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Statistical Models in Simulation Analysis

The document presents a statistical analysis involving customer demand, inter-arrival times, and probabilities related to marriage and gaming outcomes. It includes calculations for cumulative distribution functions (CDF), mean, variance, and probabilities using binomial and exponential distributions. Key results include a mean demand size of 3.2, a variance of 1.56, and specific probabilities for various scenarios.

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8 views5 pages

Statistical Models in Simulation Analysis

The document presents a statistical analysis involving customer demand, inter-arrival times, and probabilities related to marriage and gaming outcomes. It includes calculations for cumulative distribution functions (CDF), mean, variance, and probabilities using binomial and exponential distributions. Key results include a mean demand size of 3.2, a variance of 1.56, and specific probabilities for various scenarios.

Uploaded by

y6kn4q5pjw
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

Name: Menna Gamal Ali

ID
ID:: 221018532
Sta$s$cal Models in Simula$on
Sheet 2
Q1.
Customer demands vary between 1 and 5 items, the probability of di9erent
demand size is given by the following pdf:

a. Draw the cdf

Xi P(xi) CDF
1 0.1 0.1
2 0.2 0.3
3 0.3 0.6
4 0.2 0.8
5 0.2 1
b. What is the mean demand size

μ=E(X)=∑xiP(xi)=1(0.1)+2(0.2)+3(0.3)+4(0.2)+5(0.2)
=0.1+0.4+0.9+0.8+1.0=3.2
c. What is the variance of the demand size

σ2=E(X2)−[E(X)]^2
E(X2)=12(0.1)+22(0.2)+32(0.3)+42(0.2)+52(0.2)

=0.1+0.8+2.7+3.2+5.0=11.8

σ2=11.8−(3.2)2=11.8−10.24=1.56
Q2.

The probability of customer inter-arrival time is given by the


following pdf:

a. Find the cdf

b. Probability that inter-arrival time ≥ 0.5 hour

P(X≥0.5)=0.75

c. Mean inter-arrival time (Expected value E[X])

d. Variance of inter-arrival time


Q3

A recent survey indicates that 82% of single women aged 25 years


old will be married in their life time.

Using the binominal distribution, find the probability that 2 or 3


women in a sample of twenty will neverbe married

Q4.

In a computer game the probability of winning is 0.4.

a. What is the probability of wining for the first time in the fourth
game?

b. What is the probability of wining two games in the first five


games
Q5.

For an exponentially distributed random variable X, find the value


of λ that satisfies the following

relationship: P(X ≤ 3) = 0.9P(X ≤ 4)

λ≈0.197

Q6.

Given the following distributions:

Normal(10, 4)

μ=10 (mean) σ=4 (standard deviation)

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