Professional Documents
Culture Documents
Questions Addressed
What
9-2
Purpose
Purpose:
Outline
For two-system
comparisons:
Independent sampling.
Correlated sampling (common random numbers).
For multiple
system comparisons:
Bonferroni approach: confidence-interval
estimation, screening, and selecting the best.
Hypothesis Testing
Used
Types of Errors
Type
False
II
I
9-8
(A)
(B)
(C)
[------|------]
Fail to
Reject H0
Reject H0
[------|------]
Reject H0
U1-U2=0
[------|------] denotes confidence Interval
9-9
(C)
(B)
Strategy 2
Strategy 1
Throughput Throughput
54.48
56.01
57.36
54.08
54.81
52.14
56.20
53.49
54.83
55.49
57.69
55.00
58.33
54.88
57.19
54.47
56.84
54.93
10
55.29
55.84
mean
Standard Deviation
56.30
1.37
54.63
1.17
Variance
1.89
1.36
9-11
9-13
17.5
= T.INV.2T(0.05,17.5) = 2.10
9-14
9-15
9-16
9-17
9-19
Paired-t Comparison
(A)
Replication (j)
(B)
Strategy 1
Throughput x1j
(C)
Strategy 2
Throughput
x2j
(D)
Difference (B C)
X(1-2)j = x1j - x2j
54.48
56.01
-1.53
57.36
54.08
3.28
54.81
52.14
2.67
56.20
53.49
2.71
54.83
55.49
-0.66
57.69
55.00
2.69
58.33
54.88
3.45
57.19
54.47
2.72
56.84
54.93
1.91
10
55.29
55.84
-0.55
mean
Standard Dev.
Variance
1.67
1.85
3.42
9-20
9-21
approach
ANOVA
Factorial
design and
optimization experiments
9-22
9-23
9-24
9-25
9-26
Factorial Design
Tests system response(s) when
multiple factors are being manipulated.
Input
9-27
9-28
Fractional-factorial Design
Strategically "screen out" factors that have little or no
impact on system performance.
On remaining factors, run a full-factorial experiment.
Run detailed studies for factors that have the greatest
impact.
9-29
Variance Reduction
Common
CRN Continued
(A)
Replication
1
2
3
4
5
6
7
8
9
10
(B)
Strategy 1
Throughput
79.05
54.96
(C)
Strategy 2
Throughput
75.09
51.09
(D)
Difference (B-C)
3.96
3.87
51.23
49.09
2.14
88.74
56.43
70.42
88.01
53.34
67.54
0.73
3.09
2.88
35.71
34.87
0.84
58.12
57.77
45.08
54.24
55.03
42.55
3.88
2.74
2.53
X Difference = 2.67
s Difference = 1.16
9-31
steering check.
Vehicles arrival: Possion with rate = 9.5/hour.
Present system:
Three stalls in parallel (one attendant makes all 3 inspections at each stall).
Service times for the 3 jobs: normally distributed with means 6.5, 6.0 and 5.5
minutes, respectively.
Alternative system:
Each attendant specializes in a single task, each vehicle will pass through
three work stations in series
Mean service times for each job decreases by 10% (5.85, 5.4, and 4.95
minutes).
Performance measure: mean response time per vehicle (total time from
33
q1 = E(Y1r ), r = 1, , R1;
q2 = E(Y2r ), r = 1, , R2
most likely shift, and definitely shrink in length, until conclusion of q1 < q2 or
q1 > q2 would be drawn.
34
35
,
Ri
Ri
i 1,2
12
R1
22
R2
37
( R1 1) S12 ( R2 1) S 22
S
,
R1 R2 2
2
p
i
1
2
Si
Yri Y.i
Ri 1 r 1
i
1
Yri 2 RiY.i 2
Ri 1 r 1
Standard error:
1
1
R1 R2
38
S12 S 22
R1 R2
/ R1 S 22 / R2
S 2 / R 2 / R 1 S 2 / R
1
1 1
2 2
2
1
/ R
2
, round to an interger
39
For each replication, the same random numbers are used to simulate
both systems.
For each replication r, the two estimates, Yr1 and Yr2, are correlated.
However, independent streams of random numbers are used on different
12
R
22
R
2 12 1 2
R
12 is positive
Variance of Y.1 Y.2 arising from CRN is less than that of independent
S D2
Dr D
R 1 r 1
where Dr Yr1-Yr 2
Standard error:
D Y.1 Y.2 :
1
2
2
Dr RD
R 1 r 1
1
and D
R
D ,
r
r 1
SD
R
41
43
Bonferroni Approach
[Multiple Comparisons]
The smaller j is, the wider the jth confidence interval will be.
Bonferroni Approach
[Multiple Comparisons]
3 possible applications:
Individual c.i.s: Construct a 100(1- j)% c.i. for parameter qi,
where # of comparisons = K.
Comparison to an existing system: Construct a 100(1- j)%
c.i. for parameter qi- q1 (i = 2,3, K), where # of comparisons
= K 1.
All pairwise: For any 2 different system designs, construct a
100(1- j)% c.i. for parameter qi- qj. Hence, total # of
comparisons = K(K 1)/2.
45