Stochastic thresholds and additional constraints

Methods and settings

Select each condition in context

Choose an eligible output, check its period, scenario or plan, then enter the condition and threshold in its own unit. A cash minimum and a leverage maximum are different conditions on different measures. A threshold entered in EURk has the same scaling as the corresponding workspace result.

Conditions measure outcomes

Stochastic does not force all samples to satisfy the conditions or discard valid violating outcomes to create a feasible distribution. It reports how frequently conditions are met under the configured uncertainty. For changing inputs until conditions are satisfied, use Reverse, whose constraints have a different purpose.

Equality is an exact condition

The current condition editor applies = as exact numeric equality; it has no tolerance field. A continuously varying output may therefore produce zero exact matches even when many results are close to the threshold. Rounded display values do not establish exact equality. Use ≥ or ≤ when the question is a minimum or maximum, and reserve = for a meaningful exact outcome such as a modeled zero plateau or discrete amount.

Individual and joint probabilities

An individual condition uses runs with both a valid target and a valid value for that condition. The joint result uses runs where the target and all selected conditions are valid. Therefore individual and joint denominators can differ. The probability that all conditions are satisfied is not the sum or, without an independence justification, the product of the individual probabilities. Inspect the displayed valid-run counts.