Lec 3 Probability Scheduling

Chapter: Probability & Scheduling
Course: Quantitative Analysis for Decision Making

Lecture 3
Week: 3rd (29th September)
Dr. Waqas Ahmed

Department of Operations and Supply Chain
NUST Business School (NBS)
National University of Sciences & Technology, Islamabad, Pakistan
Chapter Topics
»Dr. Waqas Ahmed
© Dr. Waqas Ahmed 2

2
Introduction
- »Dr. Waqas Ahmed
3
ife is uncertain; we are not sure what the future will bring.
robability is a numerical statement about the likelihood that an

event will occur.

2
- »Dr. Waqas Ahmed
Fundamental Concepts
4
1. The probability, P, of any event or state of nature occurring

is greater than or equal to 0 and less than or equal to 1.
That is:
0  P (event)  1
2. The sum of the simple probabilities for all possible

outcomes of an activity must equal 1.

2
- »Dr. Waqas Ahmed
Paint Company Example

5
● Demand for paint at Dulux Paint and Supply has always been either 0, 1, 2, 3,
or 4 gallons per day.
● Over the past 200 days, the owner has observed the following frequencies of
demand:
QUANTITY
NUMBER OF DAYS PROBABILITY
DEMANDED
0 40 0.20 (= 40/200)
1 80 0.40 (= 80/200)
2 50 0.25 (= 50/200)
3 20 0.10 (= 20/200)
4 10 0.05 (= 10/200)
Total 200 Total 1.00 (= 200/200)
»Dr. Waqas Ahmed
Paint Example
● Demand for white latex paint at Diversey Paint and

Notice the individual
Supply has are
probabilities always been either
all between 0 0, 1, 2, 3, or 4
and 1
gallons per day
● Over
And thethe0 ≤past
totalPof
(event)
200 ≤ 1 the owner has observed the
days,
all event
probabilities
QUANTITY equals 1
following frequencies
NUMBERof demand
OF DAYS PROBABILITY
DEMANDED
0 ∑ P (event) = 1.00
40 0.20 (= 40/200)
1 80 0.40 (= 80/200)
2 50 0.25 (= 50/200)
3 20 0.10 (= 20/200)
4 10 0.05 (= 10/200)
Total 200 Total 1.00 (= 200/200)
Types of Probability
»Dr. Waqas Ahmed
Determining objective probability :

● Relative frequency
⌂ Typically based on historical data
Number of occurrences of the event
P (event) =
Total number of trials or outcomes
 Classical or logical method

 Logically determine probabilities without trials
1 Number of ways of getting a head

P (head) =
2 Number of possible outcomes (head or tail)

2
- »Dr. Waqas Ahmed
Types of Probability
8
Subjective probability is based on the experience and judgment of the

person making the estimate.
⌂ Opinion polls
⌂ Judgment of experts
⌂ Delphi method

2
- »Dr. Waqas Ahmed
What is Probability
9
https://www.youtube.com/watch?v=iLaSp
fgVmCA

»Dr. Waqas Ahmed
Statistically Independent Events
Events may be either independent or dependent.

⌂ For independent events, the occurrence of one event has no
effect on the probability of occurrence of the second event.
https://www.youtube.com/watch?v=7QlZjoLmg3I

»Dr. Waqas Ahmed
Which Sets of Events Are Independent?
1. (a) Your education

Dependent events
(b) Your income level
2. (a) Chicago Cubs win the National League Dependent

(b) Chicago Cubs is Champion events
3. (a) Snow in Murree

(b) Rain in Lahore Independent events

»Dr. Waqas Ahmed
Random Variables
A variable is a quantity whose value changes.

A random variable assigns a real number to every possible outcome
or event in an experiment.
X = number of refrigerators sold during the day
A function which can take on any value from sample space and its
range is some set of real numbers is called a random variable of
experiment

»Dr. Waqas Ahmed
Random Variables – Numbers
RANGE OF
RANDOM
EXPERIMENT OUTCOME RANDOM
VARIABLES
VARIABLES
Stock 50 Number of Christmas X 0, 1, 2,…, 50
Christmas trees trees sold
Inspect 600 Number of acceptable Y 0, 1, 2,…, 600
items items
Send out 5,000 Number of people Z 0, 1, 2,…, 5,000
sales letters responding to the
letters
Build an Percent of building R 0 ≤ R ≤ 100
apartment completed after 4
building months
Test the lifetime Length of time the S 0 ≤ S ≤ 80,000
of a lightbulb bulb lasts up to 80,000
(minutes) minutes
Table 2.4
2
- »Dr. Waqas Ahmed
1
Random Variables – Not Numbers

4
RANGE OF
EXPERIMENT OUTCOME RANDOM VARIABLES RANDOM
VARIABLES
Students Strongly agree (SA) 5 if SA 1, 2, 3, 4, 5
respond to a Agree (A) 4 if A..
questionnaire Neutral (N) X= 3 if N..
Disagree (D) 2 if D..
Strongly disagree (SD) 1 if SD
One machine Defective Y= 0 if defective 0, 1
is inspected 1 if not defective
Not defective
Consumers Good 3 if good…. 1, 2, 3
respond to Average Z= 2 if average
how they like a Poor 1 if poor…..
product
Table 2.5
»Dr. Waqas Ahmed
The Normal Distribution
The normal distribution is the one of the most popular and useful
continuous probability distributions.
⌂ The formula for the probability density function is rather complex:
 ( x   )2
1 2 2
f (X )  e
 2
 The normal distribution is specified completely when we know

the mean, µ, and the standard deviation,  .

2
- »Dr. Waqas Ahmed

1
6
● The normal distribution is symmetrical, with the midpoint representing

the mean.
● Shifting the mean does not change the shape of the distribution.
● Values on the X axis are measured in the number of standard deviations
away from the mean.
● As the standard deviation becomes larger, the curve flattens.
● As the standard deviation becomes smaller, the curve becomes steeper.

2
- »Dr. Waqas Ahmed

1
7
| | |
40 µ = 50 60
Smaller µ, same 
| | |
µ = 40 50 60
Larger µ, same 
| | |
40 50 µ = 60

»Dr. Waqas Ahmed
Same µ, smaller 
Same µ, larger 
µ
The Empirical Rule
»Dr. Waqas Ahmed
For a normally distributed random variable with mean µ and standard

deviation  , then
1. About 68% of values will be within ±1 of the mean.
2. About 95.4% of values will be within ±2 of the mean.
3. About 99.7% of values will be within ±3 of the mean.

»Dr. Waqas Ahmed
The Empirical Rule
16% 68% 16%
–1 +1
a µ b
2.3% 95.4% 2.3%
–2 +2
a µ b
0.15% 99.7% 0.15%
–3 +3
a µ b

2
- »Dr. Waqas Ahmed
2
1

»Dr. Waqas Ahmed
xponential Distribution
oisson Distribution
inomial Distribution

»Dr. Waqas Ahmed
Importance of Scheduling
ffective and efficient scheduling can be a competitive

advantage
⌂ Faster movement of goods through a facility means better use of
assets and lower costs
⌂ Additional capacity resulting from faster throughput improves
customer service through faster delivery
⌂ Good schedules result in more dependable deliveries

»Dr. Waqas Ahmed
Scheduling Issues
cheduling deals with the timing of operations
he task is the allocation and prioritization of demand
ignificant factors are

1. Forward or backward scheduling
2. Finite or infinite loading
3. The criteria for sequencing jobs

»Dr. Waqas Ahmed
Forward and Backward Scheduling
orward scheduling starts as soon as the requirements are known
roduces a feasible schedule though it may not meet due dates
requently results in buildup of work-in- process inventory

Due
Now Date

»Dr. Waqas Ahmed
Forward and Backward Scheduling
ackward scheduling begins with the due date and schedules the final
e s are
operation first r o a c h e-
e a p p a t ra d
t he s l o p
Often ed to deve apacity
o m bin e e n c
o m er
c
chedule is produced t w st
offbybeworking
t s an d backwards
c u though the processes
s t r a i n t i o n s
co n t a
expec
esources may not be available to accomplish the schedule
Due
Now Date

»Dr. Waqas Ahmed
Finite and Infinite Loading
ssigning jobs to work stations
inite loading assigns work up to the capacity of the work

station
⌂ All work gets done
⌂ Due dates may be pushed out
nfinite loading does not consider capacity © Dr. Waqas Ahmed 27

»Dr. Waqas Ahmed
Scheduling Criteria
1. Minimize completion time

2. Maximize utilization of facilities
3. Minimize work-in-process (WIP) inventory
4. Minimize customer waiting time

»Dr. Waqas Ahmed
Sequencing Jobs
pecifies the order in which jobs should be performed at work centers
riority rules are used to dispatch or sequence jobs

⌂ FCFS: First come, first served
⌂ SPT: Shortest processing time
⌂ EDD: Earliest due date
⌂ LPT: Longest processing time

»Dr. Waqas Ahmed
Sequencing Example
Apply the four popular sequencing rules to these five jobs
Job Work (Processing) Time Job Due Date

Job (Days) (Days)
A 6 8
B 2 6
C 8 18
D 3 15
E 9 23

»Dr. Waqas Ahmed
Sequencing Example
FCFS: Sequence A-B-C-D-E
Job Work
Job (Processing) Flow Time Job Due Date Job Lateness
Sequence Time
A 6 6 8 0
B 2 8 6 2
C 8 16 18 0
D 3 19 15 4
E 9 28 23 5
28 77 11
Job lateness = Max {0, yesterday + flow time - due date}

»Dr. Waqas Ahmed
Sequencing Example
FCFS: Sequence A-B-C-D-E
Sum of total flow time

Average completion time = = 77/5 = 15.4 days
Number of jobs
Total job work time

Utilization metric = Sum of total flow time = 28/77 = 36.4%
Average number of Sum of total flow time

jobs in the system = = 77/28 = 2.75 jobs
Total job work time
Total late days

Average job lateness = Number of jobs = 11/5 = 2.2 days

»Dr. Waqas Ahmed
Sequencing Example
SPT: Sequence B-D-A-C-E

Job Work
Job (Processing) Flow Job Due Job
Sequence Time Time Date Lateness
B 2 2 6 0
D 3 5 15 0
A 6 11 8 3
C 8 19 18 1
E 9 28 23 5
28 65 9

»Dr. Waqas Ahmed
Sequencing Example
SPT: Sequence B-D-A-C-E

Average completion time = = 65/5 = 13 days
Number of jobs
Total job work time


Total job work time
Total late days


»Dr. Waqas Ahmed
Sequencing Example
EDD: Sequence B-A-D-C-E

Job Work
B 2 2 6 0
A 6 8 8 0
D 3 11 15 0
C 8 19 18 1
E 9 28 23 5
28 68 6

»Dr. Waqas Ahmed
Sequencing Example
EDD: Sequence B-A-D-C-E

Number of jobs
Total job work time


Total job work time
Total late days

Average job lateness = = 6/5 = 1.2 days
Number of jobs

»Dr. Waqas Ahmed
Sequencing Example
LPT: Sequence E-C-A-D-B

Job Work
E 9 9 23 0
C 8 17 18 0
A 6 23 8 15
D 3 26 15 11
B 2 28 6 22
28 103 48

»Dr. Waqas Ahmed
Sequencing Example
LPT: Sequence E-C-A-D-B

Number of jobs
Total job work time


Total job work time
Total late days


»Dr. Waqas Ahmed
Sequencing Example
Summary of Rules
Average
Average Number of Average
Completion Utilization Jobs in Lateness
Rule Time (Days) Metric (%) System (Days)
FCFS 15.4 36.4 2.75 2.2
SPT 13.0 43.1 2.32 1.8
EDD 13.6 41.2 2.43 1.2
LPT 20.6 27.2 3.68 9.6

»Dr. Waqas Ahmed
Comparison of Sequencing Rules
o one sequencing rule excels on all criteria
PT does well on minimizing flow time and number of jobs in the system
► But SPT moves long jobs to the end which may result
in dissatisfied customers
CFS does not do especially well (or poorly) on any criteria but is perceived as fair by
customers
DD minimizes maximum lateness

Sequencing N Jobs on Two Machines: »Dr. Waqas Ahmed
Johnson’s Rule
orks with two or more jobs that pass through the same two machines or work
centers
inimizes total production time and idle time
n N/2 problem, N number of jobs through 2 workstations

»Dr. Waqas Ahmed
Johnson’s Rule
1. List all jobs and times for each work center
2. Choose the job with the shortest activity time. If that time is in
the first work center, schedule the job first. If it is in the second
work center, schedule the job last.
3. Once a job is scheduled, it is eliminated from the list
4. Repeat steps 2 and 3 working toward the center of the
sequence

Johnson’s Rule Example
»Dr. Waqas Ahmed
WORK CENTER 1 WORK CENTER

JOB (DRILL PRESS) 2 (LATHE)
A 5 2
B 3 6
C 8 4
D 10 7
E 7 12

»Dr. Waqas Ahmed

A 5 2
B 3 6
C 8 4 B E D C A
D 10 7
E 7 12

»Dr. Waqas Ahmed

A 5 2
B 3 6
C 8 4 B E D C A
D 10 7
E 7 12
Time 0 3 10 20 28 33
WC
1 B E D C A
Idle
WC
2 B E D C A
Job
Time 0 1 3 5 7 9 10 11 12 13 17 19 21 22 2325 27 29 31 33 completed
35
B E D C A
»Dr. Waqas Ahmed
Thank you! Any Questions

Lec 3 Probability Scheduling

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Chapter: Probability & Scheduling

Course: Quantitative Analysis for Decision Making

Week: 3rd (29th September)

Dr. Waqas Ahmed

© Dr. Waqas Ahmed 2

robability is a numerical statement about the likelihood that an

© Dr. Waqas Ahmed 3

1. The probability, P, of any event or state of nature occurring

2. The sum of the simple probabilities for all possible

© Dr. Waqas Ahmed 4

Paint Company Example

● Demand for white latex paint at Diversey Paint and

Determining objective probability :

 Classical or logical method

1 Number of ways of getting a head

© Dr. Waqas Ahmed 7

Subjective probability is based on the experience and judgment of the

© Dr. Waqas Ahmed 8

© Dr. Waqas Ahmed 9

Statistically Independent Events

Events may be either independent or dependent.

© Dr. Waqas Ahmed 10

Which Sets of Events Are Independent?

1. (a) Your education

2. (a) Chicago Cubs win the National League Dependent

3. (a) Snow in Murree

© Dr. Waqas Ahmed 11

A variable is a quantity whose value changes.

© Dr. Waqas Ahmed 12

Random Variables – Numbers

Random Variables – Not Numbers

The Normal Distribution

 The normal distribution is specified completely when we know

© Dr. Waqas Ahmed 15

The Normal Distribution

● The normal distribution is symmetrical, with the midpoint representing

© Dr. Waqas Ahmed 16

The Normal Distribution

© Dr. Waqas Ahmed 17

The Normal Distribution

For a normally distributed random variable with mean µ and standard

1. About 68% of values will be within ±1 of the mean.

2. About 95.4% of values will be within ±2 of the mean.

3. About 99.7% of values will be within ±3 of the mean.

© Dr. Waqas Ahmed 19

The Empirical Rule

16% 68% 16%

2.3% 95.4% 2.3%

0.15% 99.7% 0.15%

© Dr. Waqas Ahmed 20

© Dr. Waqas Ahmed 21

© Dr. Waqas Ahmed 22

ffective and efficient scheduling can be a competitive

© Dr. Waqas Ahmed 23

cheduling deals with the timing of operations

he task is the allocation and prioritization of demand

ignificant factors are

© Dr. Waqas Ahmed 24

Forward and Backward Scheduling

orward scheduling starts as soon as the requirements are known

roduces a feasible schedule though it may not meet due dates

requently results in buildup of work-in- process inventory

© Dr. Waqas Ahmed 25