这个作业是来自澳洲的关于调查有关分析利润、概率分布等选择投资方向的商业分析Essay代写
JNB535 Business Analytics and Operations Research
问题1
您必须主观地评估连续随机变量的α分位数。
分位数索引α的值是根据您的最后一位数字来确定的UTAS学生证号,如下表所示:
的最后一位学生卡
0 1 2 3 4 5 6 7 8 9
分位数 指数
0.30 0.35 0.40 0.45 0.50 0.55 0.60 0.65 0.70 0.75
您需要执行以下操作:
a)定义您选择的连续随机变量,包括其名称,单位您将要分析的测量值和期望值范围。
b)定义一个与变量范围相对应的误差等级Δ以及启发过程的期望。
c)用文字写出完整的对话框以评估不确定性区间为定义的连续随机变量选择的α-分位数,包括:
i)对话的初始阶段
ii)启发下界
iii)启发上限
iv)确定所选α-分位数和其点估计。
[1 + 0.5 +(3 + 2 + 2 + 0.5)= 9分]
问题2
FinancialG Ltd.有三种可供选择的投资选择– a1,a2,a3。的这些替代方案的财务结果取决于未来的经济可以大致分为有利(θ1),稳定(θ2)和不利的(θ3)。替代品的预期利润取决于未来经济状况如下:
θ1θ2θ3
a1 $ 100 000 $ 25 000 $ 0
a2 $ 75 000 $ 50 000 $ 25 000
a3 $ 50 000 $ 50 000 $ 50 000
a)如果未来经济条件的概率为P(θ1)= 45%,P(θ2)= 20%,P(θ3)= 35%,确定并激发最佳选择使用期望值方法为FinancialG Ltd.提供投资选择。
继续 …
参加远程会议1-2020 JNB535业务分析和运营研究
FinancialG Ltd.的两名财务经理被赋予选择最佳职位的任务单独投资选择。两位经理都评估了以下间隔公用事业超过财务利润:
经理A经理B
$ 75000 [0.77; 0.83] [0.58; 0.62]
$ 50000 [0.58; 0.62] [0.28; 0.32]
$ 25000 [0.27; 0.33] [0.13; 0.17]
两位经理都主观评估了未来的可能性经济状况如下:
经理A经理B
θ1[0.32; 0.42] [0.48; 0.62]
θ2[0.22; 0.28] [0.14; 0.20]
θ3[0.27; 0.39] [0.29; 0.34]
根据此信息:
b)应用预期效用原理,对效用进行点估计根据经理A对备选方案进行排名的概率,并对根据经理B的其他选择。评论您的决定步骤每个经理的分析。
c)假设每个不确定区间的概率和效用值为均匀分布。执行并解释逻辑的结果基于仿真的灵敏度分析程序(具有100个伪现实)
测试经理A和经理B的推荐选择受其主观效用估计值不确定性的影响,概率(提示:对于每个经理,找到:1)“最佳”概率该选项优先于“次优”选项; 2)“次优”选项优先于“最差”选项)。
d)讨论并激发在推荐排名中观察到的差异经理A和经理B的替代方案,概述了所有可能的因素导致观察到的排名差异。
e)讨论经理A和经理B在考虑中的其他因素b部分中的排名与a部分中的决定相比。
[2 + 3 + 7 + 3 + 3 = 18分]
Question 3
Gadgets&Co sells refrigerators. Any refrigerator that malfunctions within 3 years of purchase is replaced with a new one for free. Of all refrigerators, 3% fail during their first year of operation; 5% of the one-year-old refrigerators fail within their second year of operation, and 7% of the two-year-old refrigerators fail within their 3rd year of operation.
a) Estimate analytically the fraction of all refrigerators that will have to be replaced under the 3-year warranty scheme.
b) Construct and execute a simulation model (with 120 pseudo-realities) to estimate the fraction of all refrigerators that will have to be replaced under the 3-year warranty scheme. Explain and motivate your approach.
Continued …
Distance and Attending 1-2020 JNB535 Business Analytics and Operations Research
c) Assume that it costs $650 to replace a refrigerator, and Gadgets&Co sells 15,000 refrigerators per year. Estimate analytically the replacement cost savings per year that Gadgets&Co would achieve if they decreased their warranty period to 2 years. Explain and motivate your approach and results.
d) Use the results from part b to find a simulation-based estimate of the replacement cost savings per year that Gadgets&Co would achieve if they decreased their warranty period to 2 years. Explain and motivate your approach.
[3+4+3+3=13 marks]
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