1. Simulation

2. Simulation  Simulation imitation of chance behavior based on a model that accurately reflects the phenomenon under consideration  By observing simulated outcomes, researchers gain insight on the real world.

3. Simulation  Why use simulation? Some situations do not lend themselves to precise mathematical treatment. Others may be difficult, time-consuming, or expensive to analyze. In these situations, simulation may approximate real-world results; yet, require less time, effort, and/or money than other approaches.

4. How to Conduct a Simulation A simulation is useful only if it closely mirrors real-world outcomes. The steps required to produce a useful simulation are below: 1. State the problem or describe the random phenomenon. 2. State the assumptions. 3. Assign digits to represent outcomes (die, spinner, random digit table, calc.) 4. Simulate many repetitions (until outcome shows stable pattern) 5. State your conclusions.

5. Simulation Example In this section, we work through an example to show how to apply simulation methods to probability problems. Problem Description On average, suppose a baseball player hits a home run once in every 10 times at bat. Using simulation, estimate the likelihood that the player will hit 2 home runs in consecutive at bats.

6. Solution Use five steps required to produce a useful Simulation: 1. Problem: –Estimate the likelihood that the player will hit 2 home runs in consecutive at bats 2. State Assumptions: –at bats are independent of each other (that is, what happens during one at bat does not influence the next at bat) –Homerun occurs 10% of at bats 3. Assign Digits: –two possible outcomes: home run or no home run –“2” represents a home run and other digits represent no home run –“22” represents back to back home runs –Any other two digit combination represents failure to hit back to back homeruns 4. Simulate Many Repetitions: –Stat Trek’s random digit generator was utilized for this example –In this example, the list of random numbers consists of 500 2-digit pairs 5. State Conclusions –In the list, we found 6 occurrences of "22", which are highlighted in red in the table

7. Random Numbers 42 99 02 65 04 14 30 09 70 88 89 85 95 40 53 67 25 50 48 79 86 92 76 24 53 39 08 73 78 17 72 81 08 01 68 94 43 43 95 12 36 90 28 88 34 69 18 69 91 79 14 82 26 94 15 26 19 41 74 02 17 20 38 84 74 30 34 96 09 46 61 41 02 93 94 90 00 71 84 98 30 82 80 11 92 97 81 29 85 44 40 05 83 22 04 86 13 33 00 99 74 75 27 43 68 22 59 20 66 00 24 01 96 84 19 14 57 26 47 58 51 73 06 08 49 52 70 15 79 35 65 28 40 77 93 73 33 24 25 22 32 03 89 03 62 13 85 16 23 28 12 61 16 75 45 37 15 54 36 18 45 64 31 31 06 80 32 75 99 27 91 25 98 05 55 32 27 16 51 45 89 31 78 90 82 05 11 39 80 83 01 20 10 67 97 33 72 09 98 78 39 56 57 54 63 35 21 35 93 18 17 48 55 60 44 92 21 07 77 42 46 86 41 49 76 96 36 62 38 11 64 07 04 58 23 56 29 37 87 37 59 47 83 77 21 63 10 95 87 10 42 71 12 88 06 52 42 99 02 65 04 14 30 09 70 88 89 85 95 40 53 67 25 50 48 79 86 92 76 24 53 39 08 73 78 17 72 81 08 01 68 94 43 43 95 12 36 90 28 88 34 69 18 69 91 79 14 82 26 94 15 26 19 41 74 02 17 20 38 84 74 30 34 96 09 46 61 41 02 93 94 90 00 71 84 98 30 82 80 11 92 97 81 29 85 44 40 05 83 22 04 86 13 33 00 99 74 75 27 43 68 22 59 20 66 00 24 01 96 84 19 14 57 26 47 58 51 73 06 08 49 52 70 15 79 35 65 28 40 77 93 73 33 24 25 22 32 03 89 03 62 13 85 16 23 28 12 61 16 75 45 37 15 54 36 18 45 64 31 31 06 80 32 75 99 27 91 25 98 05 55 32 27 16 51 45 89 31 78 90 82 05 11 39 80 83 01 20 10 67 97 33 72 09 98 78 39 56 57 54 63 35 21 35 93 18 17 48 55 60 44 92 21 07 77 42 46 86 41 49 76 96 36 62 38 11 64 07 04 58 23 56 29 37 87 37 59 47 83 77

8. This simulation predicts that the player will hit consecutive home runs 6 times in 500 at bats. Thus, the simulation suggests that there is a 1.2% chance that a randomly selected pair of at bats would consist of two home runs. The actual probability, based on the multiplication rule, states that there is a 1.0% chance of hitting consecutive home runs. multiplication rule multiplication rule While the simulation is not exact, it is very close. And, if we had generated a list with more random numbers, it likely would have been even closer.

9. Orders of frozen yogurt flavors have the following relative frequencies: 38% chocolate, 42% vanilla, 20% strawberry. 1. State problem. –Simulate 10 frozen yogurt sales based on this recent history. 2. State assumptions. –Frequencies are the same as stated –Assume that customers order one flavor only –Customers’ choices of flavors do not influence one another 3. Assign digits. –00-37 chocolate –38-79 vanilla –80-99 strawberry 4. Simulate. 5. State your conclusions.

10. Simulate: Use Calculator to simulate –Results: Run 20 numbers State Conclusions: –Chocolate: –Vanilla: –Strawberry:

11. A couple plans to have children until they have a girl or until they have four children, whichever comes first. Problem: –Simulate and estimate probability that the strategy will produce girl Assumptions: –Probability of obtaining girl.5 and boy.5 –Sexes of successive children independent Assign Digits (or flip coin): –0, 1, 2, 3, 4 = girl –5, 6, 7, 8, 9 = boy Simulate using line 130 of table B: Conclusions:

12. Homework   6.1-4, 8-9, 12