4-Interval _Estimation

# 4-Interval _Estimation - SYSC4005/5001 Winter 2010 Interval...

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Professor John Lambadaris SYSC4005/5001 Winter 2010 1 Interval Estimation Winter 2010 Slides are based on the texts: -Discrete Event System Simulation, by Banks et al -Discrete Event Simulation: A first Course, by Leemis and Park

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Professor John Lambadaris SYSC4005/5001 Winter 2010 2 Interval Estimation
Professor John Lambadaris SYSC4005/5001 Winter 2010 3 Sample mean distribution ± Generate a sequence of random variable samples with fixed sample size n > 1 ± With the n-point samples indexed j = 1, 2, . . ., the corresponding sample mean X j and sample standard deviation s j can be calculated ± A continuous-data histogram can be created for the sample means x j , j=1,2…n

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Professor John Lambadaris SYSC4005/5001 Winter 2010 4 Properties of the Sample Mean Histogram
Professor John Lambadaris SYSC4005/5001 Winter 2010 5 10000 n-point batches of Exponential ( µ ) samples

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Professor John Lambadaris SYSC4005/5001 Winter 2010 6 Observations
Professor John Lambadaris SYSC4005/5001 Winter 2010 7 Observations

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Professor John Lambadaris SYSC4005/5001 Winter 2010 8 Standardized Sample Mean Distribution
Professor John Lambadaris SYSC4005/5001 Winter 2010 9 Properties of the Standardized Mean Historgram ± The histogram mean is approximately 0 ± The histogram standard deviation is approximately 1 ± If n is sufficiently large, ² the histogram density approximates the Normal(0, 1) pdf Discrete-Event Simulation: A First Course Section 8.1: Interval Estimation 9/1

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Professor John Lambadaris SYSC4005/5001 Winter 2010 10 Standardized Histograms from Previous Example
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4-Interval _Estimation - SYSC4005/5001 Winter 2010 Interval...

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