COMM 163 Formulae Sheet

Probability
Saaty’s Pairwise Judgement Scale and Random Consistency Index (RCI):

Value Meaning
1/9 C1 is very much less important than C2 Size(n) RCI
3 .58
1/7 C1 is much less important than C2
4 .90
1/5 C1 is less important that C2 5 1.12
1/3 C1 is a little less important than C2 6 1.24
1 C1 and C2 are of equal importance 7 1.32
3 C1 is a little more important than C2 8 1.41
9 1.45
5 C1 is more important than C2
10 1.49
7 C1 is much more important than C2 11 1.51
9 C1 is very much more important than C2 12 1.58

YASAI Functions for Generating Random Variables

YASAI provides Excel functions that return random numbers with specified distributions. They will
generally return a different value each time they are called, depending on their arguments. Here are
the functions that are currently implemented:

GENUNIFORM (a, b): Both arguments are numbers. Normally, it is expected that a < b. If so, a
random number uniformly distributed over the interval [a, b) -- that is, x such that a < x < b -- is
returned. If a = b, then the value a (or equivalently b)is returned. If a > b, an error value is returned.

GENNORMAL (m, s): Both arguments are numbers. If s < 0, an error value is returned. If s is zero,
the return value is m. Otherwise, a random value with a normal distribution with mean m and
standard deviation s is returned.

GENBINOMIAL (n, p): The first argument n must be a nonnegative integer, and the second
argument p must be a number in the range [0, 1]. Otherwise, an error value is returned. If these
conditions are met, then the return value is an integer drawn randomly from a binomial distribution
with n trials and probability p of success at each trial. Note that if n = 0, then the return value is 0.
The implementation is efficient even when n is large.

GENPOISSON (m): The argument m is a nonnegative number. A negative argument causes an

error value to be returned. A zero argument causes zero to be returned. Otherwise, the return value
is randomly chosen from a Poisson distribution with mean value m. The implementation is efficient
even when m is large.

GENTABLE (V, P): The argument V and P are blocks of cells or lists (for example, "{1,3,7}") having
the same number of cells. Essentially, the function returns each value in V with the probability
specified by the corresponding element in P. If the two arguments have the same number of cells
but differing numbers of rows and columns, the correspondence is determined by scanning first
across the first row, then across the second row, and so forth. Non-numeric entries in P are treated
as if they were zero. If the two arguments do not have the same number of cells, or if P contains
any negative numbers, or if P contains only zeroes, an error value is returned. If the values in P do
not sum to 1, they are rescaled proportionally so that they do. For example,
GENTABLE({1,2,3},{.2,.5,.3}) returns 1 with probability 0.2, 2 with probability 0.5, and 3 with
probability 0.3.
GENEXPON (a): The argument must be a positive number, or an error value is returned. If so, the
return value is randomly chosen from an exponential distribution with mean value 1/a.

GENGEOMETRIC (p): Returns a geometric random variables with a probability p of being 1. This
variable is equal to the number of trials of a mean p Bernoulli (or equivalently, GENBINOMIAL(1,p))
variable until the value 1 is obtained. The value of p must be greater than 0, and less than or equal
to 1, or an error value is returned.

GENTRIANGULAR (a, b, c): Returns a value from a triangular distribution with minimum a, mode b,
and maximum c. The arguments must be numbers with the property a < b < c, or an error value is
returned.

GENLOGNORMAL (m, s): Generates a lognormal random variable, and is equivalent to

exp(GenNormal(m, s)). The restrictions on the arguments are the same as for GENNORMAL.

Specifying Scenarios
In YASAI, decision variables are called parameters. For each possible value combination for the
parameters, YASAI obtains a sample, recording the values of all the output variables. YASAI
provides the function SIMPARAMETER(L, name, group) to specify each parameter:

• The first argument, L, is a block of cells or a list specifying the possible return values.
• The name argument is a character string describing the parameter, and is used only in the
output reports. If it is omitted, its value is taken from the cell containing the formula -- for
example, if the SIMPARAMETER function is in cell C12, the default name of the parameter is
"C12"
• The group argument is optional and defaults to 1 if omitted. It may be any whole number
between 1 and 20 (values outside this range produce an error value). For simplicity, all
parameters within the same group should have the same number of values in L.

Parameters in the same group vary in "lock step" with one another, whereas YASAI tries all possible
combinations of values between different groups.

Specifying Output
To specify an output of the simulation, use the formula SIMOUTPUT(x, name): This function returns
the value x. During simulation runs, the values of x encountered are saved for later analysis, as
described below. The argument name is a character string to describe the output in the simulation
reports. For example a cell containing =SIMOUTPUT(A4+B7,"profit") defines an output called "profit"
whose value is A4+B7.