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ReliaSoft > Software > RENO > Examples > Example C-1

RENO: Probabilistic Event and Risk Analysis Visual Stochastic Event SimulatorSM
Flowchart and solve the most complex probabilistic problems.

EXAMPLES


Example C-1 - Estimating Dice Roll Probabilities

Software Used: 
RENO


Problem Statement:

Consider two simple questions regarding the probabilities associated with a dice roll:

When you roll a single 6-sided die, what is the probability of rolling a 4?

When you roll two 6-sided dice, what is the probability of rolling a pair of 4s?

RENO Solution:

Define two Random Variables to describe the possible results from rolling each die, as shown next for the first die.

Random Variable to draw a random number from 1 to 6

Probability of Rolling a 4

To determine the probability of rolling a 4 with a single die, construct the Flowchart as follows:

Flowchart to model the problem

Step 1: Use a Standard Block to obtain the result of the dice roll from the "DiceRoll1" Random Variable described above.

Standard Block to get value of roll of single die

Step 2: Use a Conditional Block to check whether the roll was a 4. If true, then a 1 is passed down the TRUE path. A FALSE path is not required for this example.

Conditional Block checking whether roll was a 4

Step 3: Use a Result Storage Block to keep a sum of the number of times that a 4 is rolled (across all simulations).

Result Storage Block holding number of 4s rolled

Step 4: Use a Standard Block to convert the sum to a percentage.

Standard Block to convert number of 4s rolled to a percentage

In this equation, the reserved keyword IN represents the sum from the previous construct and the reserved keyword SIMS_TOTAL represents the total number of simulations.

Step 5: Use another Result Storage Block to store the final percentage (given as a decimal).

Result Storage Block holding percentage

In the Simulation Console, enter 5000 for the number of simulations.

Simulation Console set for 5000 simulations

When simulation is complete, the results are displayed in the Simulation Results Explorer and in the Flowchart, as shown next.

Flowchart with results displayed

The estimated probability of rolling a 4 is 16.26%.

Probability of Rolling a Pair of 4s

Add a new Flowchart to the project by selecting Add Flowchart from the Project menu.

You can rename the new Flowchart by right-clicking the new Flowchart in the Project Explorer and selecting Rename Item from the shortcut menu that appears. In the text box, type Roll Pair of 4s and press Enter.

To determine the probability of rolling a pair of 4s with two dice, construct the Flowchart as follows:

Flowchart to model the problem

In this case, two Standard Blocks are required to obtain the result from each die and a Logic Gate is used instead of a Conditional Block. With AND selected for Gate Type, this construct requires that both paths meet the conditional requirement in order for the condition to be TRUE.

Logic Gate to determine if both rolled values are 4

It is important to note that the Required Number of Executed Paths field in the Logic Gate must be set to 2. This ensures that both incoming paths are executed before the Logic Gate is executed.

The rest of the Flowchart is identical to the one described above.

In the Simulation Console, enter 10,000 for the number of simulations.

Simulation Console set for 10,000 simulations

When simulation is complete, the results are displayed in the Simulation Results Explorer and in the Flowchart, as shown next.

Flowchart with results displayed

The probability of rolling a pair of 4s is 2.83%.

A RENO project with the solution for this example (called "Dice Roll.rnp") is shipped with the software and stored in the Examples\Casino folder in the application directory (e.g. C:\Program Files\ReliaSoft\RENO\Examples\Casino\Dice Roll.rnp).

 

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October 2008
October 15 - 17, 2008: RS 525 Probabilistic Event Analysis in Tucson, Arizona
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