IE 429, Parisay, January 2010 What you need to know from Probability and Statistics: Experiment outcome: constant, random variable Random variable: discrete,

Slides:



Advertisements
Similar presentations
Waiting Line Management
Advertisements

Exponential Distribution. = mean interval between consequent events = rate = mean number of counts in the unit interval > 0 X = distance between events.
IE 429, Parisay, January 2003 Review of Probability and Statistics: Experiment outcome: constant, random variable Random variable: discrete, continuous.
Statistics review of basic probability and statistics.
Review of Probability Distributions
Simulation of multiple server queuing systems
Nur Aini Masruroh Queuing Theory. Outlines IntroductionBirth-death processSingle server modelMulti server model.
Queuing Analysis Based on noted from Appendix A of Stallings Operating System text 6/10/20151.
Chap. 20, page 1051 Queuing Theory Arrival process Service process Queue Discipline Method to join queue IE 417, Chap 20, Jan 99.
Model Antrian By : Render, ect. Outline  Characteristics of a Waiting-Line System.  Arrival characteristics.  Waiting-Line characteristics.  Service.
Chapter 6 Continuous Random Variables and Probability Distributions
OS Fall ’ 02 Performance Evaluation Operating Systems Fall 2002.
Data Communication and Networks Lecture 13 Performance December 9, 2004 Joseph Conron Computer Science Department New York University
M / M / 1 / GD / / (Section 4) Little’s queuing formula This is independent of number of servers, queue discipline, interarrival time dist., service time.
Analysis of Simulation Input.. Simulation Machine n Simulation can be considered as an Engine with input and output as follows: Simulation Engine Input.
Queuing Analysis Based on noted from Appendix A of Stallings Operating System text 6/28/20151.
Queuing. Elements of Waiting Lines  Population –Source of customers Infinite or finite.
7/3/2015© 2007 Raymond P. Jefferis III1 Queuing Systems.
Operations Management
To accompany Quantitative Analysis for Management, 9e by Render/Stair/Hanna 14-1 © 2003 by Prentice Hall, Inc. Upper Saddle River, NJ Chapter 14.

Graduate Program in Engineering and Technology Management
Queuing Theory (Waiting Line Models)
Chapter 4 Continuous Random Variables and Probability Distributions
Copyright ©: Nahrstedt, Angrave, Abdelzaher, Caccamo1 Queueing Systems.
Chapter 5 Statistical Models in Simulation
Probability Review Thinh Nguyen. Probability Theory Review Sample space Bayes’ Rule Independence Expectation Distributions.
Exponential Distribution
Modeling and Simulation CS 313
Statistics for Engineer Week II and Week III: Random Variables and Probability Distribution.
Probability and Statistics Required!. 2 Review Outline  Connection to simulation.  Concepts to review.  Assess your understanding.  Addressing knowledge.
1 System Is a section of reality Composed of components that interact with one another Can be a subsystem Has hypothetical boundaries Can include or input.
1 Statistical Distribution Fitting Dr. Jason Merrick.
1 Queuing Analysis Overview What is queuing analysis? - to study how people behave in waiting in line so that we could provide a solution with minimizing.
0 K. Salah 2. Review of Probability and Statistics Refs: Law & Kelton, Chapter 4.
Entities and Objects The major components in a model are entities, entity types are implemented as Java classes The active entities have a life of their.
MAT 1235 Calculus II Section 8.5 Probability
ETM 607 – Input Modeling General Idea of Input Modeling Data Collection Identifying Distributions Parameter estimation Goodness of Fit tests Selecting.
Determination of Sample Size: A Review of Statistical Theory
Math b (Discrete) Random Variables, Binomial Distribution.
Selecting Input Probability Distribution. Simulation Machine Simulation can be considered as an Engine with input and output as follows: Simulation Engine.
1 Ardavan Asef-Vaziri Sep-09Operations Management: Waiting Lines3 Example: The arrival rate to a GAP store is 6 customers per hour and has Poisson distribution.
(C) J. M. Garrido1 Objects in a Simulation Model There are several objects in a simulation model The activate objects are instances of the classes that.
Copyright ©: Nahrstedt, Angrave, Abdelzaher, Caccamo1 Queueing Systems.
Waiting Line Theory Akhid Yulianto, SE, MSc (log).
1 1 Slide Chapter 12 Waiting Line Models n The Structure of a Waiting Line System n Queuing Systems n Queuing System Input Characteristics n Queuing System.
Example 14.3 Queuing | 14.2 | 14.4 | 14.5 | 14.6 | 14.7 |14.8 | Background Information n County Bank has several.
Chap 5-1 Chapter 5 Discrete Random Variables and Probability Distributions Statistics for Business and Economics 6 th Edition.
Managerial Decision Making Chapter 13 Queuing Models.
Introduction to Simulation Chapter 12. Introduction to Simulation  In many spreadsheets, the value for one or more cells representing independent variables.
Computer Simulation Henry C. Co Technology and Operations Management,
McGraw-Hill/Irwin Copyright © 2009 by The McGraw-Hill Companies, Inc. All rights reserved.
18 Management of Waiting Lines
Random Variable 2013.
Prepared by Lloyd R. Jaisingh
ETM 607 – Spreadsheet Simulations
McGraw-Hill/Irwin ©2009 The McGraw-Hill Companies, All Rights Reserved
Queueing Theory What is a queue? Examples of queues:
Demo on Queuing Concepts
AP Statistics: Chapter 7
Queuing Systems Don Sutton.
Variability 8/24/04 Paul A. Jensen
Mitchell Jareo MAT4340 – Operations Research Dr. Bauldry
COMP60621 Designing for Parallelism
Queuing Theory III.
Queuing Theory III.
Waiting Line Models Waiting takes place in virtually every productive process or service. Since the time spent by people and things waiting in line is.
Chapter 6 Continuous Probability Distributions
1/2555 สมศักดิ์ ศิวดำรงพงศ์
PROBABILITY AND STATISTICS
Presentation transcript:

IE 429, Parisay, January 2010 What you need to know from Probability and Statistics: Experiment outcome: constant, random variable Random variable: discrete, continuous Sampling: size, randomness, replication Data summary: mean, variance (standard deviation), median, mode Histogram: how to draw, effect of cell size Refer to handout on web page.

What you need to know from Probability and Statistics (cont): Probability distribution: how to draw, mass function, density function Relationship of histogram and probability distribution Cumulative probability function: discrete and continuous Standard distributions: parameters, other specifications Read Appendix C and D of your textbook. IE 429, Parisay, January 2010

X1=1/4 X2=1/2 X3=1/4 X4=1/8 X5=1/8 X6=1/2 X7=1/4 X8=1/4 X9=1/8 X10=1/8 X11=3/8 X12=1/8 0 1:00 2:00 3:00 Y1=3 Y2=4 Y3=5 Relation between Exponential distribution ↔ Poisson distribution X i : Continuous random variable, time between arrivals, has Exponential distribution with mean = 1/4 Y i : Discrete random variable, number of arrivals per unit of time, has Poisson distribution with mean = 4. (rate=4) Y ~ Poisson (4) IE 429, Parisay, January 2010

What you need to know from Probability and Statistics (cont): Confidence level, significance level, confidence interval, half width Goodness-of-fit test Refer to handout on web page. IE 429, Parisay, January 2010

Demo on Queuing Concepts Refer to handout on web page. Basic queuing system: Customers arrive to a bank, they will wait if the teller is busy, then are served and leave. Scenario 1: Constant interarrival time and service time Scenario 2: Variable interarrival time and service time Objective: To understand concept of average waiting time, average number in line, utilization, and the effect of variability. IE 429, Parisay, January 2010

Scenario 1: Constant interarrival time (2 min) and service time (1 min) Scenario 2: Variable interarrival time and service time

Analysis of Basic Queuing System Based on the field data Refer to handout on web page. T = study period Lq = average number of customers in line Wq = average waiting time in line IE 429, Parisay, January 2010

Queuing Theory Basic queuing system: Customers arrive to a bank, they will wait if the teller is busy, then are served and leave. Assume: Interarrival times ~ exponential Service times ~ exponential E(service times) < E(interarrival times) Then the model is represented as M/M/1 IE 429, Parisay, January 2010

Notations used for QUEUING SYSTEM in steady state (AVERAGES) = Arrival rate approaching the system e = Arrival rate (effective) entering the system = Maximum (possible) service rate e = Practical (effective) service rate L = Number of customers present in the system Lq = Number of customers waiting in the line Ls = Number of customers in service W = Time a customer spends in the system Wq = Time a customer spends in the line Ws = Time a customer spends in service IE 429

Analysis of Basic Queuing System Based on the theoretical M/M/1 IE 429, Parisay, January 2010

Example 2: Packing Station with break and carts Refer to handout on web page. Objectives: Relationship of different goals to their simulation model Preparation of input information for model creation Input to and output from simulation software (Arena) Creation of summary tables based on statistical output for final analysis IE 429, Parisay, January 2010

Example 2 Logical Model IE 429, Parisay, January 2010

You should have some idea by now about the answer of these questions. * What is a “queuing system”? * Why is that important to study queuing system? * Why do we have waiting lines? * What are performance measures of a queuing system? * How do we decide if a queuing system needs improvement? * How do we decide on acceptable values for performance measures? * When/why do we perform simulation study? * What are the “input” to a simulation study? * What are the “output” from a simulation study? * How do we use output from a simulation study for practical applications? * How should simulation model match the goal (problem statement) of study? IE 429, Parisay, January 2010