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Almulhem©2002 2
Preliminary
An important design issue of networking is the ability to model and estimate performance parameters
For example, estimate future traffic volumes and characteristics
Almulhem©2002 3
Why do we need such estimates?
To study the effect of routing protocols
To estimate resources needed by reservation protocols
To study queuing discipline
To identify buffer sizes needed
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Preliminary
Parameters used in characterizing data traffic:
Throughput characteristics:1. Average rate: the load sustained by the
source over a time period (resource allocation)
2. Peak rate: the max. load a source can generate (buffering might be needed for smoothing)
3. Variability: burstiness of a source
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Preliminary
Delay characteristics:1. Transfer delay: delay from source to
destination
2. Delay variation (jitter): variation in transfer delay (impacts real-time applications)
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What’s next?
We need to know little about probability
Random variablesWhat are they?Their propertiesExamples
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Probability Premier
Probability P(A) of an event A is a number that corresponds to the likelihood that the event A will occur
Sample Space (space of events)
A
B
0 1P(A) P(B)
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Definitions & observations
0 P(A) 1
P(Ai) = 1; Ai is an event in the sample space
P(A)= Na/N;Na= number of outcomes in which A occurred
(frequency)N= total number of possible outcome
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Definitions & observations
If two events A & B are mutually exclusive (independent) then:Prob (A or B is to occur) =P(A) + P(B)Prob (A and B to occur) =P(A) * P(B)
EX. Out of 2 apples and 3 oranges in a basket, what is the prob. of having 2 oranges when I need to grab three items from the basket?
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Definitions & observations
The conditional prob. of an event A assuming the event B has occurred P(A|B) is (A & B are not independent):P(A|B)=P(AB)/P(B) If A & B are independent:
P(A|B)=P(A) & P(A|B)=P(B)
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Baye’s Theorem
Given the set of mutual exclusive events E1, …, En
Ei covers an arbitrary event A
P(A)=in
=1 P(A|Ei)P(Ei)=?
Then
P(Ei|A)=P(A|Ei)P(Ei)/P(A)E3
E1
E2
A
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Example
Given,
S0 = event of sending 0
S1 = event of sending 1
R0 = event of receiving 0
R1 = event of receiving 1
P(S0) = p P(S1) = 1-p
Also the received data (bits) can be observed
P(R0|S1) = pa & P(R1|S0) = pb
Physical Medium
Network
Sender Receiver
0 0
1 1
Error
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Example
Now to calculate the conditional probability of an error
That is a one was sent given that a zero is received
P(S1|R0)= P(R0|S1) P(S1) / P(R0)
Where P(R0) = P(R0|S0) P(S0) + P(R0|S1) P(S1)
P(S1|R0)=pa p / [pa p+(1-pb)(1-p)]
Almulhem©2002 14
Random Variables
RV is simply a numerical description of the outcome of a random experiment.Examples:
Arriving customers at a given time Tossing a coinPackets in a switch at a given timeEtc.
We describe RV with distribution functions.
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Cumulative distribution function (CDF)
CDF for an RV denoted FX(x) is defined as the probability that RV is less than or equal to x:
FX(x) = p(X x)
F(-)=0; F()=1; 0F(x) 1
F(x1) F(x2) when x1 x2
p(x1 X x2) = F(x2) - F(x1)
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Probability distribution function (pdf)
It is the derivative of CDF
fX(x) = d FX(x) / dx
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Moments
To completely characterize a RV, it is sufficient to know its pdf.
It is practical to describe some key aspects or few numbers of the pdf rather than specifying the entire pdf.
This is called moments or statistical avergaresEvaluated using the mathematical expectation
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Mathematical expectation
The expected or mean value of an RV
Expectation is a linear operation
dxxxf
px
xFEx
kxk
xx)(
xx xFE )(
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Moments
The mth-order moment of FX(x) is
Zero order =1
First order is mean (previous slide)
Second is the mean-squared value
dxxfxxFE xmm
x )()(
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Moments (cont.)
Second moment is the variance and denoted by
Standard deviation is square root of variance and it measures the speard of observed values of the RV around its mean
2x
xxxx xFExF )()(var 2
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Moments (cont.)
Third moment describes the skewness and characterizes the degree of asymmetry of the distribution around its mean.
It is a dimensionless quantity. When zero distribution is symmetric +ve leans towards the right; -ve leans towards the
left