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Simulation and Modelling - Cat Two

This document contains 12 simulation and modeling problems: 1) Develop a random variate generator for an exponential distribution. 2) Generate values from a triangular distribution and compare the sample mean to the theoretical. 3) Generate values from a given CDF and compare the sample mean. 4) Generate exponential random values with a given mean. 5) Generate beta-distributed values and transform them to a new interval. 6) Generate service times using a table lookup method. 7) Draw four normal density functions with different standard deviations. 8) Draw Poisson probability mass functions with different parameters. 9) Apply chi-square tests to injury frequency data to test Poisson distributions. 10) Develop an input

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Kennedy Kamau
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256 views3 pages

Simulation and Modelling - Cat Two

This document contains 12 simulation and modeling problems: 1) Develop a random variate generator for an exponential distribution. 2) Generate values from a triangular distribution and compare the sample mean to the theoretical. 3) Generate values from a given CDF and compare the sample mean. 4) Generate exponential random values with a given mean. 5) Generate beta-distributed values and transform them to a new interval. 6) Generate service times using a table lookup method. 7) Draw four normal density functions with different standard deviations. 8) Draw Poisson probability mass functions with different parameters. 9) Apply chi-square tests to injury frequency data to test Poisson distributions. 10) Develop an input

Uploaded by

Kennedy Kamau
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOCX, PDF, TXT or read online on Scribd
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SIMULATION AND MODELLING:CAT TWO

(1) Develop a for a random variate generator for a random variable X

{
2x :
with p.d.f f ( x )= ⅇ −2 −∞<
x
x≤0
ⅇ : 0< x < ∞

(2) Develop a generator for a triangular distribution with range (1,10)


and mode at x=4.Generate 1000 values of the random variate,
compute the sample mean, and compare it to the true mean of the
distribution.
x4
(3) Given the cdf F ( x )=
16
on 0≤ x≤2 develop a generator for this
distribution, compute the sample mean and compare it to the true
mean of the distribution.
(4) Lead times have been found to be exponentially distributed with
mean 3.7 days. Generate 5 random lead times from this distribution.
(5) Generate 10 values from a beta distribution on the interval [0,1]
With parameter β 1=1 ⋅ 47 and β 2=2 ⋅ 16.Next transform them to be
on the interval [-10,20].
(6) Data has been collected on service times at drive in bank window
At the shady lane national bank. This data is summarized into
intervals as follows:

INTERVAL(SECONDS) FREQUENCY
15-30 10
30-45 20
45-60 25
60-90 35
90-120 30
120-180 20
180-300 10
Set up a table for generating service times by the table lookup
method, and generate five values of service time, using four-digit
random numbers from table A.1.
(7) Prepare four theoretical normal density functions, all on the same
figure each distribution having mean zero, but let the standard
1 1
deviations be , ,1
4 2 and 2.

(8) Draw the pmf of the Poisson distribution that results when the
parameter α is equal to the following:
1
(a)α = 2

(b)α =1
(c)α =2
(d)α =4
(9) Records pertaining to the monthly number of job-related injuries
at an underground coal mine were being studied by a federal agency.
The values for the past 100 months were as follows:

INJURIES PER MONTH FREQUENCY OF OCCURRENCE


0 35
1 40
2 13
3 6
4 4
5 1
6 1

(a)Apply a chi- square test to these data to test the hypothesis that
the underlying distribution is Poisson. Use the level of significance
α =0.05 .
(b)Apply the chi-square test to these data to test the hypothesis that
the distribution is Poisson with mean 1.0. Again let α =0.05 .
(c)What is the difference between parts (a) and (b), and when might
each case arise?
(d)The following data represents the time to perform transactions in
a bank, measured in
minutes:0.740,1.28,1.46,2.36,0.354,0.750,0.912,4.44,0.114,3.08,
3.24,1.10,1.59,1.47,1.17,1.27,9.12,11.5,2.42,1.77.
Develop an input model for these data.
(11) For the arrival- count data shown here estimate the arrival rate
Function λ (t ) for an NSPP in arrivals per hour:

NUMBER OF ARRIVALS
TIME DAY 1 DAY 2 DAY 3 DAY 4
PERIOD
8:00-10:00 22 24 20 28
10:00-12:00 23 26 32 30
12:00-2:00 40 33 32 38

(12) The number of patrons staying at a small hotel on 20 successive


nights was observed to be
20,14,21,19,14,18,21,25,27,26,22,18,13,18,18,18,25,23,20,21. Fit
both an AR (1) and an EAR (1) model to these data. Decide which
model provides a better fit by looking at the histogram of the data.
TOTAL: [120MKS]

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