Case Study 8 Material Handling al California Steel Industries, Inc.

707

FIGURE 2 TM4 Train coi] TM5 TM7

car
Proposed coil
handling layout for 5-stand
5-stand
bay
California Steel
Industries.
TM11

Finished-
goods bay
Coil transfer
car
TM10
Rail to #1 galvanizing fine,
TM14 CSM, and shipping

TM15
#2 galvanizing fine
exil bay
#2 galvanizing fine
enter bay

move coils that need to be processed at the cold sheet mili or the #l ga]vanizing line. The
hottom rail will ship out ful] hard coils and coils from the #2 galvanizing line. The train coil
cars will be able to carry 100 tons of coils.
In addition. a coi] transfer car system will be installed near the #2 galvanizing line. The
car will consist of a smaller "baby" car that will be held inside the belly of a larger "mother"
car. The "mother" car will travel north-south and position itself ata coi] skid. The "baby" car,
traveling east-west, will detach from the "mother" car, move underneath the skid, lift the
coil, and travel back to the belly of the "mother" car.
Crane TM 7 will move coils from the 5-stand to the 5-stand bay, as in the current lay-
out. The proposed system, however, will move coils to processing in the #2 galvanizing
line with the assistance of four main cranes, namely TM 5, TM 11, TM 14, and TM 15.
Crane TM 5 will carry coils to the coil skid at the north end of the rail. From there, the car
will carry coils to the south end of the rail and place them on the right coil skid to wait to
be picked up by TM 15 and stored in the #2 galvanizing line entry bay. This crane will also
assist the line operator to move coils into position to be processed. After a coi] is galva-
nized, crane TM 14 will move the coil to the #2 galvanizing fine delivery bay. Galvanized
coils that are to be shipped will be put on the southernmost coil skid to be transported by
the coil car to the middle skids, where crane TM 11 will place them in either the rail or
truck shipping areas.
One facility change that will take place is the movement of all the box annealing fur-
naces to the cold sheet mill. This change will prevent the back and forth movement of coils
between the tin mili and cold sheet mili.

Tasks
1. Build simulation models of the current and proposed systems.
2. Compare the two material handling systems in terms of throughput time of coils
and work-in-process inventory.
3. Experiment with the modernized model. Determine what will be the optimal
number of train coi] cars on the in-process and finished-goods rails.
A P P E N D 1 C E S

Appendix A Conimon Continuous and Discrete Distributions 709

Appendix B Critica] Values for Student's t Distribution and Standard Normal
Distribution 724
Appendix C F Distribution for oc = 0.05 725
Appendix D Critica] Values for Chi-Square Distribution 726
APPENDIX A
COMMON CONTINUOUS AND DISCRETE DISTRIBUTIONS*

A.1 Continuous Distributions

Beta Distribution ( min, max, p, q)
1 (x - min).t'-' (max - x)`t - t
f(x) =
B(p. q) (max - min)r-9-1

min < x < max

ruin = tninimum value of x
max = maximum value of.x
p = lower shape parameter > 0
q = upper shape parameter > 0
B(p, q) = beta function
mean = (max - min ) l + min
P+q,

variance = ( max - min )2 1^q

Gp + q)'(p + q + 1))
p -1
( max - mm) + min if p > 1, q > 1
(p+q-2)
miand max if p < 1, q < 1
mode= min if (p<1,q>1)orif(p=1.q>1)
max if (p>l.q<1)orif(p>1,q=1)
does not uniquely exist if p = q = 1

The beta distribution is a continuous distribution that has hoth upper and lower finite
bounds. Because many real situations can be bounded in Chis way. the beta distribution can
be used empirically to estimate the actual distribution before many data are available. Even
when data are available, the beta distribution should fit most data in a reasonable fashion,
although it may not he the best fit. The uniform distribution is a special case of the beta dis-
tribution with p, q = 1.
As can be seen in the examples that follow, the beta distribution can approach zero or
infinity at either of its bounds. with p controlling the lower bound and q controlling the
upper bound. Values of p, q < 1 cause the beta distribution to approach infinity at that
bound. Values ofp, q > 1 cause the beta distribution to be finite at that bound.
Beta distributions have been used to model distributions of activity time in PERT analy-
sis, porosity/void ratio of soil, phase derivatives in communication theory, size of progeny
in Escherichia coli, dissipation rate in breakage models, proportions in gas mixtures,
steady-state reflectivity, clutter and power of radar signals, construction duration, particle
size, tool wear. and others. Many of these uses occur because of the doubly bounded nature
of the beta distribution.

*Adapted by permission from Stat:: Fit Users Guide (South Kent, Connecticut: Geer MMountain
Software Corporation, 1997).

709
710 Appendix A Common Continuous and Discrete Distributions

Beta(0, 1, 1.5, 3) Beta(0. 1, 3, 0.5)

2.00 r 10.00

1.00 5.00

0 . 00 0.00
- 0.5 0.0 0 . 5 1.0 1 .5 . 0.5 0 . 0 0.5 1.0 1.5
Density Densiry

Be ta (0, 1, 0.8, 3) Beta (0, 1, 0.4.0.4)

5.00 r 4.00 -

1
2.50 2.00

0 . 00 ^-- 0 . 00
0.5 0. 0 0.5 1.0 1.5 .0.5 0 . 0 0.5 1.0 1.5
Density Density

Erlang Distribution (min, m, fi)

(.z- - min)"'-1
f(a) =
fin1h(1??)

min = minimum x
m = shape factor = positive intener
f = scale factor > 0
mean = min + mfi
variance = nift2
mode = min + 4(m - 1)

_
Erlang (0, 1, 5) Erlang(0, 2, 5) Erlang(0, 10, 1)
0zo 8.00 0.20
x10-2

LIS 4.00 0.10

0 . 00 0 . 00 0.00
0.0 12 . 0 24.0 0.0 25. 0 50.0 0 .0 25.0 50.0
Density Density Density
AppendixA Common Continuous and Discrete Distributions 711

The Erlang distribution is a continuous distribution bounded on the lower side. lt is a

special case of the gamma distribution where the parameter ni is restricted to a positive
inteser. As such, the Erlang distribution has no re_ion ^,1where f(x) tends to infinity at the
minimum value of.x [m < 1] but does have a special case at in = 1, where it reduces to
the exponential distribution.
The Erlang distribution has been used extensively in reliability and in queuing theory,
and thus in discrete event simulation. hecause it can be viewed as the sum of ni exponen-
tially distributed random variables. each with mean beta. It can be further generalized (see
Banks and Carson 1984: Johnson et al. 1994).
As can be seen in the examples, the Erlang distribution follows the exponential distrib-
ution at ni = 1. has a positive ske\cness with a peak near 0 for ni between 2 and 9. and tends
to a svmmetrical distribution offset from the minimum at larger ni.

Exponential Distribution (min, /t)

min = minimum x value

p = scale parameter
mean = min + fi
variance = P2
mode = min

Exponential(0, 1)
1.00

0.50

0.00
0.0 2.0 4.0
Density

The exponential distribution is a continuous distribution bounded on the ]ower side. Its
shape is always the same, starting at a finite value at the minimuni and continuously
decreasing at larger x. As shown in the example, the exponential distribution decreases
rapidly for increasing x.
The exponential distribution is frequently used to represent the time between random
occurrences, such as the time between arrivals at a specific location in a queuing model or
the time between failures in reliability models. It has also been used to represent the senvice
times of a specific operation. Further, it serves as an explicit manner in which the time
dependence on noise may he treated. As such. these models are making explicit use of
the lacé of history dependence of the exponential distribution: it has the same set of
712 AppendixA Common Continuous and Discrete Distributions

probabilities wkhen shifted in time. Even when exponential models are known to be
inadequate to describe the situation, their mathematical tractability provides a good starting
point. A more complex distribution such as Erlang or \Veibull may be investigated (see
Johnson et al. 1994. p. 499; Lavv and Kelton 1991, p. 330).

Gamma Distribution ( min, a, /3)

(_x min)exr p (xnin)
f

min = mínimum s
a = chape parameter > 0
= scale parameter > 0
mean = min + a,8
v ariance = u J '
min+/3(a-1) ifa> 1
modo = =
min ifa < 1

o = _a_
Gamma(0, 0.5, 5) Gamma(0, 1, 1)
0. 7 0 1.00

1 I ^

0.35 0.50

0 . 00 0 . 00
0.0 6.0 12.0 0.0 2.0 0.0
Density Density

Gamma(0. 2, 1) Gamma(0. 10, 1)

0.40 - 0.20

0.20 0.10

0 . 00 0 . 00
0.0 5.0 10.0 0 . 0 25.0 50.0
Densrty Density

The eamma distribution is a continuous distribution bounded at the lovver side. It has
three distinct regions. For a = 1. the gamma distribution reduces to the exponential distri-
bution, starting at a finite value at minimum.x and decreasing monotonically thereafter. For
a < 1, the gamma distribution tends to infinity at minimum x and decreases monotonically
for increasing x. For a > 1, the gamma distribution is 0 at minimum .x, peaks at a value that
AppendixA Common Continuous and Discrete Distributions 713

depends on both alpha and beta, and decreases monotonically thereafter. If a is restricted
lo positive integers, the gamma distribution is reduced lo the Erlang distribution.
Note that the gamma distribution also reduces lo the chi-square distribution for
min = 0, = 2. and a = np /2. It can then be viewed as the distribution of the sum of
squares of independent unit normal variables, with nµ degrees of freedom. and is used in
many statistical tests.
The gamma distribution can also be used lo approximate the normal distribution, for
]arge a, while maintaining its strictly positive values of x [actually (x-min)].
The gamma distribution has been used to represent lifetimes, lead times, personal in-
come data, a population about a stable equilibrium, interarrival times, and service times. In
particular, it can represent lifetime with redundancy (see Johnson el al. 1994. p. 343;
Shooman 1990).
Examples of each of the regions of the gamma distribution are shown here. Note the
peak of the distribution moving away from the minimum value for increasing a, but with a
much broader distribution.

Lognormal Distribution ( min, u, a)

1 [ln(x - min ) - lt]-
f (x) =

min = minimum x
(x - min) 2 rcr
exp
(- 262

µ = mean of the included normal distribution

a = standard deviation of the included normal distribution
mean = min + exp(,u + (a2/2))
variance = exp(2p + a2)(exp(a2) - 1)
mode = min + exp(te-a22)

Distribution Graph Distribufian Graph Distribution Graph

Lognormal(0, 0, 1) Lognormal(0, 0, 0.5) Lognormal(0, 1, 1)
0.70 1 . 00 0.30

0.35 0. 50 0.15

1 1 0 , 00 0 . 00
0. 90
0.0 4.0 8.0 0 .0 1.0 2.0 0.0 11.0 22.0
Density Density Density

The lognormal distribution is a continuous distribution bounded on the lower side. It is

always 0 at minimum x, rising lo a peak that depends on both p and a, then decreasing mo-
notonically for increasing x.
By definition, the natural logarithm of a lognormal random variable is a normal random
variable. Its parameters are usually given in terms of this included normal distribution.
The lognormal distribution can also be used lo approximate the normal distribution, for
small a, while maintaining its strictly positive values of x [actually (x-min)].
714 Appendix A Common Continuous and Discrete Distributions

The ]ognormal distribution is used in many different areas including the distribution
of particle size in naturally occurring aggregates, dust concentration in industrial atmo-
spheres. the distribution of minerals present in low concentrations. the duration of sickness
absence. physicians' consulting time, lifetime distributions in reliahility, distribution of
income, employee retention, and many applications modeling weight, height, and so forth
(see Johnson et al. 1994, p. 207).
The lognormal distribution can provide very peaked distributions for increasing a-
indeed, far more peaked than can be easily represented in graphical form.

Normal Distribution (ji, a)

l p(- I1,]
f (x) = ex
,Ta 2
,F2- a-
p = shift parameter
a = scale parameter = standard deviation
mean=p
variance = a-
mode = p

Normal(0, 1)
0.40

0.20

0.00
-3.0 0.0 3.0
Density

The normal distribution is an unbounded continuous distrihution. It is sometimes called

a Gaussian distribution or the bell curve. Because of its property of representing an in-
creasins sum of small, independent errors, the normal distrihution finds many. many uses
in statistics; however, it is wrongly used in many situations. Possibly, the most important
test in the fitting of analytical distributions is the elimination of the normal distribution as
a possible candidate (see Johnson et al. 1994. p. 80).
The normal distribution is used as an approximation for the binomial distribution wwhen
the values of n and p are in the appropriate range. The normal distribution is frequently
used to represent symmetrical data but suffers from being unhounded in both directions. If
the data are known to have a lower bound, they may be better represented by suitable pa-
rameterization of the lognormal, Weibull. or gamma distrihution. If the data are known to
have hot.h upper and lower bounds, the beta distribution can be used, although much work
has been done on truncated normal distributions (not supported in Stat::Fit).
The normal distribution, shown here, has the familiar bell shape. It is unchanged in
shape with changes in p or a.
Appendix A Common Continuous and Discrete Distributions 715

Pearson 5 Distribution (min, a, p)

fict
.f (x) =
T(a)(.Y - min)i7 exp [x - min]
min = minimum x
a = shape parameter > 0
B = scale parameter > 0

mili + p for a > 1

mean = a - 1
does not exist for 0 < a < 1

fi' for a > 2

variante = (a - 1)22(a - 2)
does not exist for 0 < a < 2

mode = min +
a+l

Pearson 5 (0, 4, 1) Pearson 5(0, 2, 1)

400 2.00

2.00 1.00

0 . 00 11
0.0 0.5 1.0 0 .0 1.0 2.0
Density Density

Pearson 5 (0, 1, 1) Pearson 5(0, 0.5, 1)

0.60 0.30

0.30 0.15

0 . 00 0 . 00
0 .0 2.0 4.0 0 .0 4.0 8.0
Densny Density

The Pearson 5 distribution is a continuous distribution with a bound on the lower

side and is sometimes called the inverse gamma distribution due lo the reciprocal relation-
ship between a Pearson 5 random variable and a gamma random variable.
The Pearson 5 distribution is useful for modeling time delays where some minimum
delay value is almost assured and the maximum time is unbounded and variably long, such
as time lo complete a difficult task , time lo respond lo an emer_ency, time to repair a tool,
and so forth.
The Pearson 5 distribution starts slo„ly near its minimum and has a peak slightly re-
moved from it, as shown here. With decreasing a, the peak gets flatter (see the vertical
scale ) and the toril gets much broader.
716 AppendixA Common Continuous and Discrete Disfributions

Pearson 6 Distribution (min, fi, p, q)

p-i
( x - min
f1
^x - min

x > min

min + l forq > 1

mean = q-1
does not exist for 0 < q < 1

q(p+q - 1) for q > 2

variance = (q - 1)2(q - 2)
does riot exist for 0 < q < 2

min + /f(p - 1)
for p > 1
mode = q+l
min otherww,ise

Pearson 6(0. 1, 0.5 , 9) Pearson 6(0, 1, 1 , 9) Pearson 6(0, 1, 6, 2)

40 . 00 9.00 0.3 0

20.00 4.50 0.15

0 . 00 o . oo o . oo
0.0 0.1 02 0.0 0.2 0.4 0 .0 6.0 12.0
Density Density Density
IL -

The Pearson 6 distribution is a continuous distribution bounded on the low side. The
Pearson 6 distribution is sometimes called the beta distribution of the second kind due to
the relationship of a Pearson 6 random variable to a beta random variable.
Like the gamma distribution, the Pearson 6 distribution has three distinct regions. For
p = 1, the Pearson 6 distribution resembles the exponential distribution, starting at a finite
value at minimum r and decreasing monotonically thereafter. For p < 1, the Pearson 6
distribution tends to infinity at minimum x and decreases monotonically for increasing x.
For p > 1. the Pearson 6 distribution is 0 at minimum x, peaks ata value that depends on
1
both p and q, and decreases monotonically thereafter.
Appendix A Common Continuous and Discrete Distributions 717

The Pearson 6 distribution appears to have found little direct use, except in its reduced
forro as the F distribution, where it serves as the distribution of the ratio of independent
estimators of variance and provides the final test for the analysis of variance.
The three reeions of the Pearson 6 distribution are shown here. Also note that the
distribution becomes sharply peaked just off the minimum for increasing q.

Triangular Distribution ( min, max, mode)

2(x - min)
if min < x < mode
f(x) - (max - min )( mode - min)
2(max - x)
if mode < x < max
(max - min)(max - mode)

min = minimum x
max = maximum x
mode = most likely x
min + max + mode
mean =
3
mine + max2 + mode - (min)(max) - (min)(mode) - (max)(mode)
variance = 18

..7 zJ
Triangular(1, 7, 3) Triangular(1, 7, 1.5)
0.40 0.40

0.20 0.20

0.00 0.00
0 .0 4.0 8.0 1 .0 5.0 9.0
Density [lensrty

The triangular distribution is a continuous distribution bounded on both sides. The tri-
angular distribution is often used when no or few data are available; it is rarely an accurate
representation of a data set (see Law and Kelton 1991, p. 341). However, it is employed as
the functional forro of regions for fuzzy logic due to its ease of use.
The triangular distribution can take on very skewed forms, as shown here, including
negative skewness. For the exceptional cases where the mode is either the min or max, the
triangular distribution becomes a right triangle.
718 Appendix A Common Continuous and Discrete Distributions

Uniform Distribution (min, max)

Í(x) _
max - min
min = minimum x
max = maximum x
min - max
mean =
9
(max - min)2
variance =
1?

mode does not exist

Uniform(0, 1) f

1 1
The uniform distribution is a continuous distribution bounded on both sides. Its density
does not depend on the value of x. It is a special case of the beta distribution. It is frequently
called the rectangular distribution (see Johnson et al. 1995, p. 276). Most random number
generators provide samples from the unifonn distribution on (0.1) and then convert these
samples to random variates from other distributions.
The uniform distribution is used to represent a random variable with constant likelihood
of being in any' small interval between min and max. Note that the probability of either the
min or max value is 0: the end points do not occur. If the end points are necessary, try the
sum of two opposing right triangular distributions.

Weibull Distribution (min, a, p)

a (x - minl(
exp ([x-min]lul

min = minimum x
a = shape parameter > 0
fl = scale parameter > 0
mean = min + a8
variance = ap-
mode = Sl (min+p(a-1) ifa> 1
min if a < 1,
Appendix A Common Continuous and Discrete Distributions 719

Weibull (0, 0.5, 1) Weibull(0, 1, 1)

4.00 + 1.00

2.00 0.50

0 . 00 0 . 00
0.0 0.5 1.0 1.5 0 .0 1.0 2.0 3.C
Density Density

Weibull 0 , 2, 1 ) Weibull(0, 5, 1)
0.90 2.00

0.45 1.00

0 . 00 0 . 00
0.0 1.0 2.0 3.0 0.0 1.0 2.0 3.0
Density Density

The Weibull distribution is a continuous distribution bounded on the lower side. Be-
cause it provides one of the limiting distributions for extreme values. it is also referred lo
as the Frechet distribution and the Weibull-Gnedenko distribution. Unfortunately, the
Weibull distribution has been given various functional forms in the many engineering ref-
erences; the form here is the standard form given in Johnson el al. 1994, p. 628.
Like the gamma distribution, the Weibull distribution has three distinet regions. For
a = 1, the Weibull distribution is reduced lo the exponential distribution, starting ata finite
value at minimum x and decreasing monotonically thereafter. For a < 1, the Weibull dis-
tribution tends lo infinity at minimum x and decreases monotonically for increasing x. For
a > 1, the Weibull distribution is 0 at minimum x, peaks at a value that depends on both a
and ,8, and decreases monotonically thereafter. Uniquely, the Weibull distribution has neg-
ative skewness for a > 3.6.
The Weibull distribution can also be used lo approximate the normal distribution for
a = 3.6, while maintaining its strictly positive values of x [actually (x-min)], although the
kurtosis is slightly smaller than 3, the normal value.
The Weibull distribution derived its popularity from its use lo model the strength of
materials, and has lince been used to model just about everything. In particular, the
Weibull distribution is used lo represent wear-out lifetimes in reliability, wind speed, rain-
fall intensity, health-related issues, germination, duration of industrial stoppages,
migratory systems, and thunderstorm data (see Johnson el al. 1994, p. 628; Shooman
1990, p. 190).
720 Appendix A Common Continuous and Discrete Distributions

A.2 Discrete Distributions

Binomial Distribution (n, p)

fl )pv(l - p) "-x
p(x) = (

.t=0, 1,...,17
n = number of trials
p = probability of the event occurring
n n!

X x! (n - 1')

mean =np
variance = np(1 - p)
p(n+1)-1andp(n+1) ifp(n+1)isaninteger
modo =
p(n + 1) otherwise

4-7
Binomial ( 10, 0.05) Binomial (20, 0.1)
0.60 0.30

0.30 0.15

0.00 0.00 `
0.0 5.0 10.0 0.0 10.0 20.0
Density [lrnsrty

i:j
Binomial (5, 0.5) Binomial (100, 0.9)
0.20

0.20 11 0.10

0.00 0.00
0.0 2.0 4.0 0.0 60.0 100.0
Density Density

The binomial distribution is a discrete distribution bounded by [0, n]. Typically, it is

used where a single trial is repeated over and over, such as the tossing of a coin. The para-
meterp is the probability of the event, either heads or tails, either occurring or not occur-
ring. Each single trial is assumed to be independent of all others. For larse ti, the binomial
distrhution may be approximated by the normal distribution-for example, when np > 9
and p < 0.5 or when np(1 - p) > 9. .
Appendix A Common Continuous and Discrete Distributions 721

As shown in the examples, low values of p give high probabilities for low values of x
and vice versa, so that the peak in the distribution may approach either bound. Note that che
probabilities are actually weights at each integer but are representad by broader hars for
visibility.
The binomial distribution can be used to describe

• The number of defective items in a batch.

• The number of people in a group of a particular type.
• Out of a group of employees, the number of employees who call in sick on a given
day.

It is also useful in other event sampling tests where the probability of the event is known to
he constant or nearly so. See Johnson et al. (1992. p. 134),

Discrete Uniform Distribution (min, max)

1
p(x) _
max-min+1

x = min, min+ 1,...,max

min = minimum.v
max = maximum x
min + max
mean =
2
(max - min + l )'- - 1
variance =
12

mode does not uniquely exist

iM
Discrete Uniform(1, 6)
0.20

0.10

0.09
1.0 3.0 5.0
rlensity

The discrete uniform distribution is a discrete distribution bounded on [min, max] with
constant probability at every value on or between the bounds. Sometimes called the dis-
crete rectangular distribution, it arises when an event can have a finite and equally proba-
ble number of outcomes (see Johnson et al. 1992, p. 272). Note that the probabilities are
actually weights at each integer but are represented by broader bars for visibility.
722 Appendix A Common Conlinuous and Discrete Distributions

Geometric Distribution (p)

p (x) = p (1 - p),

p = probabilith, of occurrenee
]-p
mean =
p
1-p
variante =

mode = 0

i-_
7-1 -1
Geometric(0.9) Geometric(0.5) Geometric(0.1)
X1.10 0.50 0.10

8.45 r 0. 25 0.05

0.00 0 .00 0.00

0.0 5.0 10.0 0. 0 5.0 10 .0 1 0.0 22.0 44.0
Density Density 0ens ty

The £ieometric distribution is a discrete distribution bounded at 0 and unbounded on the

high side. It is a special case of the ne«ative hinomial distrihution. In particular, it is the di-
rect discrete analogg for the continuous exponential distrihution. The geomeu ic distrihution
has no history dependence, i[s prohahility at any va]ue being independent oí' a shift along
the axis.
The geometric distrihution has peen used for inventor) demand, marketing survey re-
turns. a ticket control problem, and meteorological models (see Johnson et al. 1992. p. 201:
Law and Kelton 1991: p. 366.)
Severa] examples with decreasine prohahility are shows here. Note that the prohabilities
are actually weights at each integer hut are represented by, broader bars for visibility.

Poisson Distribution (.)

x!
}. = rate óf occurrenee
mean =
variante = X
?. - 1 and ..
if 1, is an integer
mode =
L^ J othenvise

The Poisson distribution is a discrete distrihution bounded at 0 on the ]ow side and un-
bounded on the high side. The Poisson distrihution is a limiting forro of the hypergeometric
distrihution.
Appendix A Common Continuous and Discrete Distributions 723

Poisson(0.5) Poisson(1)
o.ro 0.40

8.35 0.20

0 . 00 0 . 00
0.0 2.0 4.0 0.0 3.0 6.0
Densrty Densrty

Poisson(5) Poisson(20)
0.20 9.00
x10-2

0.10 : 0.50
66
T S. f 1-

0 . 00 0 . 00
0.0 8.0 16 . 0 0.0 21.0 42.0
Densrty Densrty

The Poisson distribution finds frequent use because it represents the infrequent occur-
rence of events whose rate is constant. This includes many types of events in time and
space such as arrivais of telephone calls. defects in semiconductor manufacturing, defects
in all aspecis of quality control, molecular distributions, stellar distributions. geographical
distributions of plants, shot noise, and so on. It is an important starting point in queuing
theory and reliahility theory (see Johnson et al. 1992. p. 151). Note that the time hetween
arrivals (defects) is exponentially distributed. which makes this distribution a particularly
convenient starting point even when the process is more complex.
The Poisson distribution peaks near ,l and falls off rapidly on either side. Note that the
probabilities are actually, weights at each integer but are represented by broader hars for
visibility.

References
Banks, Jern'. and John S. Carson II. Discrete-Event System Simulation. Englewood Cliffs,
NJ: Prentice Hall, 1984.
Johnson. Norman L.; Samuel Kotz; and N. Balakrishnan. Continuous Univariate Distribu-
tions. Vol. 1. New York: John Wiley & Sons, 1994.
Johnson, Norman L.; Samuel Kotz: and N. Balakrishnan. Continuous Univariate Distri-
butions. Vol. 2. New York: John Wiley & Sons, 1995.
Johnson, Norman L.; Samuel Kotz; and Adrienne W. Kemp. Univariate Discrete Distribu-
tions. New York: John Wiley & Sons, 1992.
Law, Averill M., and W. David Kelton. Simulation Afodeling and Anahvsis. New York:
McGraw-Hill, 1991.
Shooman, Martin L. Probabilistic Reliability: An Engineering Approach. Melbourne,
Florida: Robert E. Krieger, 1990.
APPENDIX B
CRITICAL VALUES FOR STUDENT ' S t DISTRIBUTION AND STANDARD
NORMAL DISTRIBUTION

(Critical values for the standard normal distribution ( za) appear in the last row with
d f = pp. Za = X.a •)

tdf.a

a=0.40 a=0.30 a=0.20 a=0.10 a=0.05 a=0.025 a=0.01 a=0.005

1 0.325 0.727 1.367 3.078 6.314 12.706 31.827 63.657

2 0.289 0.617 1.061 1.886 2.920 4.303 6.965 9.925
3 0.277 0.584 0.978 1.638 2.353 3.182 4.541 5.841
4 0.271 0.569 0.941 1.533 2.132 2.776 3.747 4.604
5 0.267 0.559 0.920 1.476 2.015 2.571 3.365 4.032
6 0.265 0.553 0.906 1.440 1.943 2.447 3.143 3.707
7 0.263 0.549 0.896 1.415 1.895 2.365 2.998 3.499
8 0.262 0.546 0.889 1.397 1.860 2.306 2.896 3.355
9 0.261 0.543 0.883 1.383 1.833 2.262 2.821 3.250
10 0.260 0.542 0.879 1.372 1.812 2.228 2.764 3.169
11 0.260 0.540 0.876 1.363 1.796 2.201 2.718 3.106
12 0.259 0.539 0.873 1.356 1.782 2.179 2.681 3.055
13 0.259 0.538 0.870 1.350 1.771 2.160 2.650 3.012
14 0.258 0.537 0.868 1.345 1.761 2.145 2.624 2.977
15 0.258 0.536 0.866 1.341 1.753 2.131 2.602 2.947
16 0.258 0.535 0.865 1.337 1.746 2.120 2.583 2.921
17 0.257 0.534 0.863 1.333 1.740 2.110 2.567 2.898
18 0.257 0.534 0.862 1.330 1.734 2.101 2.552 2.878
19 0.257 0.533 0.861 1.328 1.729 2.093 2.539 2.861
20 0.257 0.533 0.860 1.325 1.725 2.086 2.528 2.845
21 0.257 0.532 0.859 1.323 1.721 2.080 2.518 2.831
22 0.256 0.532 0.858 1.321 1.717 2.074 2.508 2.819
23 0.256 0.532 0.858 1.319 1.714 2.069 2.500 2.807
24 0.256 0.531 0.857 1.316 1.708 2.060 2.485 2.797
25 0.256 0.531 0.856 1.316 1.708 2.060 2.485 2.787
26 0.256 0.531 0.856 1.315 1.706 2.056 2.479 2.779
27 0.256 0.5331 0.855 1.314 1.703 2.052 2.473 2.771
28 0.256 0.530 0.855 1.313 1.701 2.048 2.467 2.763
29 0.256 0.530 0.854 1.310 1.697 2.042 2.457 2.756
30 0.256 0.530 0.854 1.310 1.697 2.042 2.457 2.750
40 0.255 0.529 0.851 1.303 1.684 2.021 2.423 2.704
60 0.254 0.527 0.848 1.296 1.671 2.000 2.390 2.660
120 0.254 0.526 0.845 1.289 1.658 1.980 2.358 2.617
00 0.253 0.524 0.842 1.282 1.645 1.960 2.326 2.576

724
APPENDIX C
F DISTRIBUTION FOR a = 0.05

Numerator 11)egrecs of Freedom IdI'("I'realment)1

1 2 3 4 5 6 7 8 9 10 12 14 16 20 24 30 40 50 100 200 ne

10.13 9.55 9.28 9.12 9.01 8.94 8.89 8.85 8.81 8.79 8.74 8.71 8.69 8.66 8.64 8.62 8.59 8.58 8.55 8.54 8.54
7.71 6.94 6.59 6.39 6.26 6.16 6.09 6.04 6.(8) 5.96 5.91 5.87 5.84 5.80 5.77 5.75 5,72 5.70 5.66 5.65 5.63
6.61 5.79 5.41 5.19 5.05 4.95 4.88 4.82 4.77 4.74 4.68 4.64 4.60 4.56 4.53 4.50 4,46 4.44 4.41 4.39 4.36
5.99 5.14 4.76 4.53 4.39 4.28 4.21 4.15 4.10 4.06 4.00 3.96 3.92 3.87 3.84 3.81 3.77 3.75 3.71 3.69 3.67
5.59 4.74 4.35 4.12 3.97 3.87 3.79 3.73 3.68 3.04 3.57 3.53 3.49 3.44 3.41 3.38 3.34 3.32 3.27 3.25 3.23
5.32 4.46 4.07 3.84 3.69 3.58 3.50 3.44 3.39 3.35 3.28 3.24 3.20 3.15 3,12 3.08 3.04 3.02 2.97 2.95 2.93
5.12 4.26 3.86 3.63 3.48 3.37 3.29 3.23 3.18 3.14 3.07 3.03 2.99 2.94 2.90 2.86 2.83 2.80 2.76 2.73 2.71
4.96 4.10 3.71 3.48 3.33 3.22 3.14 3.07 3.02 2.98 2.91 2.86 2.83 2.77 2.74 2.70 2.66 2.64 2.59 2.56 2.54
4.84 3.98 3.59 3.36 3.20 3.09 3.01 2.95 2.90 2.85 2.79 2.74 2.70 2.65 2.61 2.57 2.53 2.51 2.46 2.43 2.41
4.75 3.89 3.49 3.26 3.11 3.00 2.91 2.85 2.80 2.75 2.69 2.64 2.60 2.54 2.51 2.47 2.43 2.40 2.35 2.32 2.30
4.67 3.81 3.41 3.18 3.03 2.92 2.83 2.77 2.71 2.67 2.60 2.55 2.51 2.46 2.42 2.38 2.34 2.31 2.26 2.23 2.21
4.60 3.74 3.34 3.11 2.96 2.85 2.76 2.70 2.65 2.60 2.53 2.48 2.44 2.39 2.35 2.31 2.27 2.24 2.19 2.16 2.13
4.54 3.68 3.29 3.06 2.90 2.79 2.71 2.64 2,59 2.54 2.48 2.42 2.38 2.33 2.29 2.25 2.20 2.18 2.12 2.10 2.07
4.49 3.63 3.24 3.01 2.85 2.74 2.66 2.59 2.54 2.49 2.42 2.37 2.33 2.28 2.24 2.19 2.15 2.12 2.07 2.04 2.01
4.45 3.59 3.20 2.96 2.81 2.70 2.61 2.55 2.49 2.45 2.38 2.33 2.29 2.23 2.19_.15 2.10 2.08 2.02 1.99 1.96
4.41 3.55 3.16 2.93 2.77 2.66 2.58 2.51 2.46 2.41 2.34 2.29 2.25 2.19 2.15 2.11 2.06 2.04 1.98 1.95 1.92
4.38 3.52 3.13 2.90 2.74 2.63 2.54 2.48 2.42 2.38 2.31 2.26 2.21 2.16 2.11 2.07 2.03 2.00 1.94 1.91 1.88
4.35 3.49 3.10 2.87 2.71 2.60 2.51 2.45 2.39 2.35 2.28 2.23 2.18 2.12 2.08 2.04 1.99 1.97 1.91 1.88 1.84
4.30 3.44 3.05 2.82 2.66 2.55 2.46 2.40 2.34 2.30 2.23 2.17 2.13 2.07 2.03 1.98 1.94 1.91 1.85 1.82 1.78
4.26 3.40 3.01 2.78 2.62 2.51 2.42 2.36 2.30 2.25 2.18 2.13 2.09 2.03 1.98 1.94 1.89 1.86 1.80 1.77 1.73
4.23 3.37 2.98 2.74 2.59 2.47 2.39 2.32 2.27 2.22 2.15 2.09 2.05 1.99 1.95 1.90 1.85 1.82 1.76 1.73 1.69
4.20 3.34 2.95 2.71 2.56 2.45 2.36 2.29 2.24 2.19 2.12 2.06 2.02 1.96 1.91 1.87 1.82 1.79 1.73 1.69 1.66
4.17 3.32 2.92 2.69 2.53 2.42 2.33 2.27 2.21 2.16 2.09 2.04 1.99 1.93 1.89 1.84 1.79 1.76 1.70 1.66 1.62
4.12 3.27 2.87 2.64 2.49 2.37 2.29 2.22 2.16 2.11 2.04 1.99 1.94 1.88 1.83 1.79 1.74 1.70 1.63 1.60 1.56
4.08 3.23 2.84 2.61 2.45 2.34 2.25 2.18 2.12 2.08 2.00 1.95 1.90 1.84 1.79 1.74 1.69 1.66 1.59 1.55 1.51
4.06 3.20 2.81 2.58 2.42 2.31 2.22 2.15 2.1(1 2.05 1.97 1.92 1.87 1.81 1.76 1.71 1.66 1.63 1.55 1.51 1.47
4.03 3.18 2.79 2.56 2.40 2.29 2.20 2.13 2.07 2,03 1.95 1.89 1.85 1.78 1.74 1.69 1.63 1.60 1.52 1.48 1.44
4.00 3.15 2.76 2.53 2.37 2.25 2.17 2.10 2.04 1.99 1.92 1.86 1.82 1.75 1.7(1 1.65 1.59 1.56 1.48 1.44 1.39
3.98 3.13 2.74 2.50 2.35 2.23 2.14 2.07 2.02 1.97 1.89 1.84 1.79 1.72 1.67 1.62 1.57 1.53 1.45 1.40 1.35
3.96 3.11 2.72 2.49 2.33 2.21 2,13 2.06 2.00 1.95 1.88 1.82 1.77 1.70 1.65 1.60 1.54 1.51 1,43 1.38 1.33
3.94 3.09 2.70 2.46 2.31 2.19 2.10 2.03 1.97 1.93 1.85 1.79 1.75 1.68 1.63 1.57 1.52 1.48 1.39 1.34 1.28
3.89 3.04 2.65 2.42 2.26 2.14 2.06 1.98 1.93 1.88 1.8(1 1.74 1.69 1.62 1.57. 1.52 1.46 1.41 1.32 1.26 1.19
1.04 3.00 2.61 2.37 2.21 2.10 2.01 1.94 1.88 1.83 1.75 1.69 .64 1.57 1.52 1.46 1.40 1.35 1.25 1.17 1.03
APPENDIX D
CRITICAL VALUES FOR CHI-SQUARE DISTRIBUTION

ra

X2df,a

a=0.4 a=0.3 a=0.2 a=0.1 a = 0.05 a = 0.025 a = 0.01 a=0.0115

1 0.-08 1.074 1.642 2.706 3.841 5.024 6.635 7.879

2 1.81 ,1 2.408 3.219 4.605 5.991 7.378 9.210 10.597
3 2.946 3.665 4.642 6.251 7.815 9.348 11.345 12.838
4 4.045 4.878 5.989 7.779 9.488 11.143 13.277 14.860
5 5.132_ 6.064 7.289 9.236 11.070 12.832 15.086 16.750
6 6.211 7.231 8.558 10.645 12.592 14.449 16.812 18.548
7 7.253 8.383 9.803 12.017 14.067 16.013 18.475 20.278
8 8.351 9.524 11.030 13.362 15.507 17.535 20.090 21.955
9 9.414 10.656 12.242 14.684 16.919 19.023 21.666 23.589
10 10.473 11.781 13.442 15.987 18.307 20.483 23.209 25.188
11 11.530 12.899 14.631 17.275 19.675 21.920 24.725 26.757
12 12.584 14.011 15.812 18.549 21.026 23.337 26.217 28.300
13 13.636 15.119 16.985 19.812 22.362 24.736 27.688 29.819
14 14.685 16.222 18.151 21.064 23.685 26.119 29.141 31.319
15 15.733 17.322 19.311 22.307 24.996 27.488 30.578 32.801
16 16.780 18.418 20.465 23.542 26.296 28.845 32.000 34.267
17 17.82_4 19.511 21.615 24.769 27.587 30.191 33.409 35.718
18 18.868 20.601 22.760 25.989 28.869 31.526 34.805 37.156
:.J 19 19.910 21.689 23.900 27.204 30.144 32.852 36.191 38.582
20 20.951 22.775 25.038 28.412 31.410 34.170 37.566 39.997
21 21.992 23.858 26.171 29.615 32.671 35.479 38.932 41.401
22 23.031 24.939 27.301 30.813 33.924 36.781 40.289 42.796
23 24.069 26.018 28.429 32.007 35.172 38.076 41.638 44.181
24 25.106 27.096 29.553 33.196 36.415 39.364 42.980 45.558
25 26.143 28.172 30.675 34.382 37.652 40.646 44.314 46.928
26 27.179 29.246 31.795 35.563 38.885 41.923 45.642 48.290
27 28.214 30.319 32.912 36.741 40.113 43.195 46.963 49.645
28 29.249 31.391 34.027 37.916 41.337 44.461 48.278 50.994
29 30.283 32.461 35.139 39.087 42.557 45.722 49.588 52.335
30 31.316 33.530 36.250 40.256 43.773 46.979 50.892 53.672
40 41.622 44.165 47.269 51.805 55.758 59.342 63.691 66.766
60 62.135 65.226 68.972 74.397 79.082 83.298 88.379 91.952
120 123.289 127.616 132.806 140.233 146.567 152.211 158.950 163.648

726

k.