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Nhm 6: Phm Vit Cnh ng Th Hng Diu Phm Quang Huy V Duy Hng Nguyn T.Qunh Trang
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17/04/2012
Nhm 6- Lp D08VT5
Chng I: Xc sut
Gii thiu
Cc nh ngha c bn u ra: Kt qu u ra th l tt c cc trng hp c th c ca php th ngu nhin Khng gian mu: Tp hp ca tt c trng hp c th c loi i trng hp u ra th c gi l khng gian mu S Bin c: Mt bin c l mt tp hp cc kt qu c chung c tnh Khng gian bin c: Mt khng gian bin c l tng hp ca nhng trng hp c th c ngoi tr nhng bin c ca php th ngu nhin
Chng I: Xc sut
ng dng ca l thuyt xc sut Dng m t nhng kha cnh ca php th ngu nhin nh l khng gian mu, kt qu, bin c Bin c b : Cho bin c A bin c b l tng hp ca tt c kt qu m khng thuc v b A
Cc bin c xung khc: Bin c A v B c pht biu loi tr ln nhau hoc bin c ri rc nu chng khng c phn t no chung
Chng I: Xc sut
Php nhn
Gi s rng kt qu cho php th E 1 l x v kt qu cho php th E2 l y. Sau kt qu cho php th E 1 c cho bi php th E2 l kt qu x,y
Php hon v
Php hon v ra i khi ta c cho bi n i tng v mun sp xp chng theo mt cch bit
Chng I: Xc sut
Php hon v
n phn t ring bit ly t n ti cng mt thi im: S ln hon v ca vic cc phn t ring bit ly t n ti mt thi gian th c biu bin bi P(n, n) v c a ra bi P(n, n) = n! = n (n 1) (n 2) 3 2 1
n phn t ring bit c ly k ti cng mt thi im: Trong trng hp ny s hon v ca n phn t ring bit ly k phn t ti cng mt thi im th c cho bi: P(n, k) = n (n 1) (n k + 1)= n!(n k)!
Chng I: Xc sut
T hp
S t hp ca n i tng c ly k tai mt thi im (t hp chp k ca n phn t) th c gi l h s nh thc
Xc sut
Gi s ta tung mt ng xu n ln. nh ngha bin c A l khi ng xu chm t nga, N A l s ln cc bin c A xut hin khi ng xu tung ln lp i lp li N ln. Xc sut s c c mt nga khi ng xu c tung ln l:
Chng I: Xc sut
Chng I: Xc sut
Chng I: Xc sut
Chng I: Xc sut
Bin ngu nhin
Mt bin ngu nhin n gin l m t bng s ca kt qu qu trnh th ngu nhin. Mi mt kt qu th c gn cho mt gi tr s K hiu mt bin ngu nhin bi ch hoa (tn ca hm) v mt vi gi tr c bit ca bin ngu nhin c k hiu bi ch thng (gi tr ca hm)
Chng I: Xc sut
Chng I: Xc sut
Chng I: Xc sut
Chng I: Xc sut
f(x) c cc c tnh sau:
vi mi x
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Chng I: Xc sut
Hm mt xc sut (pmf)
pmf c nh ngha nh l xc sut m bin ngu nhin X c gi tr x no v c k hiu bi pX(x) pX(x) p(X = x)
Bin ngu nhin lin tc v ri rc. (a) pdf cho trng hp lin tc (b) pmf cho trng hp ri rc
Lc b ch s di c khi khng c s o ln v vit pmf nh p(x) thay cho pX(x) v c cc tnh cht sau y:
pX (x) 0 vi mi x
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Chng I: Xc sut
K vng v phng sai
K vng ton
Bin ngu nhin lin tc
Bin ngu nhin ri rc
Phng sai
2 = E[(X -)2]
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Chng I: Xc sut
p ng cdf c cho bi
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Chng I: Xc sut
cdf c cho bi hm
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Chng I: Xc sut
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Chng I: Xc sut
Tng ng hm cdf
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Chng I: Xc sut
Phn b u cho bin ngu nhin ri rc vi cc gi tr 0,1......5 (a)Hm pmf v (b) hm cdf
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Chng I: Xc sut
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Chng I: Xc sut
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Chng I: Xc sut
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Chng I: Xc sut
Chng I: Xc sut
Tm hiu cdf v pdf
Gi s rng th nghim a ra 2 bin ngu nhin ri rc X v Y. Ta xc nh lin hp cdf ca X v Y nh sau
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Chng I: Xc sut
Gi tr k vng S tng quan
S tng quan gia bin ngu nhin c xc nh nh sau
Phng sai
Phng sai ca mt bin ngu nhin Phng sai gia 2 bin ngu nhin H s tng quan XY
Khi ta chia 2 bin ngu nhin t cng mt cch, h s tng quan c vit li
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Chng I: Xc sut
To s ngu nhin
Cc phng php
Phn b u Phng php nghch o Phng php loi tr Phng php ly mu gi tr
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17/04/2012
Nhm 6- Lp D08VT5
= =
(1.65)
(1.77)
khi a>0 v k=0;1;.... a=t Gi tr trung bnh v phng sai cho K =t (1.80) ^2= t (1.81)
1.27 H thng vi nhiu bin ngu nhin 1.28 Mi quan h gia hm phn phi tch ly v hm mt cng sut
PMF p ng cc mi quan h sau y . (, ) = 1 (1.100) Hai bin ngu nhin c lp khi PMF c th c th hin nh sn phm ca cc PMF c nhn , = ( = ) ( = ) (1.101)
(, )
= (, ) T nh ngha ca PMF ta c () = 1v () = 1
1.30 Gi tr k vng
Pmf gip chng ta tm thy gi tr k vng ca mt trong cc bin ngu nhin: = = .
(1.109)
1.34.2 Phn b ri rc
Trong trng hp ri rc nguyn l c bn ca xc sut cho: = (1.140) Ti l xc nh pmf ca ngun bin ngu nhin v l xc nh pmf cho ch ca bin ngu nhin .Gi tr ca Y thng qu gi tr ca X c vit bi cng thc: Y= g(X) (1.141)
1.Ngun s ngu nhin x l 1 phn b u 2.S gi tr ca F(y) ng vi s gi tr ca x. F(y) c tnh ton trn 1 bng hin th. 3.Gi tr tm c ca y ty theo phng trnh (1.145).Nu hm nghch o khng c gi tr , y l s chn la theo F(y) F(y+) . Phng php c th hin th 1.16.
Hnh1.17 Phng php loi b. 1.Ngun s ngu nhin x s dng thu c c phn b u. 2.Cc gi tr ca x a ra cng mc tiu y=x vi xc sut:
P(acceptx)=
(1.148)
(1.149)
=(b-a)f(y)
1.Ngun s ngu nhin x thu c c phn b u. 2.Phng php nghch o s dng g(y) ghp vo cc gi tr y thu c. 3.Chp nhn cc mu y vi xc sut:
p(acceptx)=
()
(1.152)
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Nhm 6- Lp D08VT5
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Chng ta s thy rng cc h thng thi gian ri rc l n gin cho vic phn tch hn cc h thng thi gian lin tc, v vy mc tiu nghin cu chnh l cc h thng di rc thi gian.
MT S V D IN HNH CH RA CC YU CU PHC V I VI MY CH
Mi ngi xp hng ti mt ni rt tin ca ngn hng v cc khch hng thng c cc yu cu quen thuc .N nh l cc khch hng hay cc yu cu quen thuc cng n my ch, v chng phi xp hng ch c x l. Cc my trm kt ni n cc mng cc b (LAN) , Ni cc phng tin truyn thng (v d Ethernet Cp) i din cho cc ngun chia s, trong khi cc ng dng truyn thng i din cho cc yu cu v my ch phc v. Trong b nh my tnh cc yu cu b nh, i din cho cc yu cu v cc giao thc phn gii, gii quyt xung t truy cp b nh i din cho cc my ch.
MT S LOI HNG I C BN
M/M/1 thi gian ri rc hng i c nh thc, Poisson, n v i. Ti mt bc thi gian nht nh nhiu nht l mt khch hng n v nhiu nht l mt khch hng i. Hng i c kch thc b m v hn v quy m pht trin cng l v hn.
M/M/1/B hng i c nh thc, Poisson, n v i.ti mt bc thi gian, nhiu nht l mt khch hng n v nhiu nht l mt khch hng i. Hng i c mt b m hu hn kch thc B v quy m pht trn l v hn. Hng i ny thng xuyn gp phi khi bc thi gian qu ngn ngi m ch c mt khch hng c th n hoc khi hnh trong thi gian .
MT S LOI HNG I C BN
Hng i M / M / J / B c nh thc, Poisson, n v i.ti mt bc thi gian nht nh, nhiu nht l mt khch hng n v nhiu nht l mt khch hng c th khi hnh thng qua mt trong cc my ch J c sn. Hng i c mt b m hu hn kch thc v quy m m rng l v hn.
y l loi hng i c th gp phi khi mt my ch c th l bn rn phc v mt khch hng ti mt bc thi gian nht nh v cc my ch cn li tr nn c sn phc v khch hng khc trong hng i.
Mm/M/1/B hng i c nh thc, Poisson, n v khi i.l mt trong nhng my ch trong hng i, v mt bc thi gian nht nh, ti hu ht cc khch hng m n nhiu nht l mt khch hng i bi v c mt my ch. Hng i c mt b m hu hn kch thc B v quy m m rng l v hn.
MT S LOI HNG I C BN
M/Mm/1/B hng i c nh thc, Poisson, n v i.L mt trong nhng my ch trong hng i, v mt bc thi gian nht nh, nhiu nht mt khch hng n v hu ht cc khch hng J i bi v cc my ch c th x l cc khch hng J trong mt bc thi gian. Hng i c mt b m hu hn kch thc B v quy m m rng l v hn.
Ch rng xc sut truy cp hoc hiu sut khng bao gi m v khng bao gi c th nhiu hn mt.
HNG I M/M/1
Gii thiu:
Mt hng i M/M/1 trong bt k time step no u ch c mt khch hng n v mt khch hng i. V d hng i M/M/1 l b m first in first out S lng khch hng hoc cc gi tin c lu tr trong hng i l trng thi ca h thng
HNG I M/M/1
Ti time step nht nh, xc sut gi tin n l a, iu tng ng vi mt s kin c khai sinh hoc tng ln ca hng i.Xc sut mt gi tin khng n c l b = 1 a . Xc sut mt gi tin ri khi hng i l c, tng ng vi kt thc mt s kin hoc gim i hng i.Xc sut m mt gi tin khng ri hng i l d = 1 c cc.Xc sut c i din cho kh nng x l cc khch hng hoc cc gi tin trong ca my ch hng i trong mt bc thi gian .
HNG I M/M/1
S chuyn i trng thi cho hng i M/M/1 ri rc thi gian:
HNG I M/M/1
Hiu nng hng i: Thng lng
= =
packets/time step
packets or customs
Thi gian ch =
(1)
time steps
HNG I M/M/1/B
Hng i ny l tng t nh hng i ri rc thi gian M/M/1 ngoi tr hng i c B kch thc hu hn S chuyn i trng thi cho hng i M/M/1/B ri rc thi gian
HNG I M/M/1/B
Hiu nng hng i M/M/1/B Thng lng(Th)
= ()=c(1-b0 ) packets/time step
Hiu sut ()
() = () (10 ) =
packets
HNG I M/M/1/B
1.Thng lng ca hng i khng th vt qu gi tr ti a cho lu lng truy cp u ra trung bnh 2. Hiu sut ca hng i l rt gn vi 100% cho n khi lu lng u vo gn nh lu lng u ra ti a c. 3. Xc sut mt gi tin l lun lun tn ti, nhng xc sut bt u tng khi lu lng u vo gn vi lu lng gi tin u ra ti a c.
HNG I M/M/1/B
4. tr gi tin tng mnh khi lu lng u vo gn vi lu lng gi tin u ra ti a c. 5.iu kin tc nghn xy ra ngay sau khi lu lng u vo vt qu lu lng u ra ti a c. Tc nghn c c trng bi hiu qu gim,mt gi tin tng, v tr tang ln. 6. tr ny t n mt gi tr ti a mt gi tr ti a c xc nh bi kch thc ti a ca hng i v lu lng u ra ti a c. tr ti a c th l xp l:
tr ti a = =20
time steps
HNG I M/M/1/B
Gii hn hiu nng hng i Thng lng ti a: Th(max)= () =c Hiu sut ti thiu min = c Xc sut mt gi cc i L(max)=1- c Thi gian ch ti a
W(max)=
Hng i /M/1/B
Ti bt k time-step no, hu ht m khch hng c th n v ch mt khch hng c th di i. Hiu nng hng i M m /M/1/B: Chng ta thy rng tng kch thc hng i lm gim xc sut mt gi m thng lng ch thay i nh. Thi gian ch gn nh tng gp i
Hng i /M/1/B
/M/1/B thng lng,hiu sut,xc sut mt gi v tr t th vi lu lng u vo m=2, B=10 v c=0.5
Hng i /M/1/B
Gii hn hiu nng trn hng i M m /M/1/B Thng lng cc i Th(max)=c Hiu sut cc tiu
(min)=
Xc sut mt gi cc i L(max)= 1
tr cc i
W(max)=
()
Hng i M/ /1/B
Trong hng i M/ /1/B ti bt k mt time step no,nhiu nht mt khch hng c th n v nhiu nht m khch hng c th ri i Chng ta s bt gp loi hng i ny khi chng ta nghin cu mng chuyn mch hng i first in first out (FIFO) ti mi cng u vo
Hng i M/ /1/B
Hiu nng hng i M/ M m /1/B Thng lng ca hng i = = (1 ) Xc sut mt gi tin L =
() ()
= ,0
73
= cn (1 -
2 =0 ,0 )
Thng lng Th
Th = c.1,0 + c Xc sut mt gi L L= Kch thc gi trung bnh =
17/04/2012
1 =0
=0 , =
c (1 -
2 =0 ,0 )
() ()
= d.n. 1,
=0 . ,
1 =0
Nhm 6- Lp D08VT5
74
75
() = N.a
Thng lng Th Th = a. Hiu nng ca h thng = Xc sut mt gi L L=
) 1 = x () 1 =0 2 =0 , () =0 1, 1
= x
=0 1,
=0 . ,
Nhm 6- Lp D08VT5
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Nhm 6- Lp D08VT5
Cc thng s ca Pi ph thuc vo Si, , ca cc module khc v ca c h thng Ta coi , l cc bin c lp. i vi mi module trong h thng, phng trnh n nh trng thi nh sau: ( , , ) . = (0 , < )
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80
1 =0
Nu ta coi h thng ny nh cc h thng truyn thng v ph thuc vo chui Markov th s trng thi s l :N = = =1
Nu cc module c K trng thi th N = n.K
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Gii php chung cho cc h thng trao i thng tin chui Markov
gii quyt cc vn , ngi ta a ra thut ton: B0: Khi to Si: Thit lp cc gi tr ban u khc 0 cho tt c cc vecto (0) vi 0 i n. Tt nhin, tng cc vecto ca cc thnh phn phi bng 1 B1: Uc tnh Pi: Cc yu t ca ma trn chuyn i trng thi () c th c xc nh t (), .Ban u, chng ta t k= 0 v xc nh (0) B2: Xc nh Si : Si, c(k) = (). (). Vi gi tr k ban u bng 0 B3: Xc nh li (): = , () - (). B4: Cp nht gi tr ca (): + 1 = + . () (0 < ) B5: Nng cao gi tr c tnh ca . Chng ta c th lp li cc bc 1-4 vi cc gi tr mi ( + 1) cho n khi cc li tng mc chp nhn c. Vi l ngng li chp nhn c. = =0
17/04/2012 Nhm 6- Lp D08VT5
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