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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