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Matakuliah
Tahun
: J1186 - Analisis Kuantitatif Bisnis
: 2009/2010
METODE SIMULASI
Pertemuan 20
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Framework
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Simulasi Monte Carlo
Simulasi dan Persediaan
Simulasi dan Masalah Antrian
Aplikasi Model Simulasi
Pengambilan Keputusan Berdasarkan Model Simulasi
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Batasan Simulasi Monte Carlo
1. Apabila suatu persoalan sudah dapat diselesaikan atau
dihitung jawabannya secara matematis dengan tuntas,
maka hendaknya jangan menggunakan simulasi ini
2. Apabila sebagaian persoalan tersebut dapat diselesaikan
secara analitis dengan baik, maka penyelesaiannya lebih
baik dilakukan secara terpisah. Sebagian secara analitis
dan sebagian lagi simulasi
3. Apabila mungkin dapat digunakan simulasi perbandingan
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Contoh Soal
Harry’s Auto Tire sells all type of tires, but a apopular radial
tire accounts for a large portion of Harrycost ’s overall sales.
Recognizig that inventory costs can be quite siginificant with
this product, Harry’s wishes to determine a policy for
managing this inventory. To see what the demmand would
like over a period of time, he wishes to simulate the daily
demand for a number of days.
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Step – 1
Establishing Probability Distributions
To establish a probabilty distribution for tires we assume that
historical demand is a good indicator of future outcomes
Often, managerial estimates based on judgment and
experience are used to create a distribution.
The distribution themselves can be either emperical or
based on the commonly known normal, binomial, poisson or
exponential patterns
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Step – 2
Building a Cummulative Probability
Distribution for Each Variable
Histrical Daily Demand for Radial Tires at
Harry’s Auto Tire
Demand for Tires
Frequensy (days)
0
10
1
20
2
40
3
60
4
40
5
30
Total
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200
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Probability Demand
Demand for Tires
Frequensy (days)
0
10 /200 = 0.05
1
20 / 200 = 0.10
2
40 / 200 = 0.20
3
60 / 200 = 0.30
4
40 / 200 = 0.20
5
30 / 200 = 0.15
Total
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200
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Step – 3
Setting Random Number Intervals
Cummulative Probabilties for Radial Tires
Daily Demand
Probabality
Cummulative
0
0.05
0.05
1
0.10
0.15
2
0.20
0.35
3
0.30
0.65
4
0.20
0.85
5
0.15
1.00
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Step – 4
Generating Random Numbers
Daily
Probability
Cummulative
Probabilty
Internal of Reandom
0
0.05
0.05
01 to 05
1
0.10
0.15
06 to 15
2
0.20
0.35
16 to 35
3
0.30
0.65
36 to 65
4
0.20
0.85
66 to 85
5
0.15
1.00
86 to 00
Assignment of random number interval for Harry’s Auto Tire
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Step – 5
Simulating the Experiment
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Day
Random Number
Simulated Daily Demand
1
52
3
2
37
3
3
82
4
4
69
4
5
98
5
6
96
5
7
33
2
8
50
3
9
88
5
10
90
5
39 = total 10 day demand
3.9 average daily demand
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Expected Daily Demand
Expected Daily Demand =
5
=
Σ (Probability of i tires)x(demand of I tires)
i=0
= (0.05) (0) + (0.10) (1) + (0.20) (2) + (0.30) (3) + (0.20) (4)
+ (0.15) (5)
= 2.95 Tires
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