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Quantitative Analysis

- Easy Ways in Mathematics
- Business_Review_(Vol.1_No.1).pdf
- Queuing Theory
- 5 Chi Square Tests
- Blocking Probability for Priority Classes in Optical
- Planning Processes Methods and Strategies 2
- simu.html
- confidence interval mini-project pdf
- WaitingLinesProblemsSe1.pptx
- Investment of Profit of 25 Crore- A Report
- Whitt - [3]
- Project
- Stats Baird
- Assignment 1 Manual,hv
- Test 2 Revision 2
- Confiabilidad UAU HEE RYPF
- Oms Dist Spec Help
- dadoush k project1report
- Pro Band Stat
- RANDOM NUMBER GENERATOR FOR THE COMMAND LINE

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Queuing Models

Single-Server Model

with Arbitrary Service Times

Used when the analyst has determined

that arrivals to the system are Poissondistributed but cannot accept the

hypothesis that service times are

distributed.

exponentially

The assumptions

of this model

are:

Poisson arrival process

Infinite calling population

Infinite queue

FCFS service discipline

Single server

The distribution of service time is

unknown, but it has a mean, 1/, and

a variance, 2. These parameters are

known.

Single-Server Model

with Arbitrary Service Times

Statistics to be determined:

Expected number of calling units in the

queue:L = (22 + 2) / [2 (1 )]

q

= /

system:

Ls = + Lq

Single-Server Model

with Arbitrary Service Times

Statistics to be determined

(cont.):

Expected time waiting in line:

Wq = Lq /

Ws = Wq + (1/)

system:

P(0) = 1 -

and Ws would also increase. This means

that the performance of the queuing

system is not solely dependent on mean

service time but on the variance in service

time

as well.

Consequently,

a server with a longer

mean service time may still be the

more productive if it is also the more

consistent.

Example:

A savings and loan association is

opening a branch in a nearby suburb. This

branch is expected to need savings

counselors, but management wants to have

descriptive queuing statistics to confirm an

intuition that only one savings counselor is

actually necessary. Plans are to transfer one

savings counselor from the main office. Data

concerning this particular counselors time

spent with a customer have been collected,

but goodness-of-fit tests indicate that these

service times are not exponentially

distributed. It is further estimated that the

mean service time is 1/4 hour and variance is

1/6 hour2. Customers are expected to arrive in

a Poisson manner at a rate of two per hour.

= 2 customers/hr.

= 4 customers/hr.

2= 1/6 hr.2

Single-Server Model

with Arbitrary Service Times

Statistics to be determined:

Expected number of calling units in the

queue:L = (22 + 2) / [2 (1 )]

q

= 2 customers/hr.

= 4 customers/hr.

2= 1/6 hr.2

Lq = (22 + 2) / [2 (1 )]

Single-Server Model

with Arbitrary Service Times

Statistics to be determined:

Expected number of calling units in the

queue:L = (22 + 2) / [2 (1 )]

q

= /

= 2 customers/hr.

= 4 customers/hr.

2= 1/6 hr.2

Lq = (22 + 2) / [2 (1 )]

= /

= 2/4

= 1/2

= 2 customers/hr.

= 4 customers/hr.

2= 1/6 hr.2

= 1/2

Lq = (22 + 2) / [2 (1 )]

= (22) (1/6) + (1/2)2

2 (1 1/2)

= (4) (1/6) + (0.25)

2 (1/2)

= 0.916

1

= 0.916 customer

with Arbitrary Service Times

Statistics to be determined:

Expected number of calling units in the

queue:L = (22 + 2) / [2 (1 )]

q

= /

system:

Ls = + Lq

= 2 customers/hr.

= 4 customers/hr.

2= 1/6 hr.2

= 1/2

Lq = 0.916 customer

Ls = + Lq

= (1/2) +

0.916

= 1.416 customers

Single-Server Model

with Arbitrary Service Times

Statistics to be determined

(cont.):

Expected time waiting in line:

Wq = Lq /

= 2 customers/hr.

= 4 customers/hr.

2= 1/6 hr.2

= 1/2

Lq = 0.916 customer

Ls = 1.416

customers

W

=L /

q

= 0.916 / 2

= 0.453 hr.

= 27.5 min.

Single-Server Model

with Arbitrary Service Times

Statistics to be determined

(cont.):

Expected time waiting in line:

Wq = Lq /

Ws = Wq + (1/)

= 2 customers/hr.

= 4 customers/hr.

2= 1/6 hr.2

= 1/2

Lq = 0.916 customer

Ls = 1.416

customers

W

= 27.5 min.

q

Ws = Wq + (1/)

= 0.453 + (1/4)

= 0.703 hr.

= 42.2 min.

with Arbitrary Service Times

Statistics to be determined

(cont.):

Expected time waiting in line:

Wq = Lq /

Ws = Wq + (1/)

system:

P(0) = 1 -

= 2 customers/hr.

= 4 customers/hr.

2= 1/6 hr.2

= 1/2

Lq = 0.916 customer

Ls = 1.416

customers

W

= 27.5 min.

q

Ws = Wq + (1/)

= 0.453 + (1/4)

= 0.703 hr.

= 42.2 min.

P(0) = 1 -

= 1 1/2

= 1/2

= 50%

Times and a Priority Queue Discipline

The assumptions of this model

are:

Poisson arrival process

Infinite calling population

Infinite queue

The queue discipline divides calling units

into classes, and service is FCFS within

each priority class.

Single server

The service time distribution for each

priority class is unknown, but the mean

service time and variance are known for

each priority class.

Times and a Priority Queue Discipline

the desirability of a priority queue

discipline as opposed to a FCFS queue

discipline.

Times and a Priority Queue Discipline

Statistics to be determined:

The expected waiting time for a calling

unit in priority class k :

m

Wqk =

i [(1/i)2 + i2]

i=1

where:

i = arrival rate of priority class i

i = service rate of priority class i

i2= variance in service time of priority

class i

Times and a Priority Queue Discipline

Statistics to be determined

(cont.):

k

Sk =

i < 1, k = 1, 2, , m

i=1

S0 = 0

in priority class k:

k = k / k

Times and a Priority Queue Discipline

Statistics to be determined

(cont.):

Expected number of calling units in the

queue for priority class k:

Lqk = kWqk

system for priority class k:

Lsk = Lqk + k

priority class k:

Wsk = Wqk + (1/k)

Times and a Priority Queue Discipline

Statistics to be determined

(cont.):

Expected waiting time for any customer:

m

Wq

k=1

k=1

customer:m

Ws

= (k/) Wsk

k=1

Example:

Jobs to be run on a computer system

are

of two types and hence two different

priorities. Only one job can run at one

time. Both types of jobs arrive according to

a Poisson process, but service time

distributions are normal, with means of 1/12

hour and 1/4 hour. Variances for the two

priority classes are 1/12 (hour)2 and 1/24

(hour)2, respectively. Type I jobs arrive at a

rate of three per hour, and type II jobs arrive

at a rate of two per hour. What are the

applicable queuing statistics?

Type I (m = 2) Type II

1 = 3 jobs/hr. 2 = 2 jobs/hr.

1=12 jobs/hr. 2=4 jobs/hr.

21=1/12 hr.2 22=1/24 hr.2

Times and a Priority Queue Discipline

Statistics to be determined:

The expected waiting time for a calling

unit in priority class k :

m

Wqk =

i [(1/i)2 + i2]

i=1

where:

i = arrival rate of priority class i

i = service rate of priority class i

i2= variance in service time of priority

class i

Times and a Priority Queue Discipline

Statistics to be determined

(cont.):

k

Sk =

i < 1, k = 1, 2, , m

i=1

S0 = 0

in priority class k:

k = k / k

Type I (m = 2) Type II

1 = 3 jobs/hr. 2 = 2 jobs/hr.

1=12 jobs/hr. 2=4 jobs/hr.

21=1/12 hr.2 22=1/24 hr.2

k = k / k

1 = 1 / 1

2 = 2 / 2

= 3/12

= 2/4

= 1/4

= 1/2

Times and a Priority Queue Discipline

Statistics to be determined

(cont.):

k

Sk =

i < 1, k = 1, 2, , m

i=1

S0 = 0

in priority class k:

k = k / k

Type I (m = 2) Type II

1 = 3 jobs/hr. 2 = 2 jobs/hr.

1=12 jobs/hr. 2=4 jobs/hr.

21=1/12 hr.2 22=1/24 hr.2

1 = 1/4

2 = 1/2

k

Sk =

1

S1 =

i=1

i=1

= 1/4

S2 =

i=1

1

= + 2

= 1/4 + 1/2

= 3/4

Times and a Priority Queue Discipline

Statistics to be determined:

The expected waiting time for a calling

unit in priority class k :

m

Wqk =

i [(1/i)2 + i2]

i=1

where:

i = arrival rate of priority class i

i = service rate of priority class i

i2= variance in service time of priority

class i

Type I (m = 2) Type II

1 = 3 jobs/hr. 2 = 2 jobs/hr.

1=12 jobs/hr. 2=4 jobs/hr.

21=1/12 hr.2 22=1/24 hr.2

1 = 1/4

2 = 1/2

S1= 1/4

S2 = 3/4

m

Wqk =

i [(1/i)2 + 2i]

i=1

Wq1 =

i [(1/i)2 + 2i]

i=1

= {1 [(1/1)2 +

+ {2 [(1/2)2 + 22]}

21]}

2 (1 S0) (1 S1)

= {3 [(1/12)2 +

+ {2 [(1/4)2 + (1/24)]}

(1/12)]}

2 (1 0) (1 1/4)

Wqk =

i [(1/i)2 + 2i]

i=1

Wq1 =

i [(1/i)2 + 2i]

i=1

= {1 [(1/1)2 +

+ {2 [(1/2)2 + 22]}

21]}

2 (1 S0) (1 S1)

= {3 [(1/12)2 +

+ {2 [(1/4)2 + (1/24)]}

(1/12)]}

2 (1 0) (1 1/4)

= (3)(0.09027) + (2)

(0.10416) 2 (1) (3/4)

= 0.47916

1.5

= 0.3194 hr.

= 19.17 min.

Type I (m = 2) Type II

1 = 3 jobs/hr. 2 = 2 jobs/hr.

1=12 jobs/hr. 2=4 jobs/hr.

21=1/12 hr.2 22=1/24 hr.2

1 = 1/4

2 = 1/2

S1= 1/4

S2 = 3/4

Wq1 =

0.3194m

Wqk =

i [(1/i)2 + 2i]

i=1

Wq2 =

i [(1/i)2 + 2i]

i=1

Wqk =

i [(1/i)2 + 2i]

i=1

Wq1 =

i [(1/i)2 + 2i]

i=1

= {1 [(1/1)2 +

+ {2 [(1/2)2 + 22]}

21]}

2 (1 S0) (1 S1)

= {3 [(1/12)2 +

+ {2 [(1/4)2 + (1/24)]}

(1/12)]}

2 (1 0) (1 1/4)

= (3)(0.09027) + (2)

(0.10416) 2 (1) (3/4)

= 0.47916

1.5

= 0.3194 hr.

= 19.17 min.

Type I (m = 2) Type II

2

1 = 3 jobs/hr. 2 = 2 jobs/hr. Wq2 = i [(1/i)2 + 2i]

i=1

1=12 jobs/hr. 2=4 jobs/hr.

2(1 S2-1) (1 S2)

21=1/12 hr.2 22=1/24 hr.2

1 = 1/4

2 = 1/2

=

0.47916

S1= 1/4

S2 = 3/4

2 (1 1/4) (1 3/4)

Wq1 =

= 0.47916

0.3194

2 (3/4) (1/4)

= 0.47916

0.375

= 1.27 hrs.

= 1 hr. & 16.67

mins.

Times and a Priority Queue Discipline

Statistics to be determined

(cont.):

Expected number of calling units in the

queue for priority class k:

Lqk = kWqk

Type I (m = 2) Type II

1 = 3 jobs/hr. 2 = 2 jobs/hr.

1=12 jobs/hr. 2=4 jobs/hr.

21=1/12 hr.2 22=1/24 hr.2

1 = 1/4

2 = 1/2

S1= 1/4

S2 = 3/4

Wq1 =

Wq2 = 1.27

0.3194

Lqk = kWqk

Lq1 = 1Wq1

= (3) (0.3194)

= 0.9583

job

Lq2 = 2Wq2

= (2) (1.27)

= 2.5 jobs

Times and a Priority Queue Discipline

Statistics to be determined

(cont.):

Expected number of calling units in the

queue for priority class k:

Lqk = kWqk

system for priority class k:

Lsk = Lqk + k

Type I (m = 2) Type II

1 = 3 jobs/hr. 2 = 2 jobs/hr.

1=12 jobs/hr. 2=4 jobs/hr.

21=1/12 hr.2 22=1/24 hr.2

1 = 1/4

2 = 1/2

S1= 1/4

S2 = 3/4

Wq1 =

Wq2 = 1.27

0.3194

Lq1 = 0.9583 Lq2 = 2.5

Lsk = Lqk + k

Ls1 = Lq1 + 1

Ls2 = Lq2 + 2

= 0.9583 + (1/4)

= 2.5 + (1/2)

= 1.2083 jobs

= 3.05 jobs

Times and a Priority Queue Discipline

Statistics to be determined

(cont.):

Expected number of calling units in the

queue for priority class k:

Lqk = kWqk

system for priority class k:

Lsk = Lqk + k

priority class k:

Wsk = Wqk + (1/k)

Type I (m = 2) Type II

1 = 3 jobs/hr. 2 = 2 jobs/hr.

1=12 jobs/hr. 2=4 jobs/hr.

21=1/12 hr.2 22=1/24 hr.2

1 = 1/4

2 = 1/2

S1= 1/4

S2 = 3/4

Wq1 =

Wq2 = 1.27

0.3194

Lq1 = 0.9583 Lq2 = 2.5

Ls1 = 1.2083

Ls2 = 3.05

Wsk = Wqk + (1/k)

Ws1 = Wq1 + (1/1)

Ws2 = Wq2 + (1/2)

= 0.3194 + (1/12)

= 1.27 + (1/4)

= 0.4027 hr.

= 1.527 hrs.

= 24.17 mins.

= 1 hr. & 31.66

Times and a Priority Queue Discipline

Statistics to be determined

(cont.):

Expected waiting time for any customer:

m

Wq

k=1

k=1

Type I (m = 2) Type II

1 = 3 jobs/hr. 2 = 2 jobs/hr.

1=12 jobs/hr. 2=4 jobs/hr.

21=1/12 hr.2 22=1/24 hr.2

1 = 1/4

2 = 1/2

S1= 1/4

S2 = 3/4

Wq1 =

Wq2 = 1.27

0.3194

Lq1 = 0.9583 Lq2 = 2.5

Ls1 = 1.2083

Ls2 = 3.05

Ws1 =

Ws2 = 1.527

0.4027

=

k k = 1

=

k k = 1

= 1 + 2

=3+2

=5

Times and a Priority Queue Discipline

Statistics to be determined

(cont.):

Expected waiting time for any customer:

m

Wq

k=1

k=1

Type I (m = 2) Type II

1 = 3 jobs/hr. 2 = 2 jobs/hr.

1=12 jobs/hr. 2=4 jobs/hr.

21=1/12 hr.2 22=1/24 hr.2

1 = 1/4

2 = 1/2

S1= 1/4

S2 = 3/4

Wq1 =

Wq2 = 1.27

0.3194

Lq1 = 0.9583 Lq2 = 2.5

Ls1 = 1.2083

Ls2 = 3.05

Ws1 =

Ws2 = 1.527

0.4027

=5

Wq =

(k/) Wqk

k=1

2

(k/) Wqk

k=1

= (1/)Wq1 +

(2/)Wq2

= (3/5)

(0.3194)

+ (2/5)(1.27)

= 0.7027 hr.

= 42.17 mins.

Times and a Priority Queue Discipline

Statistics to be determined

(cont.):

Expected waiting time for any customer:

m

Wq

k=1

k=1

customer:m

Ws

= (k/) Wsk

k=1

Type I (m = 2) Type II

m

1 = 3 jobs/hr. 2 = 2 jobs/hr. Ws = (k/) Wsk

1=12 jobs/hr. 2=4 jobs/hr.

k=1

2

21=1/12 hr.2 22=1/24 hr.2

k

=

(

/)

W

k

s

1 = 1/4

2 = 1/2

k=1

S1= 1/4

S2 = 3/4

1

2

=

(

/)W

+

(

/)W

1

s

2

s

Wq1 =

Wq2 = 1.27

= (3/5)

1

2

0.3194

Lq = 0.9583 Lq = 2.5

(0.4027)

+ (2/5)

1

2

Ls = 1.2083

Ls = 3.05

(1.527)

=

0.8527 hr.

1

2

Ws =

Ws = 1.527

= 51.17 mins.

0.4027

=5

Wq = 0.7027 hr. or 42.17 mins.

customer attitude or the physical

facilities, it is not desirable to use any

of the earlier models.

identical to the basic single-server

model except that the assumption of

an infinite queue capacity no longer

applies.

Statistics to be determined:

The probability of 0 calling units in the

system: P(0) = 1 (/)

1 - (/)M+1

where M = maximum number of calling

units allowed in the system and the

maximum queue length is M 1.

system:

P(n) = P(0) (/)n for n = 0, 1, ,

M

Statistics to be determined

(cont.):

Expected number of calling units in the

system:

Ls =

/

- (M + 1)(/)M+1

1 (/)1 - (/)M+1

Expected number of calling units in the

queue:

Lq = Ls + P(0) 1

Expected time waiting in line:

Wq =

Lq

[1 P(M)]

Expected time in the system:

Ws = Wq + (1/)

Example:

A basic programming course includes

a lab at which a student consultant is on

duty to help students debug their programs.

It can be assumed that no student will get in

line for help if there are three other students

waiting. Students arrive at the lab according

to a Poisson process at an average rate of

four per hour. Service times are

exponential, and the mean service time is

10 minutes. Because the class is large, an

infinite calling population can be assumed.

What are the applicable queuing statistics?

= 4

students/hr.

= 10

min./student

= 6 students/hr.

Statistics to be determined:

The probability of 0 calling units in the

system: P(0) = 1 (/)

1 - (/)M+1

where M = maximum number of calling

units allowed in the system and the

maximum queue length is M 1.

= 4

students/hr.

= 10

min./student

= 6 students/hr.

M = 4 students

P(0) =

1 (/)

1 - (/)M+1

= 1 (4/6)

1 - (4/6)4+1

=

2/6

=

1 - (4/6)5

0.33

0.86831276

= 0.38388625

= 38.39%

Statistics to be determined:

The probability of 0 calling units in the

system: P(0) = 1 (/)

1 - (/)M+1

where M = maximum number of calling

units allowed in the system and the

maximum queue length is M 1.

system:

P(n) = P(0) (/)n for n = 0, 1, ,

M

Statistics to be determined

(cont.):

Expected number of calling units in the

system:

Ls =

/

- (M + 1)(/)M+1

1 (/)1 - (/)M+1

Expected number of calling units in the

queue:

Lq = Ls + P(0) 1

Expected time waiting in line:

Wq =

Lq

[1 P(M)]

Expected time in the system:

Ws = Wq + (1/)

Statistics to be determined:

The probability of 0 calling units in the

system: P(0) = 1 (/)

1 - (/)M+1

where M = maximum number of calling

units allowed in the system and the

maximum queue length is M 1.

system:

P(n) = P(0) (/)n for n = 0, 1, ,

M

= 4

students/hr.

= 10

min./student

= 6 students/hr.

M = 4 students

P(0) =

0.38388625

P(n) = P(0) (/)n

P(4) = P(0) (4/6)4

= 0.38388625 (0.19753086)

=

0.07582938

= 7.58%

Statistics to be determined

(cont.):

Expected number of calling units in the

system:

Ls =

/

- (M + 1)(/)M+1

1 (/)1 - (/)M+1

= 4

students/hr.

= 10

min./student

= 6 students/hr.

M = 4 students

P(0) =

0.38388625

P(4) =

0.07582938

/

- (M + 1)(/)M+1

1 (/)1 - (/)M+1

=

4/6

- (4 + 1)(4/6)4+1

1 (4/6)

1 - (4/6)4+1

=

0.66

- (5)

(0.13168724)

0.33

0.8683127

5

= 1.24170617

students

Ls =

Statistics to be determined

(cont.):

Expected number of calling units in the

system:

Ls =

/

- (M + 1)(/)M+1

1 (/)1 - (/)M+1

Expected number of calling units in the

queue:

Lq = Ls + P(0) 1

= 4

students/hr.

= 10

min./student

= 6 students/hr.

M = 4 students

P(0) =

0.38388625

P(4) =

L0.07582938

= 1.24170617

s

students

Lq = Ls + P(0) 1

= 1.24170617 + 0.38388625

10.62559242

=

student

Statistics to be determined

(cont.):

Expected number of calling units in the

system:

Ls =

/

- (M + 1)(/)M+1

1 (/)1 - (/)M+1

Expected number of calling units in the

queue:

Lq = Ls + P(0) 1

Expected time waiting in line:

Wq =

Lq

[1 P(M)]

= 4

students/hr.

= 10

min./student

= 6 students/hr.

M = 4 students

P(0) =

0.38388625

P(4) =

L0.07582938

= 1.24170617

s

students

Lq = 0.62559242

student

Wq =

Lq

[1 P(M)]

=

0.62559242

4[1 0.07582938)]

= 0.62559242

3.69668248

= 0.16923077

hr.10.15

=

Statistics to be determined

(cont.):

Expected number of calling units in the

system:

Ls =

/

- (M + 1)(/)M+1

1 (/)1 - (/)M+1

Expected number of calling units in the

queue:

Lq = Ls + P(0) 1

Expected time waiting in line:

Wq =

Lq

[1 P(M)]

Expected time in the system:

Ws = Wq + (1/)

= 4

students/hr.

= 10

min./student

= 6 students/hr.

M = 4 students

P(0) =

0.38388625

P(4) =

L0.07582938

= 1.24170617

s

students

Lq = 0.62559242

Wstudent

q = 0.16923077

hr. = 10.15

minutes

Ws = Wq + (1/)

= 0.16923077 +

(1/6)

= 0.16923077 +

(0.16)

= 0.33589744 hr.

= 20.15 minutes

14

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