Professional Documents
Culture Documents
observations
Outline
2
Readings
3
Population vs. Sample
Sample:
Population: subset of
a collection of population 𝜇,̂ 𝜎$ !
individuals
𝜇,𝜎
4
Example 1
Sample:
Population: This Class
All Currently
enrolled Meng
students at
Concordia
5
Example 2
Sample:
Population: Customers that
All of the arrive at the bank
banks’s today
current
customer
6
Goal/Question
n Want to study the population but
observe only a subset of the population
n How can we make inferences about the
population based on the sample?
7
Another Question
8
Example in Simulation
n You collect inter-arrival time data at a
bank in order to simulate its operations
9
Therefore…
n Every time you collect data, you are
sampling, but are actually interested in the
characteristics of the population
10
Three Types of Summary Stats
2. Measures of Variability/Dispersion
3. Measures of Skewness
11
Measures of Central Tendency
n Mode
n Median
n Mean
n Sample
𝑋!! (𝑛)
n Population
𝑥!
13
Median (“half-way point”)
n Sample
𝑋('())⁄+ 𝑖𝑓 𝑛 𝑖𝑠 𝑜𝑑𝑑
𝑥&".$ 𝑛 = ) 𝑋'⁄+ + 𝑋('⁄+())
𝑖𝑓 𝑛 𝑖𝑠 𝑒𝑣𝑒𝑛
2
n Population
𝑥".$
14
Mean
RV that corresponds to
ith sampling attempt (ith point)
n Sample
∑',-) 𝑋,
3
𝑋(𝑛) =
𝑛
Number of points in
the sample
n Population
µ = 𝐸(𝑋& 𝑛 )
15
Example
How is this
useful for input
analysis?
16
Example: Triangular
Distribution
Another good example:
https://en.wikipedia.org/wiki/Mode_(statist
ics)#/media/File:Comparison_mean_media
n_mode.svg
17
Central Tendency:
Observations
n If 𝜇 = 𝑥".$ then the distribution is
symmetric (might be approximate for
discrete distn’s)
n Thus, if
𝑋3 𝑛 ≈ 𝑥*".$ 𝑛
then we can suppose that the
distribution to be fitted is symmetric
18
𝜇 = 𝑥..8
Symmetry
https://commons.wikimedia.org/wiki/File:Normal_Distribution_PDF.svg 19
Skewness
http://www.statisticshowto.com/wp-content/uploads/2014/02/pearson-mode-skewness.jpg 20
Extreme Values
n Consider the following example
n X: 1, 2, 3, 4, 5 with unif. prob. 0.2
Mean: 3
Median 3
n Y: 1, 2, 3, 4, 100 with unif. prob. 0.2
Mean: 22
Median: 3
n Extreme values more likely to affect the
mean!
May want to check data for outliers! 21
Example: Triangular
Distribution
n If the mode is well-defined (and
unique) and the data should have a
finite range, consider using the
triangular distribution
22
Measure of
Dispersion/Variability
n Range
23
Range
n Sample
𝑋(&) , … , 𝑋(')
(i) subscript means the ith data
n Population point if the points are sorted in
non-decreasing order
𝑋(.,') , … , 𝑋("#$)
24
Range
25
Variance
n Sample
(
+ &
∑)*&(𝑋) −𝑋(𝑛))
𝑆 ( (𝑛) =
𝑛−1
Note: -1 is a correction for a
n Population potential underestimate
/ +
∑,-)(𝑋, −𝜇)
𝜎+ =
𝑁
26
Standard Deviation
n Sample
𝑆 ! (𝑛)
n Population
𝜎+
27
Variance Illustration
𝜎 & =0.2
&
𝜎 =1
𝜎 & =5
n Sample
𝑆 ( (𝑛)
𝜏=
&
𝑋(𝑛)
n Population
𝜎+
𝜏 =
𝜇
29
Lexis Ratio: Observation
n Sample
𝑆 ( (𝑛)
2 =
𝐶𝑉
&
𝑋(𝑛)
n Population
𝜎+
𝐶𝑉 = ,𝜇 ≠ 0
𝜇
33
Coefficient of Variation:
Observations
n CV=1 → 𝜎 ( = 𝜇
n Recall the exponential distribution:
& + )
n 𝜇= 𝜆 , 𝜎 = $
𝜆
n so CV = 1 → Exponential!
34
Coefficient of Variation:
Observations
n For Gamma and Weibull, there is a
relationship between CV and the shape
parameter alpha
https://en.wikipedia.org/wiki/Gamma_distribution#/media/File:Gamma_distri
bution_pdf.svg
35
Simulation Modeling and
Analysis – Chapter 6 –
Selecting Input Probability
Distributions
36
Simulation Modeling and Analysis – Chapter 6 – Selecting
37
Input Probability Distributions
Coefficient of Variation:
Observations
n F
If 𝐶𝑉(𝑛) > 1, check whether the shape
resembles a log-normal
https://en.wikipedia.org/wiki/Log-normal_distribution#/media/File:PDF-
log_normal_distributions.svg
38
Measures of Skewness
n Sample
∑+)*& (𝑋) − 𝑋& 𝑛) , ⁄𝑛
𝑣* =
𝑆9 (𝑛),
n Population
𝐸((𝑋' − 𝜇)( )
𝑣=
𝜎* & (𝑛)(/&
39
Skewness: Observations
n 𝑣=0→ Symmetric
n 𝑣>0→ Skewed to the right
n 𝑣<0→ Skewed to the left
http://www.statisticshowto.com/wp- content/uploads/2014/02/pearson-mode-skewness.jpg 40
Questions?
41