Simulation method for correlating probability variables and computer-readable Medium having stored the method

摘要

PURPOSE: A simulating method with respect to probability variables is provided to make probability variables having a correlation relation and observed in actuality create a mock scenario for storing a co-variation property. CONSTITUTION: Variation data with respect to a plurality of probability variables having a co-variation property and to be simulated are checked(S100). Main components of the checked variation data are analyzed, and a plurality of main components less than the number of the probability variables is extracted is extracted(S200). A regression coefficient and a remainder between an individual variation of each probability variable and the main components are calculated through a regression analysis making the main components an independent variable(S300). The period and the number of times of a simulation are set(S400). A simulated main component is calculated by generating random numbers corresponded to the period and the number of times of the simulation with respect to the main components(S500). A simulated remainder is calculated by generating random numbers corresponded to the period and the number of times of the simulation with respect to the remainder(S600). A simulated variation is created using the regression coefficient, the simulated main component, and the simulated remainder(S700).