25,855.60187 1.761 $13,522.00 0.6742 7.8062 8 $314,246.39188 -0.002 $9,996.00 0.6001 5.5986 6 $120,170.22189 1.664 $13,328.00 0.0035 3.6850 4 $79,683.74190 0.864 $11,728.00 0.6786 6.9356 7 $212,789.65191 0.209 $10,418.00 0.0598 2.5678 3 $36,897.79192 -0.097 $9,806.00 0.9375 7.5280 8 $210,859.39193 -0.140 $9,720.00 0.7226 6.1956 6 $141,208.00194 0.836 $11,672.00 0.7803 7.5178 8 $250,264.46195 1.920 $13,840.00 0.6266 7.6796 8 $310,516.40196 -2.499 $5,002.00 0.2751 1.1516 1 $6,475.96197 0.432 $10,864.00 0.1217 3.1622 3 $51,653.39198 0.318 $10,636.00 0.2077 3.5642 4 $60,431.53199 -0.642 $8,716.00 0.2416 2.8076 3 $34,946.84200 0.099 $10,198.00 0.0223 2.2328 2 $29,919.59201 -1.504 $6,992.00 0.1279 1.2634 1 $10,092.23202 1.590 $13,180.00 0.5311 6.7766 7 $228,213.72203 0.779 $11,558.00 0.3556 4.9126 5 $110,233.05

Page 6: Ejercicio de simulacion con montecarlo ingenieria economica

204 0.479 $10,958.00 0.045 2.7490 3 $42,654.96205 -1.143 $7,714.00 0.6116 4.5266 5 $64,062.84206 0.018 $10,036.00 0.8051 6.8486 7 $177,503.73207 -1.411 $7,178.00 0.1767 1.6492 2 $14,297.51208 1.039 $12,078.00 0.1956 4.2126 4 $89,156.70209 1.632 $13,264.00 0.3643 5.8178 6 $171,136.92210 -0.427 $9,146.00 0.8636 6.7546 7 $157,336.96211 -1.185 $7,630.00 0.0916 1.3646 1 $12,069.85212 0.763 $11,526.00 0.9012 8.1702 8 $295,970.37213 0.478 $10,956.00 0.8941 7.8426 8 $257,190.31214 1.471 $12,942.00 0.0127 3.5472 4 $73,002.03215 0.199 $10,398.00 0.0097 2.2572 2 $30,948.79216 -1.041 $7,918.00 0.5029 3.9764 4 $53,300.55217 0.722 $11,444.00 0.9559 8.4574 8 $317,512.27218 0.194 $10,388.00 0.1586 3.1456 3 $49,012.55219 1.679 $13,358.00 0.3727 5.9152 6 $177,768.84220 0.672 $11,344.00 0.7084 6.9224 7 $205,029.32221 0.200 $10,400.00 0.5267 5.3602 5 $115,578.21222 -0.735 $8,530.00 0.0729 1.7024 2 $17,673.66223 -1.801 $6,398.00 0.8869 5.5204 6 $74,973.59224 -1.019 $7,962.00 0.2422 2.4342 2 $26,219.74225 1.562 $13,124.00 0.6514 7.4704 7 $277,660.68226 0.705 $11,410.00 0.6521 6.6176 7 $188,443.32227 -0.659 $8,682.00 0.1978 2.5278 3 $30,095.41228 0.462 $10,924.00 0.5535 5.7830 6 $139,385.81229 0.278 $10,556.00 0.5083 5.3278 5 $116,048.77230 -1.942 $6,116.00 0.1222 0.7912 1 $5,165.60231 -0.916 $8,168.00 0.2709 2.7094 3 $31,157.18232 -1.201 $7,598.00 0.6815 4.8880 5 $71,842.48233 0.436 $10,872.00 0.7384 6.8664 7 $193,298.55234 -0.075 $9,850.00 0.2376 3.3506 3 $51,000.86235 -0.545 $8,910.00 0.8069 6.2964 6 $133,519.30236 -0.484 $9,032.00 0.2374 2.9404 3 $38,664.87237 1.082 $12,164.00 0.6545 7.0090 7 $225,475.49238 -0.365 $9,270.00 0.965 7.4250 7 $193,620.54239 -1.711 $6,578.00 0.8868 5.6098 6 $79,368.53240 -1.088 $7,824.00 0.3183 2.8218 3 $31,594.05241 -0.136 $9,728.00 0.9095 7.3210 7 $197,270.39242 1.349 $12,698.00 0.6634 7.3294 7 $258,115.02243 1.053 $12,106.00 0.5799 6.5324 7 $194,892.48244 -0.150 $9,700.00 0.1115 2.5190 3 $33,464.47245 0.470 $10,940.00 0.8724 7.7044 8 $247,154.18246 -0.791 $8,418.00 0.3067 3.0492 3 $37,964.99247 0.006 $10,012.00 0.1713 3.0338 3 $44,825.45248 0.012 $10,024.00 0.7114 6.2804 6 $149,477.59

Page 7: Ejercicio de simulacion con montecarlo ingenieria economica

249 0.793 $11,586.00 0.1382 3.6222 4 $67,468.14250 -0.247 $9,506.00 0.6379 5.5804 6 $113,603.31251 0.259 $10,518.00 0.5001 5.2596 5 $113,012.50252 -1.265 $7,470.00 0.3487 2.8272 3 $30,245.98253 -0.697 $8,606.00 0.0648 1.6918 2 $17,693.03254 0.910 $11,820.00 0.8065 7.7490 8 $270,368.70255 0.227 $10,454.00 0.2107 3.4912 3 $57,565.65256 0.313 $10,626.00 0.3145 4.2000 4 $78,059.92257 -0.458 $9,084.00 0.8446 6.6096 7 $149,669.36258 -0.119 $9,762.00 0.4063 4.3188 4 $75,033.12259 1.122 $12,244.00 0.4322 5.7152 6 $152,862.62260 0.971 $11,942.00 0.5005 5.9740 6 $161,901.99261 -1.541 $6,918.00 0.2631 2.0376 2 $18,006.68262 0.404 $10,808.00 0.7909 7.1494 7 $208,652.41263 0.569 $11,138.00 0.2661 4.1656 4 $80,744.09264 0.855 $11,710.00 0.8132 7.7342 8 $266,753.00265 0.854 $11,708.00 0.9006 8.2576 8 $307,846.14266 -1.019 $7,962.00 0.5124 4.0554 4 $55,295.67267 0.553 $11,106.00 0.6729 6.5904 7 $181,935.13268 0.213 $10,426.00 0.7975 6.9980 7 $192,641.74269 -0.303 $9,394.00 0.0883 2.2268 2 $27,462.86270 0.984 $11,968.00 0.4381 5.6126 6 $144,534.58271 -0.005 $9,990.00 0.6377 5.8212 6 $129,034.55272 -1.563 $6,874.00 0.9927 6.3932 6 $106,099.36273 1.038 $12,076.00 0.8429 8.0954 8 $303,847.78274 -0.280 $9,440.00 0.2653 3.3118 3 $48,040.03275 -0.391 $9,218.00 0.1176 2.3146 2 $28,368.97276 -0.695 $8,610.00 0.2235 2.6460 3 $31,781.19277 2.340 $14,680.00 0.7164 8.6384 9 $427,411.68278 -0.632 $8,736.00 0.5508 4.6728 5 $76,514.21279 0.765 $11,530.00 0.5212 5.8922 6 $152,327.78280 -0.837 $8,326.00 0.9069 6.6044 7 $136,967.11281 2.319 $14,638.40 0.0999 4.9186 5 $139,905.58282 2.322 $14,644.00 0.4791 7.1966 7 $286,573.88283 0.246 $10,492.00 0.147 3.1280 3 $49,100.51284 1.884 $13,768.00 0.8686 9.0956 9 $451,953.26285 -0.233 $9,534.00 0.3847 4.0752 4 $66,729.07286 -0.764 $8,472.00 0.8226 6.1716 6 $122,167.24287 -0.152 $9,696.00 0.8053 6.6798 7 $163,135.19288 0.881 $11,762.00 0.3597 5.0392 5 $117,226.91289 -0.389 $9,222.00 0.2389 3.0444 3 $41,496.59290 0.302 $10,604.00 0.5841 5.8066 6 $136,328.09291 -0.206 $9,588.00 0.6675 5.7990 6 $122,967.00292 -0.389 $9,222.00 0.8126 6.4866 6 $146,427.55293 0.875 $11,750.00 0.7613 7.4428 7 $246,659.46

Page 8: Ejercicio de simulacion con montecarlo ingenieria economica

294 -0.474 $9,052.00 0.4454 4.1984 4 $66,456.25295 0.480 $10,960.00 0.5539 5.8034 6 $140,760.90296 -2.917 $4,166.00 0.2952 0.8542 1 $3,833.31297 1.446 $12,892.00 0.2342 4.8512 5 $120,330.79298 -1.632 $6,736.00 0.3414 2.4164 2 $21,963.50299 0.978 $11,956.00 0.9717 8.8082 9 $364,069.47300 -0.271 $9,458.00 0.9135 7.2100 7 $185,800.80301 -1.182 $7,636.00 0.2063 2.0558 2 $20,105.89302 -0.875 $8,250.00 0.6414 4.9734 5 $80,370.84303 0.147 $10,294.00 0.4993 5.1428 5 $106,309.84304 -1.717 $6,566.00 0.3487 2.3752 2 $20,919.01305 -1.032 $7,936.00 0.1106 1.6316 2 $15,598.99306 0.952 $11,904.00 0.6922 7.1052 7 $226,897.95307 0.156 $10,312.00 0.1787 3.2282 3 $50,534.75308 0.489 $10,978.00 0.5577 5.8352 6 $142,430.47309 0.196 $10,392.00 0.0622 2.5692 3 $36,833.24310 -0.528 $8,944.00 0.9726 7.3076 7 $180,680.18311 1.509 $13,018.00 0.5776 6.9746 7 $238,899.96312 -0.62 $8,760.00 0.4266 3.9396 4 $58,109.85313 -0.926 $8,148.00 0.1479 1.9614 2 $20,191.57314 -1.458 $7,084.00 0.6249 4.2914 4 $53,887.59315 0.068 $10,136.00 0.3952 4.4392 4 $81,502.47316 -0.633 $8,734.00 0.9328 6.9638 7 $159,777.95317 -0.001 $9,998.00 0.1192 2.7142 3 $38,231.96318 -0.784 $8,432.00 0.5781 4.6846 5 $74,166.21319 -0.104 $9,792.00 0.4809 4.7814 5 $89,164.05320 2.064 $14,128.00 0.735 8.4740 8 $393,723.49321 -0.434 $9,132.00 0.0436 1.8276 2 $20,682.79322 -0.656 $8,688.00 0.9332 6.9432 7 $157,983.26323 1.501 $13,002.00 0.4726 6.3366 6 $197,251.10324 0.678 $11,356.00 0.623 6.4160 6 $176,497.28325 1.143 $12,286.00 0.2929 4.9004 5 $116,676.31326 0.573 $11,146.00 0.1419 3.4244 3 $59,619.23327 -0.813 $8,374.00 0.3039 3.0104 3 $37,076.43328 1.076 $12,152.00 0.2613 4.6438 5 $105,324.32329 0.201 $10,402.00 0.7047 6.4292 6 $162,318.99330 -0.646 $8,708.00 0.0173 1.4578 1 $14,914.83331 1.159 $12,318.00 0.9565 8.8980 9 $384,041.10332 -1.365 $7,270.00 0.3594 2.7914 3 $28,912.87333 -0.954 $8,092.00 0.0917 1.5962 2 $15,481.31334 -0.579 $8,842.00 0.4787 4.2932 4 $67,306.52335 -1.234 $7,532.00 0.4028 3.1828 3 $36,152.63336 -0.929 $8,142.00 0.1863 2.1888 2 $23,268.27337 -0.738 $8,524.00 0.6217 4.9922 5 $83,584.27338 1.180 $12,360.00 0.6972 7.3632 7 $253,672.97

Page 9: Ejercicio de simulacion con montecarlo ingenieria economica

339 0.384 $10,768.00 0.5319 5.5754 6 $128,475.22340 0.158 $10,316.00 0.1521 3.0706 3 $46,997.33341 -1.043 $7,914.00 0.7621 5.5296 6 $93,018.89342 1.236 $12,472.00 0.0331 3.4346 3 $67,010.05343 -0.157 $9,686.00 0.6488 5.7358 6 $121,731.40344 2.377 $14,754.00 0.3716 6.6066 7 $242,871.00345 0.207 $10,414.00 0.0747 2.6552 3 $38,625.24346 -0.323 $9,354.00 0.6748 5.7258 6 $117,181.23347 -0.545 $8,910.00 0.9882 7.3842 7 $183,960.53348 1.521 $13,042.00 0.1718 4.5518 5 $109,316.06349 1.312 $12,624.00 0.7736 7.9536 8 $305,548.86350 0.387 $10,774.00 0.2428 3.8438 4 $68,763.95351 0.746 $11,492.00 0.0091 2.8006 3 $45,915.68352 0.189 $10,378.00 0.3959 4.5644 5 $87,388.66353 0.508 $11,016.00 0.4066 4.9476 5 $106,356.95354 -1.527 $6,946.00 0.4784 3.3434 3 $35,849.81355 -0.074 $9,852.00 0.1319 2.7174 3 $37,735.59356 1.829 $13,658.00 0.82 8.7490 9 $409,460.63357 -1.169 $7,662.00 0.205 2.0610 2 $20,240.58358 -0.352 $9,296.00 0.8152 6.5392 7 $149,961.27359 0.200 $10,400.00 0.1484 3.0904 3 $47,822.92360 2.253 $14,506.00 0.1081 4.9016 5 $137,816.94361 -1.408 $7,184.00 0.3692 2.8072 3 $28,798.50362 0.424 $10,848.00 0.8097 7.2822 7 $217,559.85363 -1.579 $6,842.00 0.9471 6.1036 6 $96,601.01364 1.77 $13,540.00 0.2012 4.9772 5 $132,080.01365 -0.571 $8,858.00 0.1132 2.1082 2 $24,099.79366 1.068 $12,136.00 0.9251 8.6186 9 $351,491.16367 -0.723 $8,554.00 0.7363 5.6948 6 $106,093.70368 -0.78 $8,440.00 0.1035 1.8410 2 $19,292.94369 0.94 $11,880.00 0.2105 4.2030 4 $87,372.60370 0.374 $10,748.00 0.1388 3.2068 3 $52,159.69371 0.877 $11,754.00 0.6655 6.8700 7 $209,201.15372 1.96 $13,920.00 0.9409 9.6054 10 $520,889.72373 -0.675 $8,650.00 0.607 4.9670 5 $84,080.19374 -0.132 $9,736.00 0.5828 5.3648 5 $108,365.09375 -1.692 $6,616.00 0.4479 2.9954 3 $29,083.39376 0.511 $11,022.00 0.1855 3.6240 4 $64,232.56377 -0.936 $8,128.00 0.722 5.3960 5 $91,411.97378 -0.427 $9,146.00 0.7895 6.3100 6 $137,628.07379 0.586 $11,172.00 0.5569 5.9274 6 $149,252.30380 2.288 $14,576.00 0.5624 7.6624 8 $325,463.36381 0.915 $11,830.00 0.2234 4.2554 4 $88,766.82382 0.874 $11,748.00 0.3974 5.2584 5 $126,177.40383 0.558 $11,116.00 0.4373 5.1818 5 $116,333.89

Page 10: Ejercicio de simulacion con montecarlo ingenieria economica

384 0.409 $10,818.00 0.2603 3.9708 4 $72,660.13385 -0.511 $8,978.00 0.7341 5.8936 6 $118,664.88386 -1.104 $7,792.00 0.1849 2.0054 2 $19,868.43387 0.394 $10,788.00 0.2096 3.6516 4 $63,602.97388 -0.806 $8,388.00 0.4646 3.9816 4 $56,581.16389 0.889 $11,778.00 0.8254 7.8414 8 $276,394.95390 0.834 $11,668.00 0.651 6.7400 7 $199,856.18391 -0.799 $8,402.00 0.9361 6.8176 7 $147,253.39392 0.519 $11,038.00 0.6983 6.7088 7 $187,322.87393 1.545 $13,090.00 0.5135 6.6260 7 $216,733.17394 1.424 $12,848.00 0.5499 6.7234 7 $218,987.12395 0.131 $10,262.00 0.4627 4.9072 5 $97,687.62396 -0.454 $9,092.00 0.7777 6.2122 6 $132,763.55397 0.53 $11,060.00 0.9493 8.2258 8 $288,317.30398 0.757 $11,514.00 0.8038 7.5798 8 $251,217.09399 -0.094 $9,812.00 0.4743 4.7518 5 $88,408.69400 -1.284 $7,432.00 0.6958 4.8908 5 $70,342.01401 0.822 $11,644.00 0.9869 8.7434 9 $348,566.42402 0.69 $11,380.00 0.3286 4.6616 5 $99,269.77403 0.473 $10,946.00 0.2735 4.1140 4 $77,780.70404 1.536 $13,072.00 0.4199 6.0554 6 $181,806.30405 -2.753 $4,494.00 0.3993 1.6428 2 $8,908.42406 -0.601 $8,798.00 0.7209 5.7244 6 $110,166.34407 -0.84 $8,320.00 0.4118 3.6308 4 $48,625.34408 -1.396 $7,208.00 0.8756 5.8576 6 $94,187.23409 -0.046 $9,908.00 0.3484 4.0444 4 $68,513.75410 0.18 $10,360.00 0.0368 2.4008 2 $33,486.17411 0.416 $10,832.00 0.1022 3.0292 3 $48,390.85412 0.119 $10,238.00 0.4612 4.8862 5 $96,743.67413 -0.691 $8,618.00 0.611 4.9750 5 $84,002.60414 -0.264 $9,472.00 0.0878 2.2628 2 $28,285.48415 2.717 $15,434.00 0.8775 9.9820 10 $635,133.77416 -0.625 $8,750.00 0.8721 6.6076 7 $144,080.07417 0.499 $10,998.00 0.9443 8.1648 8 $281,998.35418 0.359 $10,718.00 0.1321 3.1516 3 $50,710.21419 -1.049 $7,902.00 0.8671 6.1536 6 $113,313.97420 0.007 $10,014.00 0.1215 2.7360 3 $38,722.94421 -0.519 $8,962.00 0.8318 6.4718 6 $141,664.28422 -0.519 $8,962.00 0.8773 6.7448 7 $153,724.78423 -0.844 $8,312.00 0.8013 5.9638 6 $112,327.30424 0.871 $11,742.00 0.0596 3.2286 3 $57,553.05425 0.091 $10,182.00 0.5584 5.4414 5 $116,249.35426 0.175 $10,350.00 0.0225 2.3100 2 $31,768.31427 0.408 $10,816.00 0.8084 7.2584 7 $215,446.72428 -0.414 $9,172.00 0.3587 3.7382 4 $56,061.11

Page 11: Ejercicio de simulacion con montecarlo ingenieria economica

429 0.655 $11,310.00 0.2381 4.0836 4 $79,419.94430 0.283 $10,566.00 0.7636 6.8646 7 $187,758.72431 1.362 $12,724.00 0.0677 3.7682 4 $78,739.45432 -1.788 $6,424.00 0.4564 2.9504 3 $27,633.96433 -0.040 $9,920.00 0.3907 4.3042 4 $75,827.73434 -0.774 $8,452.00 0.9222 6.7592 7 $145,596.34435 -0.961 $8,078.00 0.1201 1.7596 2 $17,442.86436 -1.431 $7,138.00 0.2357 1.9832 2 $17,941.70437 0.552 $11,104.00 0.102 3.1640 3 $52,838.35438 0.55 $11,100.00 0.3196 4.4676 4 $90,198.95439 -0.656 $8,688.00 0.134 2.1480 2 $24,222.49440 -0.424 $9,152.00 0.2011 2.7826 3 $36,236.57441 0.213 $10,426.00 0.604 5.8370 6 $135,346.35442 -0.37 $9,260.00 0.5618 5.0008 5 $91,072.58443 -0.587 $8,826.00 0.7836 6.1146 6 $125,040.14444 -2.205 $5,590.00 0.5519 3.1064 3 $25,898.04445 -0.834 $8,332.00 0.1129 1.8434 2 $19,077.50446 -0.025 $9,950.00 0.6465 5.8540 6 $129,868.24447 0.145 $10,290.00 0.073 2.5830 3 $36,741.02448 1.286 $12,572.00 0.2643 4.8718 5 $118,198.77449 0.611 $11,222.00 0.4898 5.5498 6 $132,776.07450 -0.264 $9,472.00 0.4052 4.1672 4 $68,708.99451 -1.281 $7,438.00 0.854 5.8430 6 $96,742.03452 1.233 $12,466.00 0.9875 9.1580 9 $415,889.87453 -0.411 $9,178.00 0.1472 2.4722 2 $30,865.38454 -0.212 $9,576.00 0.6689 5.8014 6 $122,907.37455 -0.505 $8,990.00 0.5923 5.0488 5 $89,896.82456 1.192 $12,384.00 0.8785 8.4630 8 $344,107.54457 -0.333 $9,334.00 0.2226 3.0026 3 $41,173.15458 0.344 $10,688.00 0.1017 2.9542 3 $46,060.93459 -0.007 $9,986.00 0.1633 2.9728 3 $43,423.67460 -0.001 $9,998.00 0.5294 5.1754 5 $104,406.11461 0.418 $10,836.00 0.3678 4.6248 5 $93,274.04462 0.097 $10,194.00 0.5034 5.1174 5 $104,367.18463 0.349 $10,698.00 0.3421 4.4016 4 $84,824.95464 0.657 $11,314.00 0.2548 4.1858 4 $82,661.35465 0.539 $11,078.00 0.5505 5.8420 6 $144,039.64466 -0.738 $8,524.00 0.5874 4.7864 5 $77,756.02467 0.852 $11,704.00 0.1795 3.9290 4 $77,310.42468 1.541 $13,082.00 0.1978 4.7278 5 $116,865.17469 -0.779 $8,442.00 0.4117 3.6912 4 $50,602.57470 -0.555 $8,890.00 0.8853 6.7568 7 $153,032.68471 0.791 $11,582.00 0.4773 5.6548 6 $141,802.81472 0.349 $10,698.00 0.9207 7.8732 8 $253,264.69473 -0.872 $8,256.00 0.2371 2.5506 3 $28,972.40

Page 12: Ejercicio de simulacion con montecarlo ingenieria economica

474 1.775 $13,550.00 0.3976 6.1606 6 $194,727.90475 0.894 $11,788.00 0.2165 4.1930 4 $86,363.41476 -0.779 $8,442.00 0.0667 1.6212 2 $16,463.11477 0.063 $10,126.00 0.8527 7.1792 7 $197,170.69478 1.066 $12,132.00 0.2828 4.7628 5 $109,742.32479 -0.261 $9,478.00 0.9338 7.3418 7 $193,342.96480 0.477 $10,954.00 0.3235 4.4180 4 $87,387.81481 0.821 $11,642.00 0.5169 5.9224 6 $155,285.56482 -0.292 $9,416.00 0.9625 7.4830 7 $199,921.52483 0.879 $11,758.00 0.0281 3.0476 3 $52,988.17484 -1.120 $7,760.00 0.3227 2.8162 3 $31,248.02485 0.848 $11,696.00 0.4424 5.5024 6 $136,248.89486 1.263 $12,526.00 0.9937 9.2252 9 $425,218.04487 0.037 $10,074.00 0.9918 7.9878 8 $246,128.14488 -2.038 $5,924.00 0.8909 5.3074 5 $64,682.68489 0.976 $11,952.00 0.9892 8.9112 9 $373,920.81490 -0.009 $9,982.00 0.0089 2.0444 2 $26,094.22491 0.368 $10,736.00 0.5085 5.4190 5 $121,668.41492 1.751 $13,502.00 0.3253 5.7028 6 $167,895.76493 0.778 $11,556.00 0.7377 7.2042 7 $226,637.90494 2.619 $15,238.00 0.8274 9.5834 10 $567,027.70495 -0.921 $8,158.00 0.0668 1.4798 1 $14,228.70496 0.594 $11,188.00 0.7416 7.0436 7 $209,479.54497 -1.546 $6,908.00 0.828 5.4220 5 $78,364.55498 -0.539 $8,922.00 0.6882 5.5902 6 $106,965.52499 0.703 $11,406.00 0.9664 8.5014 9 $320,201.14500 0.161 $10,322.00 0.7671 6.7636 7 $178,041.14

HISTOGRAMA

Page 13: Ejercicio de simulacion con montecarlo ingenieria economica

Media 128,367

D.S. 103,580.9

CV 80.69%

Mínimo 1103.63

Máximo 635133.77

Rango 634030.14

n 500

Intervalo

# desde hasta Intervalo Pto. Medio Frecuencia Aux. Eje X Aux.

1 1103.6 29923.181818182 [1,104; 29,923] 15,513 72 15,513 SI

2 29923 58742.733636364 (29,923; 58,743] 44,333 76 44,333 SI

3 58743 87562.285454545 (58,743; 87,562] 73,153 64 73,153 SI

4 87562 116381.83727273 (87,562; 116,382] 101,972 67 101,972 SI

5 116382 145201.38909091 (116,382; 145,201] 130,792 59 130,792 SI

6 145201 174020.94090909 (145,201; 174,021] 159,611 30 159,611 SI

7 174021 202840.49272727 (174,021; 202,840] 188,431 32 188,431 SI

8 202840 231660.04454545 (202,840; 231,660] 217,250 27 217,250 SI

9 231660 260479.59636364 (231,660; 260,480] 246,070 20 246,070 SI

10 260480 289299.14818182 (260,480; 289,299] 274,889 15 274,889 SI

11 289299 318118.7 (289,299; 318,119] 303,709 9 303,709 SI

12 318119 346938.25181818 (318,119; 346,938] 332,528 6 332,528 SI

13 346938 375757.80363636 (346,938; 375,758] 361,348 5 361,348 SI

14 375758 404577.35545455 (375,758; 404,577] 390,168 6 390,168 SI

15 404577 433396.90727273 (404,577; 433,397] 418,987 5 418,987 SI

16 433397 462216.45909091 (433,397; 462,216] 447,807 2 447,807 SI

Page 14: Ejercicio de simulacion con montecarlo ingenieria economica

17 462216 491036.01090909 (462,216; 491,036] 476,626 1 476,626 SI

18 491036 519855.56272727 (491,036; 519,856] 505,446 0 505,446 SI

19 519856 548675.11454545 (519,856; 548,675] 534,265 2 534,265 SI

20 548675 577494.66636364 (548,675; 577,495] 563,085 1 563,085 SI

21 577495 606314.21818182 (577,495; 606,314] 591,904 0 591,904 SI

22 606314 635133.77 (606,314; 635,134] 620,724 1 620,724 SI