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1.2 Números Pseudoaleatorios y Variables Aleatorias

The document describes the generation of 100 pseudo-random numbers using a linear congruential generator. It shows the calculations and results in a table with two columns - one for the random numbers generated and one for the number of runs (sequences of the same result). All 100 random numbers are either 0.3030303 or 0.80808081, with 50 of each, indicating no variance in the results.

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Yare Hernández
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36 views19 pages

1.2 Números Pseudoaleatorios y Variables Aleatorias

The document describes the generation of 100 pseudo-random numbers using a linear congruential generator. It shows the calculations and results in a table with two columns - one for the random numbers generated and one for the number of runs (sequences of the same result). All 100 random numbers are either 0.3030303 or 0.80808081, with 50 of each, indicating no variance in the results.

Uploaded by

Yare Hernández
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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You are on page 1/ 19

TECNOLÓGICO NACIONAL DE MÉXICO

INSTITUTO TECNOLÓGICO DE APIZACO

DEPARTAMENTO:
INGENIERÍA INDUSTRIAL

ASIGNATURA:
SIMULACION

DOCENTE:
RODOLFO ELEAZAR PEREZ LOAIZA

TEMA 2: VARIABLES ALEATORIAS

REALIZO:
YARELY GUADALUPE HERNANDEZ HERNANDEZ

FECHA DE ENTREGA 18 DE SEPTIEMBRE DE 2023

1
INDICE
100 N Pseudoaleatorios ................................................................................................................................ 3
PRUEBAS ........................................................................................................................................................ 6
10 VARIABLES .............................................................................................................................................. 15
EXPONENCIAL .............................................................................................................................................. 16
NORMAL ...................................................................................................................................................... 17
POISSON ...................................................................................................................................................... 18
CONCLUSION GENERAL ............................................................................................................................... 19

2
100 N Pseudoaleatorios
X0= 34
a= 15 k= 3
c= 30 g= 3
m= 100

i Xi+1 (aXi+c) (aXi+c) mod m Xi / (m-1)


0 X1 540 40 r1 0.4040404
1 X2 630 30 r2 0.3030303
2 X3 480 80 r3 0.80808081
3 X4 1230 30 r4 0.3030303
4 X5 480 80 r5 0.80808081
5 X6 1230 30 r6 0.3030303
6 X7 480 80 r7 0.80808081
7 X8 1230 30 r8 0.3030303
8 X9 480 80 r9 0.80808081
9 X10 1230 30 r10 0.3030303
10 X11 480 80 r11 0.80808081
11 X12 1230 30 r12 0.3030303
12 X13 480 80 r13 0.80808081
13 X14 1230 30 r14 0.3030303
14 X15 480 80 r15 0.80808081
15 X16 1230 30 r16 0.3030303
16 X17 480 80 r17 0.80808081
17 X18 1230 30 r18 0.3030303
18 X19 480 80 r19 0.80808081
19 X20 1230 30 r20 0.3030303
3
20 X21 480 80 r21 0.80808081
21 X22 1230 30 r22 0.3030303
22 X23 480 80 r23 0.80808081
23 X24 1230 30 r24 0.3030303
24 X25 480 80 r25 0.80808081
25 X26 1230 30 r26 0.3030303
26 X27 480 80 r27 0.80808081
27 X28 1230 30 r28 0.3030303
28 X29 480 80 r29 0.80808081
29 X30 1230 30 r30 0.3030303
30 X31 480 80 r31 0.80808081
31 X32 1230 30 r32 0.3030303
32 X33 480 80 r33 0.80808081
33 X34 1230 30 r34 0.3030303
34 X35 480 80 r35 0.80808081
35 X36 1230 30 r36 0.3030303
36 X37 480 80 r37 0.80808081
37 X38 1230 30 r38 0.3030303
38 X39 480 80 r39 0.80808081
39 X40 1230 30 r40 0.3030303
40 X41 480 80 r41 0.80808081
41 X42 1230 30 r42 0.3030303
42 X43 480 80 r43 0.80808081
43 X44 1230 30 r44 0.3030303
44 X45 480 80 r45 0.80808081
45 X46 1230 30 r46 0.3030303
46 X47 480 80 r47 0.80808081
47 X48 1230 30 r48 0.3030303
48 X49 480 80 r49 0.80808081
49 X50 1230 30 r50 0.3030303
50 X51 480 80 r51 0.80808081
51 X52 1230 30 r52 0.3030303
52 X53 480 80 r53 0.80808081
53 X54 1230 30 r54 0.3030303
54 X55 480 80 r55 0.80808081
55 X56 1230 30 r56 0.3030303
56 X57 480 80 r57 0.80808081
57 X58 1230 30 r58 0.3030303
58 X59 480 80 r59 0.80808081
59 X60 1230 30 r60 0.3030303
60 X61 480 80 r61 0.80808081
61 X62 1230 30 r62 0.3030303

4
62 X63 480 80 r63 0.80808081
63 X64 1230 30 r64 0.3030303
64 X65 480 80 r65 0.80808081
65 X66 1230 30 r66 0.3030303
66 X67 480 80 r67 0.80808081
67 X68 1230 30 r68 0.3030303
68 X69 480 80 r69 0.80808081
69 X70 1230 30 r70 0.3030303
70 X71 480 80 r71 0.80808081
71 X72 1230 30 r72 0.3030303
72 X73 480 80 r73 0.80808081
73 X74 1230 30 r74 0.3030303
74 X75 480 80 r75 0.80808081
75 X76 1230 30 r76 0.3030303
76 X77 480 80 r77 0.80808081
77 X78 1230 30 r78 0.3030303
78 X79 480 80 r79 0.80808081
79 X80 1230 30 r80 0.3030303
80 X81 480 80 r81 0.80808081
81 X82 1230 30 r82 0.3030303
82 X83 480 80 r83 0.80808081
83 X84 1230 30 r84 0.3030303
84 X85 480 80 r85 0.80808081
85 X86 1230 30 r86 0.3030303
86 X87 480 80 r87 0.80808081
87 X88 1230 30 r88 0.3030303
88 X89 480 80 r89 0.80808081
89 X90 1230 30 r90 0.3030303
90 X91 480 80 r91 0.80808081
91 X92 1230 30 r92 0.3030303
92 X93 480 80 r93 0.80808081
93 X94 1230 30 r94 0.3030303
94 X95 480 80 r95 0.80808081
95 X96 1230 30 r96 0.3030303
96 X97 480 80 r97 0.80808081
97 X98 1230 30 r98 0.3030303
98 X99 480 80 r99 0.80808081
99 X100 1230 30 r100 0.3030303

5
PRUEBAS
X0= 34
a= 15 k= 3
c= 30 g= 3
m= 100

(aXi+c) mod Numero de Numero de


(aXi+c) Xi / (m-1) Secuencia Secuencia
m corridas corridas
540 40 r1 0.4040404 0
630 30 r2 0.3030303 0 0
480 80 r3 0.80808081 1 1
1230 30 r4 0.3030303 0 0
480 80 r5 0.80808081 1 1
1230 30 r6 0.3030303 0 0
480 80 r7 0.80808081 1 1
1230 30 r8 0.3030303 0 0
480 80 r9 0.80808081 1 1
1230 30 r10 0.3030303 0 0
480 80 r11 0.80808081 1 1
1230 30 r12 0.3030303 0 0
480 80 r13 0.80808081 1 1
1230 30 r14 0.3030303 0 0
480 80 r15 0.80808081 1 1
1230 30 r16 0.3030303 0 0
480 80 r17 0.80808081 1 1
1230 30 r18 0.3030303 0 0
480 80 r19 0.80808081 1 1
1230 30 r20 0.3030303 0 0
6
480 80 r21 0.80808081 1 1
1230 30 r22 0.3030303 0 0
480 80 r23 0.80808081 1 1
1230 30 r24 0.3030303 0 0
480 80 r25 0.80808081 1 1
1230 30 r26 0.3030303 0 0
480 80 r27 0.80808081 1 1
1230 30 r28 0.3030303 0 0
480 80 r29 0.80808081 1 1
1230 30 r30 0.3030303 0 0
480 80 r31 0.80808081 1 1
1230 30 r32 0.3030303 0 0
480 80 r33 0.80808081 1 1
1230 30 r34 0.3030303 0 0
480 80 r35 0.80808081 1 1
1230 30 r36 0.3030303 0 0
480 80 r37 0.80808081 1 1
1230 30 r38 0.3030303 0 0
480 80 r39 0.80808081 1 1
1230 30 r40 0.3030303 0 0
480 80 r41 0.80808081 1 1
1230 30 r42 0.3030303 0 0
480 80 r43 0.80808081 1 1
1230 30 r44 0.3030303 0 0
480 80 r45 0.80808081 1 1
1230 30 r46 0.3030303 0 0
480 80 r47 0.80808081 1 1
1230 30 r48 0.3030303 0 0
480 80 r49 0.80808081 1 1
1230 30 r50 0.3030303 0 0
480 80 r51 0.80808081 1 1
1230 30 r52 0.3030303 0 0
480 80 r53 0.80808081 1 1
1230 30 r54 0.3030303 0 0
480 80 r55 0.80808081 1 1
1230 30 r56 0.3030303 0 0
480 80 r57 0.80808081 1 1
1230 30 r58 0.3030303 0 0
480 80 r59 0.80808081 1 1
1230 30 r60 0.3030303 0 0
480 80 r61 0.80808081 1 1
1230 30 r62 0.3030303 0 0
480 80 r63 0.80808081 1 1
1230 30 r64 0.3030303 0 0
480 80 r65 0.80808081 1 1

7
1230 30 r66 0.3030303 0 0
480 80 r67 0.80808081 1 1
1230 30 r68 0.3030303 0 0
480 80 r69 0.80808081 1 1
1230 30 r70 0.3030303 0 0
480 80 r71 0.80808081 1 1
1230 30 r72 0.3030303 0 0
480 80 r73 0.80808081 1 1
1230 30 r74 0.3030303 0 0
480 80 r75 0.80808081 1 1
1230 30 r76 0.3030303 0 0
480 80 r77 0.80808081 1 1
1230 30 r78 0.3030303 0 0
480 80 r79 0.80808081 1 1
1230 30 r80 0.3030303 0 0
480 80 r81 0.80808081 1 1
1230 30 r82 0.3030303 0 0
480 80 r83 0.80808081 1 1
1230 30 r84 0.3030303 0 0
480 80 r85 0.80808081 1 1
1230 30 r86 0.3030303 0 0
480 80 r87 0.80808081 1 1
1230 30 r88 0.3030303 0 0
480 80 r89 0.80808081 1 1
1230 30 r90 0.3030303 0 0
480 80 r91 0.80808081 1 1
1230 30 r92 0.3030303 0 0
480 80 r93 0.80808081 1 1
1230 30 r94 0.3030303 0 0
480 80 r95 0.80808081 1 1
1230 30 r96 0.3030303 0 0
480 80 r97 0.80808081 1 1
1230 30 r98 0.3030303 0 0
480 80 r99 0.80808081 1 1
1230 30 r100 0.3030303 0 0
480 80 r101 0.80808081 1 1

Prueba de media
Nivel de confianza del 90%
Promedio 0.55152

Prueba de varianza

8
Varianza 0.0639844

Prueba de independencia prueba de corridas arriba y abajo

Número de corridas de la secuencia


C0= 41
n= 100
UC0= (2n-1)/3 66.3333333 valor esperado
2
σ C0=(16n-29)/90 17.4555556 varianza del número de corridas
Z0=|(C0-UC0)/σC0| 6.06352957 Estadistico Z

Realice la prueba de corridas arriba y abajo de la media


Número de corridas de la secuencia
Cantidad de 0 en la secuencia
Cantidad de 1 en la secuencia
n0+n1=n
C0= 50
n0= 41
n1= 50
n= 91
UC0= ((2n0n1)/n)+(1/2) 45.5549451 valor esperado
varianza del número de
σ2C0=((2n0n1)(2n0n1-n))/n2(n-1) 22.0543681
corridas
Z0=(C0-UC0)/σC0 0.94652006 Estadístico Z

9
VARIABLES ALEATORIAS
(EJERCICIO 10)

STAF: FIT

10
PRUEBA DE ANDERSON-
DARLING

11
12
13
14
10 VARIABLES

a= 94
b= 100

Promedio 97.3112948

Ui N Aleatorio r1 Promedio
0 0.019097548 0.36363636 96.1818182
1 0.884037993 0.17171717 95.030303
2 0.366242504 0.56565657 97.3939394
3 0.787233918 0.97979798 99.8787879
4 0.034986439 0.76767677 98.6060606
5 0.432877655 0.77777778 98.6666667
6 0.40522848 0.96969697 99.8181818
7 0.186542635 0.57575758 97.4545455
8 0.379792884 0.16161616 94.969697
9 0.510916875 0.37373737 96.2424242
10 0.711793852 0.36363636 96.1818182

15
EXPONENCIAL

1/λ 38

Ei r1 Promedio
0 0.40030506 19.4306989 19.4306989
1 0.51054604 27.1496655 23.2901822
2 0.13710889 5.60373715 17.3947005
3 0.28815715 12.9161283 16.2750575
4 0.84037851 69.728098 26.9656656
5 0.66831873 41.9360707 29.4607331
6 0.00763169 0.29111664 25.293645
7 0.48052323 24.887461 25.242872
8 0.58577485 33.4911335 26.1593455
9 0.3564933 16.7512681 25.2185378
10 0.27561343 12.2523433 24.0397928

Promedio
23.5246574

16
NORMAL

Ni µ= 25
ri
σ= 0.4
0 0.77247414
1 0.50361748
2 0.90074774
3 0.73797677
4 0.63376045
5 0.96375653
6 0.31675586
7 0.20813627
8 0.98081694
9 0.63285627
10 0.88940666

Ni ri rj Promedio
0 0.65500454 0.02147332 1.29325522 1.29325522
1 0.92782506 0.06350779 5.87076193 7.16401715
2 0.25118968 0.30864147 4.67612999 11.8401471
-
3 0.4300242 0.74361159 6.98212619 4.85802094
4 0.47605637 0.39794533 4.48208652 9.34010746
5 0.39931298 0.195973 6.27390309 15.6140106
6 0.49398006 0.30005734 7.31464585 22.9286564
7 0.32812719 0.34647994 4.83006752 27.7587239
8 0.96406561 0.45764243 4.47037601 32.2290999
9 0.78792843 0.03083279 2.23440636 34.4635063
-
10 0.53523967 0.85289416 6.51173641 27.9517699

Promedio
17.7673923

17
POISSON
λ= 2

x p(x) P(x)
-
0 0.95709894 6.29771731
-
1 0.80143679 3.23329562
-
2 0.45724661 1.22220046
3 0.28284903 -0.6649378
-
4 0.01726165 0.03482475
-
5 0.19060048 0.42292529
-
6 0.63715418 2.02755457
-
7 0.7224198 2.56329076
-
8 0.77764627 3.00697153
-
9 0.81113754 3.33347247
-
10 0.4434917 1.17214638

18
CONCLUSION GENERAL

Podemos concluir que una variable aleatoria en un experimento aleatorio consiste en asociar un valor
numérico a cada suceso elemental del experimento. Interesa fundamentalmente asignar probabilidades
a dichos valores numéricos.

19

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