Skip to main content
Log in

On selecting a process with the smallest number of unfortunate events

  • Theoretical Paper
  • Published:
Journal of the Operational Research Society

Abstract

Managers often desire to assign resources to minimize balking in service systems. Discrete event simulations are often used to study alternative assignments. When the distribution of the number of balking events in a business day is approximated by a Poisson distribution, the objective becomes that of selecting a population corresponding to the smallest mean number of unfortunate events. A procedure for selecting a Poisson population with the smallest mean is described in which the selection is carried out based on a random sample of size n from each population. Examples of a bank lobby and manufacturing process are used to illustrate this procedure.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  • Bechhofer RE, Santner TJ and Goldsman DM (1995). Design and Analysis of Experiments for Statistical Selection, Screening, and Multiple Comparisons. Wiley: New York.

    Google Scholar 

  • Bratley P, Fox BE and Schrage LE (1987). A Guide to Simulation. Springer-Verlag: New York, p 14.

    Book  Google Scholar 

  • Burke P and Prosser P (1989). A distributed asynchronous system for predictive and reactive scheduling. Technical Report AISL-42-89, Department of Computer Science, University of Strathclyde.

    Google Scholar 

  • Čerić V and Hlupić V (1993). Modelling a solid-waste processing system by discrete event simulation. J Opl Res Soc 44: 107–114.

    Article  Google Scholar 

  • Cinlar E (1975). Introduction to Stochastic Processes. Prentice-Hall: NJ.

    Google Scholar 

  • Cooper RB (1972). Introduction to Queueing Theory. MacMillan: New York.

    Google Scholar 

  • Duggan J and Browne J (1988). An AI based simulation for production activity control systems. In: Browne J and Rathmill K (eds). Proceedings of the 4th International Conference on Simulation in Manufacturing. IFS/Springer-Verlag: London, pp 177–194.

    Google Scholar 

  • Farnum NR (1994). Statistical Quality Control and Improvement. Wadsworth: CA.

    Google Scholar 

  • Friedrichs MD and Guenther WC (1989). Normal and binomial selection problems. J Qual Technol 21: 41–45.

    Google Scholar 

  • Fox MS (1987). Constraint-Directed Search: A Case Study of Job-Shop Scheduling. Pittman: London.

    Google Scholar 

  • Gibbons JD, Olkin I and Sobel M (1977). Selecting and Ordering Populations. Wiley: New York.

    Google Scholar 

  • Grant EL and Leavenworth RS (1980). Statistical Quality Control, 5th edn. McGraw-Hill Book Co: New York, p 204.

    Google Scholar 

  • Gross D and Harris CM (1985). Fundamentals of Queueing Theory. 2nd edn. John Wiley and Sons, USA.

    Google Scholar 

  • Gupta SS (1963). Probability integrals of multivariate normal and multivariate t. Ann Math Statist 34: 792–828.

    Article  Google Scholar 

  • Gupta SS and McDonald GC (1986). A statistical selection approach to binomial models. J Qual Technol 18: 103–115.

    Google Scholar 

  • Haight FA (1963). Mathematical Theories of Traffic Flow. Academic Press: New York.

    Google Scholar 

  • Hastings NA and Peacock JB (1975). Statistical Distributions. Butterworths: London, p 112.

    Google Scholar 

  • Johnson NL, Kotz S and Kemp A (1992). Discrete Distributions, 2nd edn. John Wiley and Sons: USA.

    Google Scholar 

  • Kleinrock L (1975). Queueing Systems, Vol I: Theory. John Wiley and Sons: USA.

    Google Scholar 

  • Lehaney B and Paul RJ (1996). The use of soft systems methodology in the development of a simulation of out-patient services at Watford General Hospital. J Opl Res Soc 47: 864–870.

    Article  Google Scholar 

  • MacFarland D and Grant ME (1990). Tutorial: scheduling manufacturing systems with FACTOR. In: Osman B, Sadowski RP and Nance RE (eds). Proceedings of the 1990 Winter Simulation Conference. IEEE: New York, pp 146–148.

    Chapter  Google Scholar 

  • Montgomery DC (2001). Introduction to Statistical Quality Control, 4th edn. Wiley: New York.

    Google Scholar 

  • Mukhopadhyay N and Solanki TKS (1994). Multistage Selection and Ranking Procedures—Second Order Asymptotics. Marcel-Dekker: New York.

    Google Scholar 

  • Mulekar MS (1999). On the non-existence of selection procedure for Poisson populations. Statistics & Decisions. Supplement Issue No. 4: 55–67.

  • Mulekar MS and Sobel M (1999). Fixed-sample-size selection problem for Poisson populations. Statistics & Decisions. Supplemental Issue No. 4: 69–85.

  • Mulekar MS and Matejcik FJ (2000). Determination of sample size for selecting the smallest of k Poisson population means. Commun. Statist.–Simula 29: 37–48.

    Article  Google Scholar 

  • Roy R (1998). Scheduling and control, performance measures and discrete event simulation. J Opl Res Soc 49: 151–156.

    Article  Google Scholar 

  • Roy R and Meikle SE (1995). The role of discrete event simulation techniques in finite capacity scheduling. J Opl Res Soc 46: 1310–1321.

    Article  Google Scholar 

  • Semenzato R, Lozano S and Valero R (1995). A discrete event simulation of sugar cane harvesting operations. J Opl Res Soc 46: 1073–1078.

    Article  Google Scholar 

  • Schengelli J (1986). Optimal scheduling. In: Lenz JE (ed). Proceedings of the International Conference on Simulation in Manufacturing. IFS: Chicago, USA, pp 139–145.

    Google Scholar 

  • Smith GM (2000). Statistical Process Control and Quality Improvement, 4th edn. Prentice-Hall: NJ.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to M S Mulekar.

Appendices

Appendix A: SIMAN listing examples

illustration

figure a

Appendix B: Proof of Equation (4)

For a fixed value of k, and the most general configuration, λ[1]λ[2]⩽⋯⩽λ[k], the P(CS) for the proposed selection rule is given by (2). Now, fixing and summing over all possible values of we can show that (2) becomes,

For a fixed λ[1], the P(CS) is a strictly increasing function of differences λ[i]λ[1] and a strictly decreasing function of ratios λ[1]/λ[i] (i=2, 3, …, k). Refer to Corollaries 3.1 and 3.2 of Mulekar and Sobel (1999) for the proof. We can lower the P(CS) defined for the general configuration by moving each closer to (i=3, 4, …, k). Thus we can use configuration Ω*={λ[1]+δ1*=λ[2]=⋯=λ[k] and λ[1]/δ2*=λ[2]=⋯=λ[k]} to search for the LFC, that is, the configuration for which the P(CS) is the lowest. Since samples are drawn independently of each other, from Equation (B.1), the P(CS) under the configuration Ω* becomes

Note that the P(CS) under the configuration Ω*, given by (B.2) is at most equal to the PCS under the general configuration given by (B.1). Suppose m denotes the number of populations tied with for the smallest value of the estimated event rate. In the equation (B.2), successive terms account for the possibility of m=0, 1, 2, …, k−1 tied populations. The conditional probability of correct selection, given m populations tied with the best one is 1/(1+m), and gives the number of different ways in which m populations can be tied for the best place. Now using the following three results,

  • the selection procedure proposes taking random samples of equal sizes (n) from all the populations,

  • the sum of independent observations is a sufficient statistic for estimating the event rate, and

  • the distribution of sum of independent Poisson random variates is also a Poisson random variable

we can rewrite Equation (B.2) as follows:

Following the proof of Theorem 3.2 by Mulekar and Sobel (1999), to find the LFC for a fixed λ[1], we can restrict our attention to points on two lines, namely, λ[2]=δ1*+λ[1] and λ[2]=λ[1]/δ1*. The minimum of the P(CS) is achieved where these two lines meet, that is, at the point given by (3). Now to obtain the infimum of the probability of correct selection, insert the LFC given by Equation (3) in Equation (B.3). Hence we get the desired result.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Mulekar, M., Matejcik, F. On selecting a process with the smallest number of unfortunate events. J Oper Res Soc 57, 416–422 (2006). https://doi.org/10.1057/palgrave.jors.2602001

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1057/palgrave.jors.2602001

Keywords

Navigation