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Agenda
Problem 2.4 Hoboken Police problem limited source
Show that GPSS Solution gets same result (done last week)
Class Problems 4.2 ( Java City)
Class Problem 4.7 (Ginos Pizza) Manual
Class Problem 4.7 (Ginos Pizza) Automatic with VLOOKUP & Function
Class Problems 4.3 (Geophone) Simulation with Excel
Manual
Automatic without Outstanding Inventory Rule
Automatic with Outstanding Inventory Rule (One Outstanding Order)
Class Problem 4.3 GPSS
Introduction to Probability & Statistics
Probability Mass and Density Functions
Cumulative Distribution Functions
Continuous Process Generators
Inverse Transform Method
Interarrivals...
ln( r1 )
6
( 60 m in/ hr )
# in Group...
x=5
.10
Order Size...
x=6
.10
# in G roup
x=2
.20
x=4
.20
2
3
4
5
6
#of Pizzas
O rdered (x)
1
1 (or 2)
2
2 (or 3)
3 (or 4)
x = r4(50 - 10) + 10
x=3
.40
Note: Also,
assume a 5
minute delay
between the time
a group is seated
until the time its
pizza(s) enters the
oven.
DEMAND (given)
i.e 1/lambda - 5/6 days per order Inter-arrival time avg. (IAT avg.)
Process Generator 2:
of
Number
PSGs
Frequency
30
25
25
Continued
____
P(x)
0.06
0.05
0.09
0.3
0.25
0.25
Cum Prob
0.06
0.11
0.2
0.5
0.75
1
RN Range
0 <= r2 <.06
.06 <= r2 < .11
.11 <= r2 < .20
.20 <= r2 < .50
.50 <= r2 < .75
.75 <= r2 < 1.0
r1
Days Between
Clock Time
r2
dem
and
r3
I
n
v
e
n
t
o
r
y
L
e
a
d
Ti
m
e
Orders
Place
Ord
er
Level
0
0.904
0.782
3.078
15
0.659
0.347526454
0.347526454
0.398
0.872
11
0.9
0.08780043
0.435326883
0.808
0.084
Yes
Order
arriv
3.07376
0.024
3.108084541
3.543411424
0.647
0.393
30
0.219
1.265569624
4.808981048
0.695
0.211
25
0.411
0.740968387
5.549949435
0.65
0.132
20
0.237
1.199745948
6.749695384
0.667
0.843
0.599
0.427078067
7.176773451
0.04
0.921
14
0.826
0.159300421
7.336073872
0.516
0.909
Order
arriv
es
2.1349
15
39
yes
8.88455
EXCEL MANUAL
EXCEL Automatic Without No Outstanding Order Rule
EXCEL Automatic With Outstanding Order Rule
f(x)
1
b-a
Introduction to
Probability and Statistics
Part I
b
b
b-a
f(x)dx = b - a 1
a
0.4
f(x)
0.3
N (0,1)
0.2
0.1
0
-4
-2
0
x
Lesson Objectives
Lesson Objectives
Probability & Statistics Review PDFs, CDFs, etc.
Role of Continuous Process Generators
Inverse Transform Method
Uniform
Definitions
Probability
Population
Mythical - Exact
World
Sample
Statistics
Random - Real
World
Process Generators
Discrete Process Generators
Easier to explain and
understand
Time
Between
Truck
Arrivals,
Hours
12
12
10
Frequency
0.75
8
6
0.50
4
0.25
2
0
0
20
10
30
0.5
0.25
0.75
1.0
a. Sorted Observations
30/30
1.0
Cumulative
Probability
b. Histogram
24/30
0.8
21/30
Uniform
Random
Variable
Time Between
Truck Arrivals
(hours)
0.6
12/30
0.4
0.2
0
0
0.25
0.5
0.75
1.0
0
0.40
0.70
0.80
<
<
<
<
r
r
r
r
<
<
<
<
0.40
0.70
0.80
1.00
d. Process Generator
0.25
0.50
0.75
1.00
Area Under
Curve Must Be
Equal to 1
f(x)
0.3
0.2
0.1
0
5
Random Variable
Two types
Discrete
Continuous
Random Variable
Random Variable
24
p(x)
p( x) 1
P(x a) 0
b
P (a x b)
p ( x ) dx area under
a
P ( x )
p ( x ) dx 1
p(x)
Random Variable
p ( x i ) D iscrete R V
xi X
f ( x ) dx C ontinuous R V
CDF
PDFdt
0
27
Random Variable
Expected value
= E(x)
= xi p (xi)
= x f(x) dx
15
29
43
57
71
85
99 113 127 141 155 169 183 197 211 225 239 253 267 281 295
29
PDF = f(t)
0.009
0.008
0.007
0.006
0.005
0.004
0.003
0.002
0.001
0
1
15
29
43
57
71
85
99 113 127 141 155 169 183 197 211 225 239 253 267 281 295
CDF
PDFdt
0
1
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0
1
18 35 52 69 86 103 120 137 154 171 188 205 222 239 256 273 290
30
Some Useful
Continuous
Probability Distributions
Uniform Distribution
Triangular Distribution
Normal Distribution
Exponential Distribution
31
Continuous Distributions
Uniform Distribution
Characterizes a random variable for which all integer outcomes between some
minimum value a and maximum value are equally likely
f ( x ) 1 /( b a )
axb
and F(X) =
f(x)dx =
Mean = (a+b)/2
b-a
1
b-a
f(x)
1
b-a
a
32
Continuous Distributions
Triangular Distribution
2(x - a)
(b - a)(c - a)
if a<= x <= c
2(b - x)
(b - a)(b - c)
if c< x <= b
f(x)
otherwise
33
Random Variable
Variance
V ( x ) E [( x ) ]
2
E[x
E
2 x
x ( E ( x ))
2
2
i
p ( xi )
( x i p ( x i ))
Random Variable
Standard deviation
SD ( X )
V (X )
Sums of R.V.
Y a 1 x1 a 2 x 2
E ( y ) a 1 E ( x1 ) a 2 E ( x 2 )
2
V (Y ) a 1 V ( x1 ) a 2 V ( x 2 )
when x1 and x2 are independent random variables
Random Variable
SampleMean
Xi
n
SampleVari ance
(X
X)
n 1
2
i
n 1
p(x)
p( x)
dx / ( b a )
x / ( b a )] a b / ( b a ) a / ( b a ) 1
b
h=1/(b-a)
and p ( x ) 0
p ( x ) is thus a pdf
L et ' s find C D F
X
F (t )
f ( t ) dt
dt / ( b a ) t / ( b a )]
X
a
( x a ) / (b a )
L et ' s find C P G
r F ( x ) ( x a ) / (b a )
r (b a ) ( x a )
x a r (b a )
Converts uniform random numbers from U(0,1) to values of the random with distribution U(a,b)
2/(b-a)
(b,2/(b-a))
P(x)
p ( x ) dx
2 ( x a ) dx / ( b a )
2 / (b a )
( x a ) dx
a
2
2
2 / ( b a ) [ x / 2 ax ] 0 (2 r/ (b1 a ) )[ b / 2 ab a / 2 a ]
2
h 2 / (b a )
b
a
(1 / ( b a ) )[ b 2 ab a 2 a ] ( 2 / ( b a ) [ b 2 ab a ] ( b a ) / ( b a )
2
1, p ( x ) is G E 0, p ( x ) is a p robability distribution
y 1 ( b , 2 / ( b a ))
y0 (a , 0)
m ( 2 / ( b a )) / ( b a ) 2 / ( b a )
p ( x ) ( 2 / ( b a ) )( x a )
2
f (t ) 2(t a ) / (b a )
x
F (x)
f ( t ) dt
2(t a ) / (b a )
2 / ( b a ) [ t / 2 at ] a
2
2 / ( b a ) [ x / 2 ax a / 2 a ] r
2
Substituting h=2/(b-a):
=CDF
r h / ( b a )[( x / 2 ) ax a / 2 ]
2
2 ( b a ) r / h x 2 ax a ( x a )
2
( x a ) 2(b a )r / h
x a
2(b a )r / h
for 0 r 1
=CPG
Diagram
Uniform
f(x) = b - a
0
axb
x-a
F(x) = b - a
O therw ise
0
Ramp - up
2(x - a)
2
f(x) = (b - a)
0
Process
Generator
CDF
axb
O therw ise
(x - a) 2
2
F(x) = (b - a)
0
axb
Otherwise
axb
x = a + (b - a)r
0 r1
xa
2 r (b a )
h
O therw ise
0 r 1
Distribution
Diagram
Ramp-Up
&
Ramp Down
A
a
2(x - a)
(b - a)(m - a) a x m
2(b - x)
f(x) =
mxb
(b - a)(b - m )
0
O therw ise
CDF
(x - a) 2
axm
(b - a)(m - a)
(b - x)
f(x) = 1
mxb
(b - a)(b - m )
0
O therw ise
Process
Generator
x = a+ r(b-a)( m a )
0 r ( m a ) / (b a )
x = b- (1-r)(b-a)(b m )
( m a ) / (b a ) r 1
A=1/2base*height=(m-a)*(2/b-a)/2
= (m-a)/(b-a)
Distribution
Diagram
Ramp - Down
Exponential
2(b - x)
2
f(x) = (b - a)
0
e - x
f(x) =
0
CDF
a x b
O therw ise
x 0, 0
Otherwise
(b - x) 2
axb
1
2
(b - a)
F(x) =
0
O therw ise
1 - e - x
x0
F(x) =
O therw ise
0
Process
Generator
x = b - (b - a) (1 r )
2
0 r1
x = 0 r1
ln r
Questions?