MIE 360: Systems Modeling and Simulation (Fall 2023)
Tutorial 4: Input Modelling: Parameter Estimation
1. Los Angeles County, home to the world’s largest jail system, would like to have a better
prediction of its ever growing jail population. A major concern for the authorities is to have
an accurate model of recidivism, i.e., the tendency to commit another crime upon release.
As a step, they would like to model the time released recidivists spend on the streets before
being rearrested for their next offense.
Attached is a list of 1,000 released recidivists in 2012 with their rearrest dates. Literature
suggests that the lognormal distribution is a very accurate distribution model to reflect
recidivism duration. A repeat recidivist’s story on the streets typically consists of three
stages: a brief period of desistance, re-criminalization, and evasion. The duration of each
part are almost in proportion to each other.
(a) For the given data, compute the method of moments and maximum likelihood esti-
mators of µ and σ. Hint: (1) You might want to consider the general case with N
(ln(x)−µ)2
data points; (2) The lognormal pdf is xσ
1
√
2π
e− 2σ 2 ; (3) If X ∼ Lognormal(µ, σ),
2 2
kµ+ k 2σ
E(X k ) = e .
2. You suspect that the completion time of a certain activity in a large construction project
follows a distribution with probability density function (p.d.f.) and cumulative distribution
function (c.d.f.) given respectively by:
( (
a
(1+x)a+1
, x ≥ 0, 1 − (1 + x)−a , x ≥ 0,
f (x) = and F (x) =
0, x < 0, 0, x < 0.
(a) Compute the Method of Moments (MoM) estimator for parameter α, given Pn100= 100
historical observations of the duration of the activity X1 , X2 , . . . , X100 with i=1 Xi =
120.5.
(b) Denote by τ the amount of time such that with 90% probability the duration of the
activity is smaller than τ . Compute τ , assuming that the duration of the activity is
distributed according to F (x).