OPTIMASI RANTAI DISTRIBUSI

LNG PAGERUNGAN DALAM

MEMENUHI KEBUTUHAN GAS
ME 091316 Statistika Rekayasa
Discrete Discrete
Probability Distributions Probability Distributions
A.A. B. Dinariyana A.A. B. Dinariyana
MEMENUHI KEBUTUHAN GAS
BALI
JurusanTeknik SistemPerkapalan
Fakultas Teknologi Kelautan ITS Surabaya
2012
Course outline
Random ariables
!is"rete Probability !istributions
#$pe"ted alue and arian"e
%inomial Probability !istribution
Poisson Probability !istribution
&ypergeometri" Probability !istribution
2
0
0,05
0,1
0,15
0,2
0,25
0,3
0,35
1 2 3 4 5 6
&ypergeometri" Probability !istribution
Random ariable
' random ariable is a numeri"al des"ription o( t)e out"ome
o( an e$periment*
T)e parti"ular numeri"al +alue o( t)e random +ariable
depends on t)e out"ome o( t)e e$periment*
' random +ariable "an be "lassi(ied as being eit)er discrete
or continuous depending on t)e numeri"al +alues it or continuous depending on t)e numeri"al +alues it
assumes*
' discrete random ariable may assume eit)er a (inite
number o( +alues or an in(inite se,uen"e o( +alues- su") as
0,1,2,3
' continuous random ariable may assume any numeri"al
+alue in an inter+al or "olle"tion o( inter+als- (or e$ample
0<X<20
3
#$amples o( dis"rete random +ariables
Experiment Random Variable (X)
Possible Values
for the Random
Variable
Contact five
customers
Inspect
Number of customers
who place an order
Number of defective
0,1,2,3,4,5
1,2,3,,4!,50
Discrete random variable
with a finite number of
values
4
Inspect
shipment of
50 pumps
"perate a toll
road in a da#
$err# services
in a da#
Number of defective
pumps
Number of cars arrivin%
the tollbooth in a da#
Number of passen%ers
usin% the ferr# services in
a da#
1,2,3,,4!,50
1,2,3,&&
1,2,3,&&
values
Discrete random variable
with an infinite number
Sequence of values
Continuous Random ariables
' random ariable is "ontinuous i( it "an assume
any numeri"al +alue in an inter+al or "olle"tion o(
inter+als
#$perimental out"omes t)at "an be des"ribed by
"ontinuous random +ariables. "ontinuous random +ariables.
&eig)ts- /eig)ts- temperature- et"
0aiting times
1easurement errors
2engt) o( li(e o( a parti"ular e,uipment
5
!is"rete Probability !istributions
T)e !robability distribution (or a random +ariable des"ribes
)o/ probabilities are distributed o+er t)e +alues o( t)e
random +ariable*
T)e probability distribution is de(ined by a !robability
"unction- denoted by f(x)- /)i") pro+ides t)e probability (or
ea") +alue o( t)e random +ariable* ea") +alue o( t)e random +ariable*
T)e re,uired "onditions (or f(x).
f(x) > 0
f(x) = 1
0e "an des"ribe a dis"rete probability distribution /it) a
table- grap)- or e,uation*
6
#$ample
Probability distribution (or t)e number o( automobiles sold
during a day at !i"arlo 1otors
'
#$ample
3rap)i"al Representation o( t)e Probability
!istribution
(
!is"rete 4ni(orm Probability !istribution
T)e discrete uni"orm !robability distribution is t)e simplest
e$ample o( a dis"rete probability distribution gi+en by a
(ormula*
T)e discrete uni"orm !robability "unction is.
5ote t)at A## alues o( t)e random +ariable are e,ually likely*
!
#$pe"ted alue and arian"e
T)e e$!ected alue- or mean- o( a random +ariable is a
measure o( its "entral lo"ation*
T)e ariance summari6es t)e +ariability in t)e +alues o( a T)e ariance summari6es t)e +ariability in t)e +alues o( a
random +ariable*
T)e standard deiation- - /)i") is t)e positi+e s,uare root
o( t)e +arian"e*
10
#$ample
E$!ected %alue o" a Discrete Random %ariable
Cal"ulation o( t)e e$pe"ted +alue (or t)e number o(
automobiles sold during a day at !i"arlo 1otors
11
#$ample
%ariance and Standard Deiation o" a Discrete
Random %ariable
Cal"ulation o( t)e +arian"e (or t)e number o( automobiles
sold during a day at !i"arlo 1otors
12
%inomial Probability !istribution
%inomial !istribution is one o( t)e most important dis"rete
distributions* It is asso"iated /it) a multiple7step e$periment
"alled %inomial #$periment*
Pro!erties o" a Binomial E$!eriment
1* T)e e$periment "onsists o( a se,uen"e o( n identi"al
trials* trials*
2* T/o out"omes- success and "ailure- are possible on
ea") trial*
8* T)e probability o( a su""ess- denoted by p- does not
")ange (rom trial to trial* 9p is (i$ed:
;* T)e trials are independent*
13
#$ample. 1artin Clot)ing Store Problem
2et us "onsider t)e pur")ase de"isions o( t)e ne$t
t)ree "ustomers /)o enter t)e 1artin Clot)ing
Store* <n t)e basis o( past e$perien"e- t)e store
manager estimates t)e probability t)at any one
"ustomer /ill make a pur")ase is 0-80* "ustomer /ill make a pur")ase is 0-80*
0)at is t)e probability t)at t/o o( t)e ne$t t)ree
"ustomers /ill make a pur")ase=
14
#$ample. 1artin Clot)ing Store Problem
4sing Tree !iagram
S to denote su""ess 9a pur")ase: and F to denote (ailure 9no
pur")ase:- /e are interested in e$perimental out"omes in+ol+ing
t/o su""esses in t)e t)ree trials 9pur")ase de"isions:*
C)e"king t)e (our re,uirements (or a binomial e$periment- /e
note t)at. note t)at.
T)e e$periment "an be des"ribed as a se,uen"e o( t)ree identi"al trials-
one trial (or ea") o( t)e t)ree "ustomers /)o /ill enter t)e store*
T/o out"omes>t)e "ustomer makes a pur")ase 9su""ess: or t)e
"ustomer does not make a pur")ase 9(ailure:>are possible (or ea") trial*
T)e probability t)at t)e "ustomer /ill make a pur")ase 90-80: or /ill not
make a pur")ase 90-?0: is assumed to be t)e same (or all "ustomers*
T)e pur")ase de"ision o( ea") "ustomer is independent o( t)e de"isions
o( t)e ot)er "ustomers*
15
#$ample. 1artin Clot)ing Store Problem
4sing Tree !iagram
16
#$ample. 1artin Clot)ing Store Problem
4sing Tree !iagram
1'
#$ample. 1artin Clot)ing Store Problem
T)e number o( e$perimental out"omes in+ol+ing t/o pur")ases@ t)at is-
t)e number o( /ays o( obtaining x = 2 su""esses in t)e n = 8 trials*
9S-S-F:- 9S-F-S:- 9F-S-S:
T)e number o( e$perimental out"omes )a+e t)ree su""esses 9pur")ases:
1(
T)e number o( e$perimental out"omes )a+e t)ree su""esses 9pur")ases:
in t)e t)ree trials 9S-S-S:
*
T)e probability o( pur")ases by t)e (irst t/o "ustomers and no pur")ase
by t)e t)ird "ustomer- denoted 9S- S- F:
*
#$ample. 1artin Clot)ing Store Problem
T/o ot)er e$perimental out"omes also result in t/o
su""esses and one (ailure* T)e probabilities (or all t)ree
e$perimental out"omes in+ol+ing t/o su""esses (ollo/*
1!
For t)e 1artin Clot)ing Store- t)is (ormula s)o/s t)at any e$perimental
out"ome /it) t/o su""esses )as a probability o(.
%inomial Probability Fun"tion
20
#$ample. 1artin Clot)ing Store Problem
Probability distribution (or t)e number o( "ustomers
making a pur")ase
21
#$ample. 1artin Clot)ing Store Problem
3rap)i"al representation o( t)e probability distribution (or
t)e number o( "ustomers making a pur")ase
22
#$ample. 1artin Clot)ing Store Problem
Suppose /e )a+e a binomial e$periment /it) n=10, x=;, and
p= 0-80* T)e probability o( making e$a"tly (our sales to 10
"ustomers entering t)e store is
23
#$ample
4sing t)e Tables o( %inomial Probabilities
SELECTED VALUES FROM THE BINOMIAL PROBABILITY TABLE
EXAMPLE: n = 10, x = 4, p = 0,30; f(4) = 0,2001
24
%inomial Probability !istribution
#$pe"ted alue
E(x) A A np
arian"e
Var(x) =
2
= np(1 - p) Var(x) =
2
= np(1 - p)
Standard !e+iation
25
) 1 ( ) ( SD p np x = =
#$ample. 1artin Clot)ing Store problem
#$pe"ted alue
arian"e
26
Standard !e+iation
Poisson Probability !istribution
T)e Poisson random +ariable B is used (or t)e
number o( o""urren"es o( spe"i(ied e+ent in a
parti"ular time inter+al or spa"e*
#$amples. #$amples.
5umber o( arri+als at a "ar /as) in one )our
5umber o( ma")ine breakdo/ns in a day
5umber o( repairs needed in 10 miles o( )ig)/ay
5umber o( leaks in 100 miles o( pipeline*
2'
Poisson Probability !istribution
Pro!erties o" a Poisson E$!eriment
1* T)e probability o( an o""urren"e is t)e same (or any t/o
inter+als o( e,ual lengt)*
2* T)e o""urren"e or non7o""urren"e in any inter+al is
independent o( t)e o""urren"e or non7o""urren"e in any
ot)er inter+al* ot)er inter+al*
2(
#$ample
&sin' t(e Poisson Probability )unction
T)e a+erage ma")ine breakdo/ns during t)eir operation is
t)ree per /eek* Find t)e probability o( e$a"tly one ma")ine
breakdo/n during a /eek*
<t)er time inter+al also "an be used* For e$ample- /)at is
e$a"tly one ma")ine breakdo/n during t/o /eeks=
2!

(
x
)
=
p
x
c
p
x!
=
S
1
c
S
1!

= Sc
S
= u,149S
#$ample
&sin' t(e *ables o" Poisson Probabilities

(
x
)
=
p
x
c
p
x!
= 10
5
x e
- 10
30
= 10
5
x e
- 10
5!
= 0,0378
&ypergeometri" Probability !istribution
T)e (y!er'eometric distribution is "losely related to t)e
binomial distribution*
0it) t)e )ypergeometri" distribution- t)e trials are not
independent- and t)e probability o( su""ess ")anges (rom
trial to trial*
31
1ean and arian"e
Mean
%ariance
32
#$ample. <ntario #le"tri"
2et us "onsider t)e (ollo/ing ,uality "ontrol appli"ation* #le"tri" (uses
produ"ed by <ntario #le"tri" are pa"kaged in bo$es o( 12 units ea")*
Suppose an inspe"tor randomly sele"ts t)ree o( t)e 12 (uses in a bo$ (or
testing* I( t)e bo$ "ontains e$a"tly (i+e de(e"ti+e (uses- /)at is t)e
probability t)at t)e inspe"tor /ill (ind e$a"tly one o( t)e t)ree (uses
de(e"ti+e= In t)is appli"ation- n A 8 and N = 12. 0it) r = C de(e"ti+e (uses
in t)e bo$ t)e probability o( (inding x=1 defect!e (use is. in t)e bo$ t)e probability o( (inding x=1 defect!e (use is.
33
#$ample. <ntario #le"tri"
5o/ suppose t)at /e /anted to kno/ t)e probability o(
(inding at least 1 de(e"ti+e (use* T)e easiest /ay to ans/er
t)is ,uestion is to (irst "ompute t)e probability t)at t)e
inspe"tor does not (ind any de(e"ti+e (uses* T)e probability
o( xA0 is.
34
0it) a probability o( 6ero de(e"ti+e (uses f "#$= 0-1CD1- /e
"on"lude t)at t)e probability o( (inding at least one de(e"ti+e
(use must be 1 0-1CD1 A 0-E;0D*
#$ample. <ntario #le"tri"
nA8- r7C- and NA12
Mean
35
%ariance
%ariance
Re(eren"es
'nderson- S/eeney- 0illiams*- Statisti"s (or
%usiness and #"onomi"s- 11t) #dition*- 0est
Publis)ing Company- 2011*
Statisti"s (or %usiness and #"onomi"s*- Slides
Prepared by Jo)n S* 2ou"ks St* #d/ardFs Prepared by Jo)n S* 2ou"ks St* #d/ardFs
4ni+ersity-Sout)70esternGT)ompson 2earning
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