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Jesús David Moscote Guillen
Probabilidad Pagos
Para este caso el inversor debe seguir la estrategia o proceso (Supply 3: 3000) ya que la regla de decision de Bayes dic
VEIP 1448.5
P*P VEsIP VEcIP
Baja 307 76.75
76.75 Moderada 10607 3712.45 12152
Alta 20907 8362.8
107.45 ∑ 307
122.8
-351.75
4242.8
-776.75
3117.45 ∑ 10703.5
8362.8
gla de decision de Bayes dice que se debe elegir la alternativa con mayor pago esperado
Table 1. Optimal solution for production
strategy
nature states
Alternatives High Medium Low
Demand Demand Demand
Strategy A 37 29 -15
Strategy B 27 22 14
Strategy C 12 17 22
VEsIP VEcIP
20.7 28.95
Para este caso el inversor debe seguir la estrategia B ya que la regla de decision de Bayes dice que se debe ele
VEIP 8.25
VEsIP
20.7
n de Bayes dice que se debe elegir la alternativa con mayor pago esperado
Exercise 3. Decision tree and expected Value – EVPI and EVM
Group
7
Get into the campus, on the left side of the
course you will be able to consult the
number of your group in the participants
section, if you have any doubts, check with
your tutor.
In case of typing the group number in the
wrong way, it will generate the wrong
random data.
EJERCICIO 3:ÁRBOL DE DECISIÓN
Established
shopping center
New shopping
center
Nodo 1
Store on a busy
street
Store outlet
Favorable
very successful
0.4 0.48
(S1)
moderately
0.3 0.72
successful (S2)
low success
0.2 0.54
(S3)
unsuccessful
0.1 0.34
(S4)
Established
shopping center
New shopping
center
Favorable
0.55
Store on a busy
street
Store outlet
Nodo 1
Established
shopping center
New shopping
center
Desfavorable
0.45
Store on a busy
street
Store outlet
VEcIM= 102.6
VEsIM= 102.6
VEIM= 0
EFICIENCIA
E=(VEIM/VEIP)*100
E=(0/0)*100
E=0
O 3:ÁRBOL DE DECISIÓN Y VALOR ESPERADO - EVPI Y EVMI
107 87 -17
77 57 37
87 67 -27
67 57 27
Probabilidad
very successful
moderately successful
Nodo 2
low success
unsuccessful
very successful
moderately successful
Nodo 3
low success
unsuccessful
very successful
moderately successful
Nodo 4
low success
unsuccessful
very successful
moderately successful
Nodo 5
low success
unsuccessful
ble
Probabilidad Probabilidad
conjunta posterior
0.192 0.349
0.216 0.393
0.108 0.196
0.034 0.062
0.55
Probabilidad
very successful
moderately successful
Nodo 4
low success
unsuccessful
very successful
moderately successful
Nodo 5
low success
unsuccessful
very successful
moderately successful
Nodo 6
low success
unsuccessful
very successful
moderately successful
Nodo 7
low success
unsuccessful
Probabilidad
very successful
moderately successful
Nodo 8
low success
unsuccessful
very successful
moderately successful
Nodo 9
low success
unsuccessful
very successful
moderately successful
Nodo 10
low success
unsuccessful
very successful
moderately successful
Nodo 11
low success
unsuccessful
ercial, en una tienda en
mercial. Históricamente,
10% no ha tenido éxito.
s estados de la naturaleza
obabilidad Pagos
0.4 137
0.3 107
0.2 87
0.1 -17
0.4 97
0.3 77
0.2 57
0.1 37
0.4 107
0.3 87
0.2 67
0.1 -27
0.4 77
0.3 67
0.2 57
0.1 27
Desfavorable
very successful
0.4 0.52 0.208
(S1)
moderately
successful 0.3 0.28 0.084
(S2)
low success
0.2 0.46 0.092
(S3)
unsuccessful
0.1 0.66 0.066
(S4)
0.45
obabilidad Pagos
0.349 137
0.393 107
0.196 87
0.062 -17
0.349 97
0.393 77
0.196 57
0.062 37
0.349 107
0.393 87
0.196 67
0.062 -27
0.349 77
0.393 67
0.196 57
0.062 27
obabilidad Pagos
0.462 137
0.187 107
0.204 87
0.147 -17
0.462 97
0.187 77
0.204 57
0.147 37
0.462 107
0.187 87
0.204 67
0.147 -27
0.462 77
0.187 67
0.204 57
0.147 27
P*P VE VEsIP VEcIP VEIP
54.8
32.1
102.6
17.4
-1.7
38.8
23.1
77
11.4
3.7
42.8
26.1
79.6
13.4
-2.7
30.8
20.1
65
11.4
2.7
Probabilidad
posterior
0.462
0.187
0.204
0.147
P*P VE VEsIP VEcIP
47.83
42.02
105.88
17.08
-1.05
33.86
30.24
77.58
11.19
2.29
105.88 58.234
37.35
34.17
83.01
13.16
-1.67
26.88
26.31
66.05
11.19
1.67
102.6
P*P VE VEsIP
63.32
19.97
98.59
17.79
-2.49
44.84
14.37
76.29
11.65
5.43
98.59 44.366
98.59 44.366
49.46
16.24
75.44
13.70
-3.96
35.59
12.51
63.71
11.65
3.96
Exercise 4. Decision tree and expected Value – EVPI and EVM
Group
7
Get into the campus, on the left side of the
course you will be able to consult the
number of your group in the participants
section, if you have any doubts, check with
your tutor.
In case of typing the group number in the
wrong way, it will generate the wrong
random data.
EJERCICIO 4: ÁRBOL DE DECISIÓN Y VALOR ESP
Se presenta un caso para un fabricante que planea presentar un nuevo reloj intelig
menor de instalaciones existentes a una importante ampliación de la planta. La dec
producto. Por conveniencia, diremos que esta demanda potencial puede ser baja, m
beneficio a lo largo de la vida de la inversión correspondiente a cada uno de los cua
el nivel de demanda se presentan en el anexo 1.
Processes A 77
Processes B 87
Processes C 107
Processes D 97
Processes A
Processes B
Nodo 1
Processes C
Processes D
Favorable
Probabilidad La probabilidad
Estado de naturaleza
anterior condicional
Processes A
Processes B
Favorable
0.4328
Processes C
Processes D
Nodo 1
Processes A
Processes B
Desfavorable
0.5672
Processes C
Processes D
CALCULO VEIM
VEcIM= 139.2
VEsIM= 139.2
VEIM= 0 La investigacion de mercado n
EFICIENCIA
E=(VEIM/VEIP)*100
E=(0/0)*100
E=0
ISIÓN Y VALOR ESPERADO - EVPI Y EVMI
un nuevo reloj inteligente. Tiene una opción de cuatro procesos de producción, A, B, C y D, que van d
n de la planta. La decisión sobre el curso de acción debe realizarse en un momento en el que se desco
cial puede ser baja, media-baja, medio-alto y alto. También se supone 4 que el fabricante puede calcu
a cada uno de los cuatro niveles de exigencia. Estos niveles de beneficios (en dólares) para cada comb
97 127 207
107 127 187
132 147 167
107 117 137
Probabilidad
Demand Low
Demand average - low
Nodo 2
Demand Average - High
Demand High
Demand Low
Demand average - low
Nodo 3
Nodo 3
Demand Average - High
Demand High
Demand Low
Demand average - low
Nodo 4
Demand Average - High
Demand High
Demand Low
Demand average - low
Nodo 5
Demand Average - High
Demand High
Probabilidad Probabilidad
conjunta posterior
0.132 0.305
0.1008 0.233
0.1272 0.294
0.0728 0.168
0.4328
Probabilidad
Demand Low
Demand average - low
Nodo 4
Demand Average - High
Demand High
Demand Low
Demand average - low
Nodo 5
Demand Average - High
Demand High
Demand Low
Demand average - low
Nodo 6
Demand Average - High
Demand High
Demand Low
Demand average - low
Nodo 7
Demand Average - High
Demand High
Probabilidad
Demand Low
Demand average - low
Nodo 8
Demand Average - High
Demand High
Demand Low
Demand average - low
Nodo 9
Demand Average - High
Demand High
Demand Low
Demand average - low
Nodo 10
Demand Average - High
Demand High
Demand Low
Demand average - low
Nodo 11
Nodo 11
Demand Average - High
Demand High
Probabilidad Pagos
0.22 77
0.28 97
0.24 127
0.26 207
0.22 87
0.28 107
0.24 127
0.26 187
0.22 107
0.28 132
0.24 147
0.26 167
0.22 97
0.28 107
0.24 117
0.26 137
Desfavorable
Probabilidad Pagos
0.305 77
0.233 97
0.294 127
0.168 207
0.305 87
0.233 107
0.294 127
0.168 187
0.305 107
0.233 132
0.294 147
0.168 167
0.305 97
0.233 107
0.294 117
0.168 137
Probabilidad Pagos
0.155 77
0.316 97
0.199 127
0.330 207
0.155 87
0.316 107
0.199 127
0.330 187
0.155 107
0.316 132
0.199 147
0.330 167
0.155 97
0.316 107
0.199 117
0.330 137
P*P VE VEsIP VEcIP VEIP
16.94
27.16
128.4
30.48
53.82
19.14
29.96
128.2
128.2
30.48
48.62
23.54
36.96
139.2
35.28
43.42
21.34
29.96
115
28.08
35.62
Probabilidad
posterior
0.155
0.316
0.199
0.330
23.48
22.59
118.22
37.33
34.82
26.53
24.92
120.23
37.33
31.45
134.67 58.2856
32.63
30.74
134.67
43.20
28.09
29.58
24.92
111.94
34.39
23.04
139.2
P*P VE VEsIP
11.95
30.65
136.17
25.26
68.32
13.50
33.81
134.28
25.26
61.72
142.66 80.9144
16.60
42
142.66
29.23
55
15.05
33.81
117.34
117.34
23.27
45.22
EJERCICIO 5: TEORIA DE LA UTILIDAD
SOLUCION