ISyE 3044 – Spring 2016

Assignment 1
Due: 11:00 AM, 02/03(Wed)

1. An industrial chemical that will retard the spread of fire in paint has been developed. The local sales
representative has estimated, from past experience, that 48% of the sales calls will result in order.
(a) What is the probability that the first order will come on the fourth sales call of the day?
(b) If eight sales calls are made in a day, what is the probability of receiving exactly six orders?

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(c) If four sales calls are made before lunch, what is the probability that one or fewer results in an order?

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Sol) Let X be defined as the number of calls received until an order is placed. Then, X is geometric
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(p = .48) with the probability mass function
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p( x ) = (0.52 ) (0.48), x = 0, 1, 2...
x −1
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(a) The probability that the first order will come on the fourth call is p(4) = 0.0675
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(b) The number of orders, Y, in eight calls is binomial (n = 8, p = .48) with the probability mass function
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8
p( y ) =  (0.48) (0.52) , y = 0, 1, ...,8
y 8− y

 y
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The probability of receiving exactly six orders in eight calls is p(6 ) = 0.0926
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(c) The number of orders, X, in four calls is binomial (n = 4, p = .48) with probability mass function

 4
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p( x ) =  (0.48) (0.52) , x = 0, 1, 2, 3, 4
x 4− x

 
x
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The probability of receiving one or fewer orders in four calls is

 4  4
P( X ≤ 1) =  (0.52) +  (0.52) (0.48) = 0.3431
4 3
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0 1

2. Arrivals at a bank teller’s drive-through window are Poisson-distributed at the rate of 1.2 per minute.
(a) What is the probability of zero arrivals in the next minute?
(b) What is the probability of zero arrivals in the next 2 minutes?

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 Sol) The number of arrivals at a bank teller’s cage, X, is Poisson (α = 1.2) with the probability mass
function

p( x ) = e−1.2 (1.2) / x!, x = 0, 1, 2, K

(a) The probability of zero arrivals during the next minute is p(0 ) = 0.3012

(b) The probability of zero arrivals during the next two minutes (α = 2.4) is p(0) = 0.0907

3. The lifetime, in years, or a satellite placed in orbit is given by the following pdf:

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 0.4e −0.4 x , x ≥ 0

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f (x ) = 
0, otherwise

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(a) What is the probability that this satellite is still “alive” after 5 years?

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(b) What is the probability that the satellite dies between 3 and 6 years from the time it is placed in orbit?
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Sol) Let X be defined as the lifetime of the satellite. Then, X is exponential (λ = .4) with cumulative
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distribution function
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F ( x ) = 1 − e −0.4 x , x ≥ 0
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(a) The probability of the satellite lasting at least five years is P( X ≥ 5) = 1 − F (5) = 0.1353
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(b) The probability that the satellite dies between three and six years is
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P(3 ≤ X ≤ 6 ) = F (6 ) − F (3) = 0.2105

4. Suppose that a Die-Hardly-Ever battery has an exponential time-to-failure distribution with a mean of
48 months. At 60 months, the battery is still operating.
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(a) What is the probability that this battery is going to die in the next 12 months?
(b) What is the probability that the battery dies in an odd year of its life?
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(c) If the battery is operating at 60 months, compute the expected additional months of life.

Sol) Let X be defined as the lifetime of the battery. Then, X is exponential (λ = 1/48) with cumulative
distribution function

F ( x ) = 1 − e − x / 48 , x > 0

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 (a) The probability that the battery will fail within the next twelve months, given that it has operated
for sixty months is

P( X ≤ 72 X > 60 ) = P( X ≤ 12) = F (12) = 0.2212 , due to the memoryless property

(b) Let Y be defined as the year in which the battery fails, Then,

P(Y = odd year ) = (1 − e −0.25 ) + (e −0.50 − e −0.75 ) + L

P(Y = even year ) = (1 − e −0.50 ) + (e −0.75 − e −1.00 ) + L

So, P(Y = even year ) = e −0.25 P(Y = odd year ) , P(Y = even year ) + P(Y = odd year ) = 1, and

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e −0.25 P (Y = odd year ) = 1 − P(Y = odd year )

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The probability that the battery fails during an odd year is P(Y = odd year ) = 1
(1 + e ) = 0.5622
− 0.25

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(c) Due to the memoryless property of the exponential distribution, the remaining expected lifetime
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is 48 months.
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5. IQ scores are normally distributed throughout society, with mean 100 and standard deviation 15.
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(a) A person with an IQ of 140 or higher is called a “genius.” What proportion of society is in the genius
category?
(b) What proportion of society will miss the genius category by 5 or less points?
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(c) Suppose that an IQ of 110 or higher is required to make it through an accredited college or university.
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What proportion of society could be eliminated from completing a higher education by having a low IQ
score?
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Sol) Let X be defined as I.Q. scores. Then X is normally distributed (μ = 100, σ = 15).
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(a) The probability that a score is 140 or greater is

P( X ≥ 140) = 1 − Φ[(140 − 100) / 15] = 0.00383

(b) The probability that a score is between 135 and 140 is

P(135 ≤ X ≤ 140) = Φ[(140 − 100) / 15] − Φ[(135 − 100) / 15] = 0.00598

P( X < 110) = Φ[(110 − 100) / 15] = 0.7475

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 6. A tool crib has exponential interarrival and service times and serves a very large group of mechanics.
The mean time between arrivals is 4 minutes. It takes 3 minutes on the average for a tool-crib attendant to
service a mechanic. The attendant is paid $10 per hour and the mechanic is paid $15 per hour. Would it be
advisable to have a second tool-crib attendant?

Sol) The tool crib is modeled by an M/M/c queue (λ = 1/4, μ = 1/3, c = 1 or 2). Given that attendants
are paid $6 per hour and mechanics are paid $10 per hour,
Mean cost per hour = $10c + $15L
assuming that mechanics impose cost on the system while in the queue and in service.

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• CASE 1: one attendant - M/M/1 (c = 1, ρ = λ/μ = .75)

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L = ρ/(1 − ρ) = 3 mechanics

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Mean cost per hour = $10(1) + $15(3) = $55 per hour

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•
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CASE 2: two attendants - M/M/2 (c = 2, ρ = λ/cμ = .375)
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L = cρ +
(cρ ) P0
c +1
= 0.8727 , where
c(c!)(1 − ρ )
2
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−1
 c −1 
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
[ ]
P0 = ∑ (cρ ) / n! + (cρ ) (1 / c!)(1 / (1 − ρ ))  = 0.4545
n c
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 n = 0  
Mean cost per hour = $10(2) + $15(.8727) = $33.09 per hour
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It would be advisable to have a second attendant because long run costs are reduced by $21.91
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per hour.
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7. Arrivals to an airport are all directed to the same runway. At a certain time of the day, these arrivals form
a Poisson process with rate 30 per hour. The time to land an aircraft is a constant 90 seconds. Determine
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LQ , wQ , L , and w for this airport. If a delayed aircraft burns $5,000 worth of fuel per hour on the average,
determine the average cost per aircraft of delay in waiting to land.
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Sol) The airport is modeled as an M/G/1 queue with arrival rate λ = 30/60 = 0.5 per minute, service

rate μ = 60/90 = 2/3 per minute, and service-time variance σ2 = 0. The runway utilization is ρ = λ/μ = 3/4.
Applying the formulas for the M/G/1 queue we obtain

ρ 2 (1 + σ 2 µ 2 ) LQ 1 λ
LQ = = 1.125 , wQ = = 2.25 , w = wQ + = 3.75 , L = + LQ = 1.875
2(1 − ρ ) λ µ µ

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 8. At Metropolis City Hall, two workers “pull strings” (make deals) every day. Strings arrive to be pulled
on an average of one every 10 minutes throughout the day. It takes an average of 15 minutes to pull a string.
Both time between arrivals and service times are exponentially distributed.
(a) What is the probability that there are no strings to be pulled in the system at a random point in time?
(b) What is the expected number of strings waiting to be pulled?
(c) What is the probability that both string-pullers are busy?
(d) What is the effect on performance if a third string-puller, working at the same speed as the first two, is
added to the system?

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Sol) String pulling at City Hall is modeled by an M/M/2 queue (λ = 1/10, μ = 1/15, ρ = .75).

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(a) The probability that there are no strings to be pulled is

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 c −1 
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−1

[ ]
P0 = ∑ (cρ ) / n! + (cρ ) (1 / c!)(1 / (1 − ρ ))  = 0.1429
n c
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 n = 0  
(b) The expected number of strings waiting to be pulled is
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(cρ )c +1 P0
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LQ = = 1.929
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c(c!)(1 − ρ )
2

(c) The probability that both string pullers are busy is

P(L(∞ ) ≥ 2 ) =
(cρ ) P0
2
= 0.643
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c!(1 − ρ )
(d) If a third string puller is added to the system, (M/M/3 queue, c = 3, ρ = .50), the measures of

performance become P0 = 0.2105 , LQ = 0.2368 , P(L(∞ ) ≥ 3) = 0.2368

9. A repair and inspection facility consists of two stations: a repair station with two technicians, and an
inspection station with 1 inspector. Each repair technician works at the rate of 3 items per hour; the inspector
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can inspect 8 items per hour. Approximately 10% of all items fail inspection and are sent back to the repair
station. (This percentage holds even for items that have been repaired two or more times.) If items arrive at
the rate of 5 per hour, what is the long-run expected delay that items experience at each of the two stations,
assuming a Poisson arrival process and exponentially distributed service times? What is the maximum
arrival rate that the system can handle without adding personnel?

Sol)

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The maximum arrival rate the system can handle without adding personnel is: λ = 2 × 3 × 0.9 = 5.4 hr

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because the utilization at the repair stations are much higher than that at the inspection station, which
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indicates the repair stations are the bottleneck of the system.
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 Extra Credit 1. Many states have license plates that conform to the following format:
letter letter letter number number number
The numbers are at random, ranging from 100 to 999.
(a) What is the probability that the next two plates seen (at random) will have numbers of 500 or higher?
(b) What is the probability that the sum of the next two plates seen (at random) will have a total of 1000 or
higher? [Hint: Approximate the discrete uniform distribution with a continuous uniform distribution. The
sum of two independent uniform distributions is a triangular distribution.]

Sol) Let X be defined as the number on a license tag. Then X is discrete uniform (a = 100, b = 999) with

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cumulative distribution function

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x − 99
F (x ) = , x = 100, 101, K, 999
900

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(a) The probability that two tag numbers are 500 or higher is
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[P( X ≥ 500)]2 = [1 − F (499)]2 = 0.55562 = 0.3086
(b) Let Y be defined as the sum of two license tag numbers. Then Y is discrete triangular which can
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be approximated by
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where a = 2(100) = 200, c = 2(999) = 1998, and b = (1998 + 200)/2 = 1099.

The probability that the sum of the next two tags is 1000 or higher is P(Y ≥ 1000) = 1 − F (999) = 0.6050
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Extra Credit 2. A call center answers questions about financial tracking, personal productivity, and contact
management software. Calls arrive at a rate of 1 per minute, and historically 25% of calls are about financial
products, 34% for productivity products, and 41% for contract management products. It takes 5 minutes on
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average to answer a caller’s question. The number of customers who can be connected at any one time is
essentially unlimited, but each product line has its own operators (2 for financial, 2 for productivity, and 3
for contact management). If an appropriate operator is available then the call is immediately routed to the
operator; otherwise, the caller is placed in hold queue. The company is hoping to reduce the total number
of operators they need by cross-training operators so that they can answer calls for any product line. Since
the operators will not be experts across all products, this is expected to increase the time to process a call
by about 10%. How many cross-trained operators are needed to provide service at the same level as the
current system? Answer the question by approximating the current and proposed system.

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 Sol) The current call center design can be approximated as three M/M/c queues, while the proposed design
can be approximated as a single M/M/c queue with a slower service rate. Since waiting time in the
hold queue is probably the most frustrating to callers, we use wQ to measure performance. As the
table below shows, keeping the same 7 operators delivers better service (on average) to all callers,
while reducing the number of operators to 6 provides poorer service to all but the productivity software
callers.

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