国外的物流讲义_c.ppt

Appendix CA Refresher on Probability and Statistics What We’ll Do ... Ground-up review of probability and statistics necessary to do and understand simulation Assume familiarity with Algebraic manipulations Summation notation Some calculus ideas (especially integrals) Outline Probability - basic ideas, terminology Random variables, joint distributions Sampling Statistical inference - point estimation, confidence intervals, hypothesis testing Probability Basics Experiment - activity with uncertain outcome Flip coins, throw dice, pick cards, draw balls from urn, … Drive to work tomorrow - Time? Accident? Operate a (real) call center - Number of calls? Average customer hold time? Number of customers getting busy signal? Simulate a call center - same questions as above Sample space - complete list of all possible individual outcomes of an experiment Could be easy or hard to characterize May not be necessary to characterize Probability Basics (cont’d.) Event - a subset of the sample space Describe by either listing outcomes, “physical” description, or mathematical description Usually denote by E, F, E1, E2, etc. Union, intersection, complementation operations Probability of an event is the relative likelihood that it will occur when you do the experiment A real number between 0 and 1 (inclusively) Denote by P(E), P(E ? F), etc. Interpretation - proportion of time the event occurs in many independent repetitions (replications) of the experiment May or may not be able to derive a probability Probability Basics (cont’d.) Some properties of probabilities If S is the sample space, then P(S) = 1 Can have event E ? S with P(E) = 1 If ? is the empty event (empty set), then P(?) = 0 Can have event E ? ? with P(E) = 0 If EC is the complement of E, then P(EC) = 1 – P(E) P(E ? F) = P(E) + P(F) – P(E ? F) If E and F are mutually exclusive (i.e., E ? F = ?), then P(E ? F) = P(E) + P(F) If E is a subset of F (i.e., the occurrence of E implies the occurrence of F), then P(