ISE 4100: Stochastic Modeling and Poisson Distribution

Autumn 2014
HW #4
(ARENA Simulation and Input Analysis)
Due: Oct. 28, 2014, Tuesday.
Notes:
KSZ: Simulation with Arena, 6th edition by Kelton et al.
BCNN: Jerry Banks, John S. Carson II, Barry L. Nelson, and David M. Nicol,
Discrete-Event System Simulation, 5th edition, Prentice Hall, 2010.
ARENA Simulation:
Upload your .doe les by 3:55pm on due date to the Homework #4 Drop-
box folder on Carmen. For other parts of these problems, please write them
down along with your other answers and return in class.
1. (16pts)
(a) (KSZ) Chapter 5, Exercise 5-5. Prepare a summary table. Please upload your
.doe le for this problem and return your summary results and interpretations in
class.
(b) (KSZ) Chapter 5, Exercise 5-6. Prepare a summary table and compare it to the
result of Exercise 5-6. Write brief comments. Please upload your .doe le for this
problem and return your summary results and interpretations in class.
2. (24pts)
(a) (KSZ) Chapter 5, Exercise 5-13. Prepare a summary table. Please upload your
.doe le for this problem and return your summary results and interpretations in
class.
(b) (KSZ) Chapter 5, Exercise 5-14. Prepare a summary table and compare it to the
result of Exercise 5-13. Write brief comments. Please upload your .doe le for
this problem and return your summary results and interpretations in class.
(c) (KSZ) Chapter 5, Exercise 5-15. Prepare a summary table and compare it to the
result of Exercise 5-14. Write brief comments. Please upload your .doe le for
this problem and return your summary results and interpretations in class.
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ARENA Input Analyzer:
3. (16pts) (World Cup Soccer Goals)[Chu]
The aim of this question to use the Input Analyzer to determine an appropriate dis-
tribution for a real-world dataset. The dataset is uploaded on Carmen. It contains
information about the 232 soccer games played from the 1990 World Cup, held in Italy,
to the 2002 World Cup, held jointly by South Korea and Japan. There were 535 goals
scored during this period. The dataset contains this information two ways. First, it
looks at the number of goals scored per game. Second, it looks at the inter-goal times.
The inter-goal times, i.e., the time between goals are calculated by appending each
game. The below gure shows how the inter-goal times were obtained.
Figure 1: Illustration of how the inter-goal times were obtained. The *s denote when a goal
was scored during a game, and the games are appended to calculate inter-goal times of goals
from dierent games.
Analyze the following experiments from the soccer game by using the ARENA Input
Analyzer.
(a) Run the ARENA Input Analyzer with the inter-goal times data (use Inter-Goal
Times sheet). Which distribution is the best tted one? Why? Explain.
(b) Run the ARENA Input Analyzer with the number of goals per game data (use
Number of Goals in each Game sheet). List all the statistically acceptable
distributions. Which distribution would you pick? Why? Explain.
Probability Plots in Microsoft Excel:
4. (14pts) For this problem, use the data given in hw4probplots.xlx. Upload your
Excel sheet on Carmen. Return your summary results and interpretations
in class.
(a) Suppose the data follows a Normal Distribution. Estimate the parameters of this
distribution using the provided data.
(b) Suppose the data follows a Gamma Distribution. Estimate the parameters of
this distribution using the provided data. Use the parameters of the Gamma
distribution given in BCNN.
Hint: You can see Example 9.15 in BCNN on how to estimate the parameters of
a gamma distribution.
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(c) Create a Q-Q plot and a P-P plot using the normal distribution. Does normal
distribution provide a good t? Comment on the plots.
(d) Create a Q-Q plot and a P-P plot using the gamma distribution. Comment on
the plots. Does gamma distribution provide a good t? How does it compare to
the normal probability plots?
Hint: Be CAREFUL! The Gamma distributions representation (and parameters)
in the book might be dierent than the Gamma distributions representation (and
parameters) in Excel. Dont forget to make the necessary changes to use the
Gamma distribution functions (GAMMADIST, GAMMAINV) in Excel to create
the plots!
Goodness-of-Fit Tests:
5. (15pts) (BCNN) Chapter 9- EXERCISE 14. (NEW: Do NOT turn this in on Oct. 28,
2014, Tuesday! This question on K-S test is NO LONGER part of HW4)
6. (15pts) (BCNN) Chapter 9- EXERCISE 16.
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