告诉你关于Bootstrap如何在Oracle Crystal Ball中的实现
Oracle Crystal Ball中有两种Bootstrap方法,One-simulation(non-parametric bootstrap)和Multiple-simulation(parametric bootstrap).
One-simulation method — Simulates the model data once (creating the original sample) and then repeatedly resamples those simulation trials (the original sample values).Resampling creates a new sample from the original sample with replacement. That is, it returns the selected value to the sample before selecting another value, letting the selector possibly reselect the same value. It then creates a distribution of the statistics calculated from each resample. This method assumes only that the original simulation data accurately portrays the true forecast distribution, which is likely if the sample is large enough. This method isn’t as accurate as the multiple-simulation method, but it takes significantly less time to run.
Multiple-simulation method — Repeatedly simulates the model, and then creates a distribution of the statistics from each simulation. This method is more accurate than the one-simulation method, but it might take a prohibitive amount of time.