Useful Statistical

Models

Vijay K
• In modeling real-world phenomenon there
are few situation where the action of the
entities within the system under study can be
completely predicted in advance.

• The world the model builder see is

probabilities rather than deterministic.

• Queueing, Inventory, and Reliability are

some examples of typical application of
statistic models, or distribution forms .
• In a queueing system,
– inter-arrival time and service times are often
probabilistic.

• In an inventory model,
– the time between demands and the lead
times (time between placing and receiving an
order) may be probabilistic.

• In a reliability model,
– the time to future may be probabilistic.
 Queuing Systems
In the queueing examples,
• inter-arrival and service time patterns will be
given.
• The times between arrivals and the service
times were always probabilistic, which is usually
the case.
• It is possible to have a constant inter-arrival
time or a constant service time .
 Example
Mechanics arrive at a centralized tool crib
Attendance check in and check out the
requested tool to the mechanics.
The collection of data begins at 10:00 A M and
continuous until 20 different inter arrival times
are recorded.
Rather than record the actual time of day, the
absolute time from a given origin could have
been computed.
Thus, the first mechanics could have arrived at
time zero, the second mechanics at time 7:13
(7 minutes 13 seconds) and so on
Arrival nr: Arrival hh:mm:ss Inter-arrival time
1 10:05::03 ------
2 10:12::16 7::13
3 10:15::48 3::32
4 10:24::27 8::39
5 10:32::19 7::52
6 10:35::43 3::24
7 10:39::51 4::08
8 10:40::30 0::39
9 10:41::17 0::47
10 10:44::12 2::55
- - -
-- -- --
--- --- ---
20 11:24::43 3::17
21 11:31::19 6::36
• Another way of presenting inter-arrival data is
to determine the number of arrivals per time
period.
Time period(10 min) Nr of arrivals
1 1
2 2
3 1
4 3
5 4
6 1
7 3
8 3
9 2
-- --
• Since these arrivals occur over approximately 1
½ hours it is convenient to look at 10-minute
time intervals for the first 20 mechanics. That is,
in the first 10-minute time period ,one arrival
occurred at 10:05:03. In the second time period,
two mechanics arrived, and so on.

• The results are summarized in the table. This

data could then be plotted in a histogram.
• The distribution of time between arrivals and the
distribution of the number of arrivals per time
period are important in the simulation of waiting-
line systems.

• ” Arrivals” occur in numerous ways: as jobs

coming in to a jobs-hop, as units being
assembled on a line, as orders to a warehouse,
and so on.
Service times may be constant or probabilistic.
• If service times are completely random, the
exponential distribution is often used for
simulation purposes.
• It may be possible that the service times are
constant, but some random variability causes
fluctuations in either a positive or negative way,
• For eg , the time it takes for a lathe to traverse a
10 centimeter shaft should always be the same.
However, the material may have slight
differences in hardness or the tool may wear,
causing different processing times. In these
cases the normal distribution may describe the
service time.
• The gamma and Weibull distributions are also used to
model inter-arrival and service times.(Actually
exponential distribution is a special case of both the
gamma and the Weibull distributions).

The difference between the exponential, gamma, and

Weibull distributions,
• the exponential distribution has its mode at the origin,
but the gamma and Weibull distributions have their
modes at some point (>=0)which is a function of the
parameter values selected .
• The tail of the gamma distribution is long, like an
exponential distribution, while the tail of the Weibull
distribution may decline more rapidly or less rapidly than
that of an exponential distribution.
• if there are more large service times than an exponential
distribution can account for, a Weibull distribution may
provide a better model of these service times.