Homework/Assignment 13

(Chapter: Estimation of Relative Performance)

Full Name of submitter: Huynh Thi Kieu Trinh Student ID: IEIEIU17064

Your Group number is: 05

Group members are:

Full name Student ID
1. Le Thi Binh Minh IEIEIU17065
2. Vu Hoai Anh Thu IEIEIU17063
3. Le Thi Tra My IEIEIU17078
4. Dao Ngoc Lan Nhi IEIEIU17027
5. Le Thi Thanh Truc IELSIU17038
6. Trinh Son Tung IELSIU17125
7. Nguyen Thi Hong Nhi IELSIU18107
8. Huynh Thi Kieu Trinh IEIEIU17064

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1
 Problem(s)
1. Slide #19: Re-calculate Confidence Interval with Specified Precision.

2. Slide #27: (Minimization Problem) Consider K = 4 different design:

Suppose that we would like 0.95% confidence of selecting the best (smallest expected response
time) system design when the best differs from the second best by at least 2 minutes. Note:
refer to Example 12.4, text book Discrete Event Simulation 4the.

2
 3. Average waiting times of 2 systems from simulation using CRN technique are shown in the table
below.

Replication 1 Replication 2 Replication 3 Replication 4 Replication 5 Replication 6 Replication 7

System 1 8.2 11.6 10.1 7.7 13.6 10.8 9.5

System 2 6.6 9.5 7.5 5.9 11.4 7 8.1

a. Use hypothesis testing (α =0.05 ¿to test the difference of average waiting time of the 2 systems

b. Conclude the difference of average waiting time of the 2 systems using 95% C.I.

c. Suppose that we want to validate the simulation model of system 1 and the actual waiting time
of the “real system” is 11 minutes. Use hypothesis testing with Alpha =0.05 to draw conclusions.

d. If the difference between the simulation result and the actual value is expected to be at least 3
minutes to be considered practically different, what is the power of the test in question a.

4. Table below shows different entity output performances. Use C.I testing for validation, given the
practical difference 𝟄, C.I., true mean 𝞵0 , compute the Best Case Error (BCE), Worst Case Error
(WCE) and draw conclusion (accept/ refine/ more replication) in the table below:

𝟄 C.I. 𝞵0 BCE WCE Conclusion

5 35.3 41.6 36

5 34.5 40.4 36

1.5 4.2 6.8 2

1.5 1.5 5.5 2

1.5 1.7 3.2 2

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 Answers/Works
Question1: We have D=0.4 mins , R0 =10 replications,
2
Using T- table to get t 0.025,9=2.26 , S D =1.7
R is smallest integer satisfying R≥ R0

Since t α ,R −1 ≤ t α , R 0−1 therefore formulate is given by

2 2

Substituting t 0.025,9=2.26 , , S D =1.7

2

R≥
( 2.262∗1.7
0.5 2 )
=34.73

Implying that, 35 replication is needed, 25 more than in the initial replication

Question 2:

Є=2 minutes, 1-α = 0.95, R0 = 10, and t = t0.01679 = 2.508

The data in Table 12.5, which was obtained by using CRN, is employed.

From Table 12.5, we get S212 = S2D2 = 4.498, S213 = S2D3 = 28.498, and S214 = S2D4 = 5.498. By similar
calculations, we obtain S223 = 11.857, S224 = 0.119, and S234 = 9.849.

Since S^2 = S313 = 28.498 is the largest sample variance,

R = max {10 ,
[
( 2.508 )2 ( 28.498 )
22 ]
} = max {10, [44.8]} = 45

Make 45 – 10 = 35 additional replication of each system.

Calculate the overall sample means
45
1
Yi= ∑ Y for i = 1, 2, 3, 4 = 47.756
45 r=1 n

Select the system with smallest Y i as the best.

Also, form the confidence intervals

4
 Min {0, Y i – min Y i – 2} ≤ ϴi – min ϴj ≤ max { 0, Y i – min Y i + 2 } for i = 1, 2, 3, 4.

Question 3:

We have R = 7

Replication Replication Replication Replication Replication Replication Replication D

1 2 3 4 5 6 7

System
1 8.2 11.6 10.1 7.7 13.6 10.8 9.5 10.21

System
2 6.6 9.5 7.5 5.9 11.4 7 8.1 8

Dr 1.6 2.1 2.6 1.8 2.2 3.8 1.4 2.21

Dr2 2.56 4.41 6.76 3.24 4.84 14.44 1.96 38.21

Dr/c -2.8 0.6 -0.9 -3.3 2.6 -0.2 -1.5

Dr2/2 7.84 0.36 0.81 10.89 6.76 0.04 2.25 28.95

a. α =0.05

The difference is Dr = Y1 – Y2
R

Then, the sample mean difference is ∑ Dr =Y 1−Y 2 =2.214 minutes

D= r=1
❑

(∑ )
R
1 2 38.21−7∗4.9
The sample variance of the differences Dr is S = D D 2r −R D2= =0.652
R−1 r=1 7−1

SD
The 95% c.i. standard error of difference is s.e.( D ) = s.e.(Y 1−Y 2 ) = = 0.305
√❑
We are given that v = R-1 = 6 so t ∝/2 , v =2.44 7

b. The 95% confidence interval is 2.214 ± 2.447 * 0.305 ⬄ 1.468 ≤ θ1 – θ2 ≤ 2.96

c. α =0.05 , Y 2=11 minutes
R

The sample mean difference is ∑ Dr =Y 1−Y 2 =10.21−11=−0.786

r=1
D=
❑

5
 ( )
R
1
The sample variance of the difference Dr is S D=
2
R−1
∑ D 2r −R D2= 28.95−7∗0.618
7−1
= 4.1
r=1

SD
The 95% c.i. standard error of difference is s.e.( D ) = s.e.(Y 1−Y 2 ) = = 0.766
√❑
The 95% confidence interval is - 0.786 ± 2.447* 0.766 ⬄ -2.66 ≤ θ1 – θ2 ≤ 1.088

d. H0 = 3 minutes

H1 ≠ 3 minutes

We have H = t ∝/2 , v × s . e . ( Y 1 −Y 2 )=2.447 × 0.305=0.746 < ɛ = 3

Therefore, we do not reject H0.

Question 4

Table below shows different entity output performances. Use C.I testing for validation, given the
practical difference 𝟄, C.I., true mean 𝞵0 , compute the Best Case Error (BCE), Worst Case Error
(WCE) and draw conclusion (accept/ refine/ more replication) in the table below:

𝟄 C.I. 𝞵0 BCE WCE Conclusion

|36−35.3|=0.7 |36−41.6|=5.6 Refine

(0.7<𝟄 and
5 35.3 41.6 36 5.6>𝟄)

|36−34.5|=1.5 |36−40.4|=4.4 Accept

(1.5<𝟄 and
5 34.5 40.4 36 4.4<𝟄)

|2−4.2|=2.2 |2−6.8|=4.8 More

1.5 4.2 6.8 2 replication

|2−1.5|=0.5 |2−5.5|=3.5 Refine

(0.5<𝟄 and
1.5 1.5 5.5 2 3.5>𝟄)

1.5 1.7 3.2 2 |2−1.7|=0.3 |2−3.2|=1.2 Accept

(0.3< 𝟄 and

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1.2< 𝟄)