T.R | Title | User | Personal Name | Date | Lines |
---|
1167.1 | Or remove 2 coffee machines | IOSG::CARLIN | Dick Carlin IOSG | Thu Dec 21 1989 06:18 | 23 |
| Let's see, isn't it something like
-a x
e a
-----
x! where a = lambda s
Substituting,
-a
(x=0) e = .17
-a
(x=1) e a = .30 so a = .30/.17
-a 2
(x=2) e a /2 = .264 (close to .27 so poisson possibly true)
-a 3
(x=3) e a /6 = .156
so frustrated deccies roughly 11% of the time (1-.17-.30-.264-.156)
|
1167.2 | My Shot At It | BLITZN::ROBERTS | Reason, Purpose, Self-esteem | Thu Dec 21 1989 11:37 | 32 |
| You can calculate the value of "a" in any of the 3 cases (x=0), (x=1)
or (x=2).
(x=0) e^(-a) = 0.17 ==> a ~ 1.771957
(x=1) e^(-a)*a = 0.30 ==> a ~ 1.781337
(x=2) e^(-a)*a^2/2 = 0.27 ==> a ~ 1.902038
plugging each of these values of "a" into the function at (x=3) yields
three different answers:
(a=1.771957) e^(-a)*a^3/6 ~ 0.1576
(a=1.781337) e^(-a)*a^3/6 ~ 0.1587
(a=1.902038) e^(-a)*a^3/6 ~ 0.1712
The three different answers arrived at for 4+ johns are
(1-(.17+.30+.27+.1576)) ~ 0.1024
(1-(.17+.30+.27+.1587)) ~ 0.1013
(1-(.17+.30+.27+.1712)) ~ 0.0888
There is no information that would allow us to prefer any of the three
estimates of "a". Is the best estimate of "a" the average of the three
values, 1.818444, which would yield an answer of 0.0974?
/Dwayne
|
1167.3 | | BLITZN::ROBERTS | Reason, Purpose, Self-esteem | Fri Dec 22 1989 12:51 | 22 |
|
Another way to approach the problem:
oo
Find "a" such that 1 = 0.17 + 0.30 + 0.27 + Sigma( P(x,a) )
x=3
x
a -a
where P(x,a) = ------ * e
x!
The only value of "a" for which this is true is
a ~ 1.764903 (calculated through "goalseeking")
P(3,a) ~ 0.156864
Therefore, the percentage of time more than 3 johns would have been
required is 100%*(1-(0.17+0.30+0.27+0.156864)) ~ 10.3136%.
/Dwayne
|
1167.4 | The right "a". | CADSYS::COOPER | Topher Cooper | Fri Dec 22 1989 12:53 | 22 |
| The "right" way to solve this would be to find the value of "a" which
would minimize the chi-square statistic. That is, find "a" which
minimizes:
(1/N) SUM(i=0,3){ (E[i] - O[i])^2 /E[i] }
where:
O[i] is the observed percentage, and
E[i] is exp(-a)*a^i / i! for i=0,1,2
is 1-SUM(j=0,2){E[j]} for i=3
I doubt if this would produce a particularly "clean" analytically
solvable minimization problem, but should be quite solvable in
reasonable time with simple numerical techniques (e.g., binary search
or Newton's method).
The lack of a value for N will not effect the position of the minimum,
but will prevent accurate evaluation of just how reasonable a Poisson
model is.
Topher
|
1167.5 | the right answer depends on context | PULSAR::WALLY | Wally Neilsen-Steinhardt | Fri Dec 22 1989 16:46 | 24 |
| If this is a practical problem, as described in .0, then "about 10%" is
probably good enough as an answer.
If this is a real problem, disguised for security, then you might like
to know that there is a whole discipline called queueing theory which
addresses problems like this. It is common in such problems to assume
that arrivals follow a Poisson distribution, and service times follow
an exponential distribution. A number of analytic and approximate
results have been derived.
Minimizing the sum of ( E[i] - O[i] )^2 / E[i] is suggested in .4, but
it is also possible and often easier to minimize the sum
( E[i] - O[i] )^2. I could not find an analytic solution, but I got
close to a simple quadratic iteration formula before I gave up.
There are various theoretical arguments around minimizing the
chi-square or least square sum. In this case, it should make little
difference, since the E[i] are all of the same magnitude.
If you had a case where the "right" minimization was critical, you
would probably want to set it up as a decision problem. Ask yourself
what is the loss associated with making an incorrect decision about
the number of service stations. Then minimize that loss function,
given the observed data O[i].
|
1167.6 | | HUB::ROBERTS | Reason, Purpose, Self-esteem | Fri Dec 22 1989 23:34 | 8 |
| Thanks. No, it's not a "real" problem. Just an exercise.
The chi-square approach has been giving me trouble. The answer I get
just plain doesn't look right. I assume I've made some simple goof and
I'll find it if I spend some time on it.
/Dwayne
|