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Job Shop Simulation Model Analysis

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0% found this document useful (0 votes)
30 views4 pages

Job Shop Simulation Model Analysis

neatening

Uploaded by

Obakeng Moyo
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Lecture 8 Tutorial Questions

Exercise 1:

A simulation model of a job shop was developed to investigate different scheduling rules.
To validate the model, the scheduling rule currently used was incorporated into the model
and the resulting output was compared against observed system behavior. By searching
the previous year’s database records, it was estimated that the average number of jobs in
the shop was 22.5 on a given day. Seven independent replications of the model were run,
each of 30 days’ duration, with the following results for average number of jobs in the shop:

18.9; 22.0; 19.4; 22.1; 19.8; 21.9; 20.2

a) Develop and conduct a statistical test to evaluate whether model output is


consistent with system behavior. Use level of significance 𝛼 = 0.05.
b) What is the power of this test if a difference of two jobs is viewed as critical? What
sample size is needed to guarantee a power of 0.8 or higher? (Use 𝛼 = 0.05)

ANSWER

a) Population mean = 𝜇0 = 22.5 days; n = 7; use t-distribution with n-1 degrees of


freedom

1 18.9+22.0+19.4+22.1+19.8+21.9+20.2
Sample mean = 𝑌̅ = 𝑛 ∑𝑛𝑖=1 𝑌 = = 20.614
7

∑𝑛 ̅ 2
𝑖=1(𝑌− 𝑌 )
Sample Standard Deviation = 𝑆𝑌 = = 1.36
𝑛−1

Test of significance at 𝛼 = 0.05

𝐻0 : E(Y) = 22.5
𝐻1 : E(Y) ≠ 22.5

𝑌− 𝑢0 20.614− 22.5
|𝑡𝛼,𝑛−1 |= 𝑆/ = |𝑡0.025,6 |= = -3.67
2 √𝑛 1.36/√6

Since |𝑡0.025,6 | > 2.45 we reject the null hypothesis and conclude that the model is
not okay or inadequate.
b) |𝐸(𝑌) − 𝜇0 | = Critical Difference Allowed = 2 jobs

|𝐸(𝑌)− 𝜇0 | |𝐸(𝑌)− 𝜇0 | 2
𝛿= =𝛿= = 1.36 = 1.47
𝜎 𝑆
𝛽(𝛿̂ ) = 𝛽(1.47) = 0.1 for n = 7
Power = 1 – 𝛽 = 1 – 0.10 = 0.90

Sample size needed for the required Power = 0.80 or 𝛽 ≤ 0.20


Assuming our S = 1.36
Then for 𝛼 = 0.05 and 𝛿 1.47, n = 6

 If you calculate or approximate a sample size and you feel is too high for evaluating
the hypothesis of the difference between the model statistics and the population
parameter, you either need a higher 𝛽 risk (lower power) or a larger difference
(critical difference) 𝛿 must be considered.

Exercise 2:

System data for the job shop of Exercise 1 revealed that the average time spent by a job in
the shop was approximately 4 working days. The model made the following predictions, on
seven independent replications, for average time spent in the shop:

3.70; 4.21; 4.35; 4.13; 3.83; 4.32; 4.05

a) Is model output consistent with system behavior? Conduct a statistical test, using
level of significance 𝛼 = 0.01.
b) If it is important to detect a difference of 0.5 day, what sample size is needed to have
a power of 0.90? Interpret your results in terms of model validity or invalidity. (Use
𝛼 = 0.01)

ANSWER

a) Population mean = 𝜇0 = 4 days; n = 7; use t-distribution with n-1 degrees of


freedom; Test of significance at α = 0.01

1 3.70+4.21+4.35+4.13+3.83+4.32+4.05
Sample mean = 𝑌̅ = 𝑛 ∑𝑛𝑖=1 𝑌 = = 4.084
7

∑𝑛 ̅ 2
𝑖=1(𝑌− 𝑌 )
Sample Standard Deviation = 𝑆𝑌 = = 0.2441
𝑛−1

𝐻0 : E(Y) = 4
𝐻1 : E(Y) ≠ 22.5
𝑌− 𝑢0 20.614− 22.5
|𝑡𝛼,𝑛−1 |= 𝑆/ = |𝑡0.005,6 |= = 0.91
2 √𝑛 1.36/√6

Since |𝑡0.005,6 | < 3.71 we do not reject the null hypothesis and conclude that the
model is okay or is adequate.

b) |𝐸(𝑌) − 𝜇0 | = Critical Difference Allowed = 0.5 days

|𝐸(𝑌)− 𝜇0 | |𝐸(𝑌)− 𝜇0 | 0.5


𝛿= =𝛿= = 0.2441 = 2.05
𝜎 𝑆
𝛽(𝛿̂ ) = 𝛽(2.05) = 0.1 for n = 7
Power = 1 – 𝛽 = 1 – 0.10 = 0.90

 Then, assuming that the population standard deviation is 0.2441, the current power
of the test is 0.90.

Exercise 3:

For the job shop of Exercise 1, four sets of input data were collected over four different 10-
day periods, together with the average of jobs in the shop 𝑍𝑖 for each period. The input data
were used to drive the simulation model for four runs of 10 days each, and model
predictions of average number of jobs in the shop 𝑌𝑖 were collected, with these results:

i 1 2 3 4
𝑍𝑖 21.7 19.2 22.8 19.4
𝑌𝑖 24.6 21.1 19.7 24.9

a) Conduct a statistical test to check the consistency of system output and model
output. Use the level of significance 𝛼 = 0.05.
b) If a difference of two jobs is viewed as important to detect, what sample size is
required to guarantee a probability of at least 0.80 of detecting this difference, if it
indeed exists? (Use 𝛼 = 0.01)

ANSWER
1
a) Average observed difference = 𝑑̅ = 𝐾 = ∑𝐾
𝑗=1 𝑍𝑖𝑗 − 𝑌𝑖𝑗 = 1.80
1
Squared Deviation from Mean = 𝑆𝑑2 = 𝐾−1 ∑𝐾 ̅ 2
𝑗=1(𝑑𝑗 − 𝑑 ) = 12.96
Standard Deviation = 𝑆𝑑 = 3.60

Testing for significance at 𝛼 = 0.05


𝐻0 : 𝜇𝑑 = 0
𝐻1 : 𝜇𝑑 ≠ 0

𝑑̅− 𝑢𝑑 1.80− 0
|𝑡𝛼,𝑛−1 |= = |𝑡0.025,3 |=3.60/√4 = 1.0
2 𝑆/√𝑛

Since |𝑡0.025,3 | < 3.18 we do not reject the null hypothesis and conclude that the
model is okay or is adequate.

b) |𝐸(𝑌) − 𝜇0 | = Critical Difference Allowed = 2 jobs

|𝐸(𝑌)− 𝜇0 | |𝐸(𝑌)− 𝜇0 | 2
𝛿= =𝛿= = 3.60 = 0.556
𝜎 𝑆

Sample size needed for the required Power = 0.80 or 𝛽 ≤ 0.20


Assuming our S = 3.60
Then for 𝛼 = 0.05 and 𝛿 = 0.556, n = 30

Common questions

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Choosing a level of significance (𝛼) requires considering the trade-off between Type I and Type II errors. A lower 𝛼 reduces the likelihood of falsely claiming a difference (Type I error) but increases the risk of failing to detect true differences (Type II error), potentially requiring larger sample sizes or higher power. The critical importance of making correct decisions about differences in job counts should drive this choice, balancing detection sensitivity with practical constraints such as available data and desired confidence levels .

To evaluate if a model's output is consistent with system measurements using paired data, one must conduct a paired t-test for mean differences. Using a significance level (𝛼) of 0.05, the null hypothesis (𝐻0) assumes no difference in means, μd = 0. The calculated mean of differences (d̅) was 1.80 with a standard deviation of 3.60. The t-value was 1.0, which is less than the critical value of 3.18; thus, the null hypothesis is not rejected, indicating model adequacy with respect to the actual system outputs .

If a 0.5-day change is significant for the project and results in statistically insignificant differences with a high power (e.g., 0.90), it suggests that the model adequately predicts job times with high confidence. This interpretation validates the model within the critical difference set by the stakeholder. A change beyond this value without rejection of the null hypothesis indicates the model's output accurately reflects system behavior .

The output of the job shop model is consistent with the observed average time, given the null hypothesis (𝐻0: E(Y) = 4 days) is not rejected. Using a t-distribution with n-1 degrees of freedom and a level of significance (𝛼) of 0.01, the sample mean was 4.084 with a sample standard deviation of 0.2441. The calculated t-value was 0.91, which is less than the critical t-value of 3.71—thus, the null hypothesis is not rejected, indicating model adequacy .

To ensure a power of 0.8 when detecting a critical difference of two jobs, with a level of significance (𝛼) of 0.05, the sample size n required is 6. This is calculated using the formula delta (δ) = |E(Y) − μ0|/S, where δ = 1.47 and S is the sample standard deviation of 1.36. The power of the test is 0.90 for n = 7, so reducing n to 6 retains the required power of 0.80 .

To determine if the simulation model is consistent with observed system behavior, a two-tailed t-test can be performed. With a level of significance (𝛼) set at 0.05, the null hypothesis (𝐻0) assumes that the expected value of the number of jobs, E(Y), equals the population mean, μ0 = 22.5 jobs. The sample of seven independent replications had a sample mean of 20.614 and a sample standard deviation of 1.36. The calculated t-value is -3.67, and since this value exceeds the critical t-value of 2.45, the null hypothesis is rejected, implying that the simulation model is not consistent with the observed system behavior .

A sample size necessary to ensure a power of 0.90 to detect a 0.5-day difference, with a significance level (𝛼) of 0.01, should consider a difference represented by a standardized effect delta (δ). Here, δ = 2.05 with the sample standard deviation of 0.2441, confirming the current power is already at 0.90 for n = 7. Hence, no increase in sample size is necessary to maintain the required power level .

The standard deviation in job times directly influences the detection power of a statistical test used to assess model validity. A larger standard deviation can inflate the variability in test results, thereby reducing sensitivity to differences. This affects δ = |E(Y)− μ0|/S, where larger S decreases δ, diminishing power to detect true differences unless the sample size increases. Specifically, if the standard deviation were smaller, the test would become more powerful for a given sample size or a smaller sample size would achieve the desired power .

Failure to reject the null hypothesis implies that there is not enough statistical evidence to indicate a discrepancy between the model's predictions and actual system behavior. In a job shop scenario, it means the model's output is consistent with observed job dynamics at the assessed significance level. This suggests model validity and corroborates that the model's rules or assumptions satisfactorily capture the system's characteristics .

To detect a difference of two jobs with a power of 0.80, assuming a standard deviation (S) of 3.60 for the model, the required sample size calculations show that n = 30. This accounts for the critical difference and the power desired at a significance level (𝛼) of 0.05 and allows detection of the specified difference if it exists .

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