Example 6.1.

A single-server queueing system (e.g., a single machine in a factory) has exponential interarrival times with a mean of 1 minute. Suppose that 200 service times are available from the system, but their underlying probability distribution is unknown. Using an approach to be discussed in Sec. 6.5, we "fit" the "best" exponential, gamma, Weibull, lognormal, and normal distributions (see Sec. 6.2.2 for a discussion of these distributions) to the observed service-time data. (In the case of the exponential distribution, we chose the mean so that the resulting distribution most closely "resembled" the available data.) We then made 100 independent simulation runs (i.e., different random numbers were used for each run, as discussed in Sec. 7.2) of the queueing system using each of the five fitted distributions. Each of the 500 simulation runs was continued until 1000 delays in queue were collected. A summary of the results from these simulation runs is given in Table 6.2. Note in column 2 of the table that the average of the 100,000 delays is given for each of the service-time distributions. As we will se in Sec. 6.7. the Weibull distribution actually provides the best model for the service-time data. Thus, the average delay for the real system should be close to 4.36 minutes. On the other hand, the average delays for the normal and lognormal distributions are 6.04 and 7.19 minutes, respectively, corresponding to model output errors of 39 percent and 65 percent. This is particularly surprising for the lognormal distribution, since it has the same general shape (i.e., skewed to the right) as the Weibull distribution. However, it turns out that the lognormal distribution has a "thicker" right tail, which allows larger service times and delays to occur. The relative difference between the "tail probabilities" in column 4 of the table are even more significant. The choice of probability distributions can evidently have a large impact on the simulation output and, potentially, on the quality of the decisions made with the simulation results.

Table 6.2 Simulation results for the five service-time distributions
(in minutes where approate)

Service-time
Distribution
Average delay
in queue
Average number
in queue
Proportion
of delays >= 20
Exponential
Gamma
Weibull
Lognormal
Normal
6.71
4.54
4.36
7.19
6.04
6.78
4.60
4.41
7.30
6.13
0.064
0.019
0.013
0.078
0.045