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ETM 607 – Spreadsheet Simulations

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Presentation on theme: "ETM 607 – Spreadsheet Simulations"— Presentation transcript:

1 ETM 607 – Spreadsheet Simulations
Generating random numbers in Excel. Generating random integer values from a uniform distribution Generating random values for discrete probability distributions. Simulating a simple single server queuing system.

2 ETM 607 – Spreadsheet Simulations
Definitions: Random number – a value between 0 and 1.0, ~ U[0,1). Random Variable – a variable with an associated probability distribution. Random Variable – a function that assigns a real number to each outcome in the sample space (Feldman and Valdez-Flores). ex. X ~ U[0,1) Y ~ Exp(5.75) Z ~ Normal(8.0,1.0)

3 ETM 607 – Spreadsheet Simulations
Definitions: Probability Mass Function (pmf) – associated with a discrete random variable p(x) = Pr{X = x} Cumulative Distribution Function (cdf) –

4 ETM 607 – Spreadsheet Simulations
Definitions: Probability Density Function (pdf) – associated with a continuous random variable Cumulative Distribution Function (cdf) –

5 ETM 607 – Spreadsheet Simulations
See Lesson 2 Spreadsheet Generating Random Numbers Generating Random Variables

6 ETM 607 – Spreadsheet Simulations
Single Server Queue Arrival Rate Empty system Service Rate 1 entity being served, 2 entities in queue

7 ETM 607 – Spreadsheet Simulations
Single Server Queue Arrival Rate Service Rate Performance Measures: Average queue size Max queue size Average waiting time Max waiting time Average time in system Max time in system Server utilization Number served

8 ETM 607 – Spreadsheet Simulations
See Lesson 2 Spreadsheet Single Server Queue Activity Network Inventory Problem


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