Simulation
Simulation
Simulation is a technique of manipulating a model of a
system through a process of imitation. In simulation, the performance of the system is simulated by artificially generatin
Joint DistributionsDiscrete and Continuous
In many statistical investigations, one is frequently interested in studying the relationship between two or more random variables, such as the relationship
Normal Distribution
A continuous random variable X has a normal distribution and it is referred to as a normal random variable if its probability density is given by
f ( x ; , ) =
2
1 2
e
( x )2 / 2
Iterativecomputationsofthe Transportationalgorithm
Iterative computations of the Transportation algorithm After determining the starting BFS by any one of the three methods discussed earlier, we use t
DeterminationofStarting BasicFeasibleSolution
Determination of the starting Solution In any transportation model we determine a starting BFS and then iteratively move towards the optimal solution whic
The Assignment Model " The best person for job" is an apt description of the assignment model. The general assignment model with n workers and n jobs is presented below: Jobs 1 2 . n 1 c11 c12 c1n Wor
GAME THEORY
Life is full of conflict and competition. Numerical examples involving adversaries in conflict include parlor games, military battles, political campaigns, advertising and marketing campai
Hillier and Lieberman Problem 14.4-2 Page 746
Consider the game having the following pay-off (to A) table: Player B Strategy Player A 1 1 3 2 -2 2
2 -1
Use the graphical procedure to determine the val
CPMandPERT
CPMandPERT CPM (Critical Path Method) and PERT (Program Evaluation and Review Technique) are network based methods designed to assist in the planning, scheduling, and control of projects. A
TheTransportationModel Formulations
The Transportation Model The transportation model is a special class of LPPs that deals with transporting(=shipping) a commodity from sources (e.g. factories) to de
Addition of a new constraint The addition of a new constraint to an existing model can lead to one of two cases: 1. The new constraint is redundant, meaning that it is satisfied by the current optimal
Sensitivity Analysis The optimal solution of a LPP is based on the conditions that prevailed at the time the LP model was formulated and solved. In the real world, the decision environment rarely rema
Dual simplex method for solving the primal
I n this le cture we de scribe the im portant Dual S ple m thod and illustrate the m thod by im x e e doing oneor two proble s. m
Dual Simplex Method
Suppose
Some problems illustrating the principles of duality
I n this le cturewelook at som proble s that use e m s t he re sults from Duality the (as discusse in ory d C hapte 7). r
Problem 7. Problem Set 4.
Duality theorems Finding the dual optimal solution from the primal optimal tableau
Dual problem in Matrix form In this lecture we shall present the primal and dual problems in matrix form and prove ce
Dual Problem of an LPP Given a LPP (called the primal problem), we shall associate another LPP called the dual problem of the original (primal) problem. We shall see that the Optimal values of the pri
In this presentation we illustrate the ideas developed in the previous presentation with two more problems
Consider the following LPP: Maximize z = 6 x1 + x2 + 2 x3 Subject to
1 2 x1 +2 x2 + x3 2 2 3
PERT Networks PERT
In PERT the duration of any activity is indeterministic. It bases the duration of an activity on three estimates: Optimistic Time, a Most Likely Time, m Pessimistic Time, b
The rang
Problem 10 Problem Set 10.3A Page 414
Maximize z = y1y2yn subject to y1+y2+yn = c, yi 0
Thus there are n stages to this problem. At stage i, we have to choose the variable yi. The state of the problem
BUS708 TUTORIAL T1 2017
KOI
ASSIGNMENT
Instruction to do Data Analysis and Statistical
Modelling Assignment
Please submit your assignment in word document format on or before the
Wednesday 24th May 5.
COVARIANCE AND
CORRELATION
October 4th, 2016
MAT 205: Mathematical Methods III Probability and Statistics
Goals
Introduce the statistical concepts of
Covariance
Correlation
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COVARIANCE AND
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MAT 205: Mathematical Methods III Probability and Statistics
Goals
Introduce the statistical concepts of
Covariance
Correlation
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QUADRATIC PROGRAMMING
Quadratic Programming Quadratic
A quadratic programming problem is a non-linear programming problem of the form Maximize Subject to
z = c X + X DX
T
A X b, X 0
Here
x1 b1 x b 2