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Tutorial 01 Question (STAT-208)

This document outlines the instructions and questions for the Part II B. Sc (Honors) First Tutorial Examination in Statistical Simulation and Data Processing at Jahangirnagar University. It includes tasks such as generating random numbers, evaluating integrals, and calculating statistical measures using specified methods. Students are required to submit their answers in a scanned PDF format with specific naming conventions.

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23 views1 page

Tutorial 01 Question (STAT-208)

This document outlines the instructions and questions for the Part II B. Sc (Honors) First Tutorial Examination in Statistical Simulation and Data Processing at Jahangirnagar University. It includes tasks such as generating random numbers, evaluating integrals, and calculating statistical measures using specified methods. Students are required to submit their answers in a scanned PDF format with specific naming conventions.

Uploaded by

mahathirmohammad2025
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Department of Statistics

Jahangirnagar University
Part II B. Sc (Honors) First Tutorial Examination - 2020
Course Name: Statistical Simulation and Data Processing
Course No.: Stat-208

Time: 01 Hour and 15 minutes (including submission time 15 minutes) Marks: 20

Answer each of the following Questions. Each question carries equal marks.
Instruction
i. Write down the Class Roll and page number at the top of each page of your answer script.
ii. Scan the answer script and make a pdf to upload at the Google classroom.
iii. Rename your file with your Class Roll.

Q1. Generate 10 uniform random numbers using


X n   9 X n1  5  mod 745515, where X 0  Last Five digits of your Examination Roll and
2.8  3 x2
2
evaluate the value of I   e 6
dx . Compare your estimate with the exact answer.
2.5
5

Q2. Let X ~ Cauchy    3,   2  , using inverse transformation method generate 10 random

numbers and find mean and standard deviation. You must use the uniform random numbers for
this problem which are generated to solve Question 1.

2 10 24 
Q3. Generate n  5 random samples from N p   ,   where p  2,     and    .
9   24 66 
Hence find the mean vector and variance-covariance matrix. Comment on your result. You must
use the first five uniform random numbers for this problem which are generated to solve
Question 1. Additionally if you need another set of random numbers you may use the following
sets of random numbers (i) set A: 0.573, 0.953, 0.684, 0.903, and 0.413; (ii) set B: 0.472, 0.441,
0.309, 0.246, and 0.565; (iii) set C: 0.857, 0.591, 0.143, 0.732, and 0.350.

Q4. Describe the algorithm to generate random numbers from Discrete Uniform distribution and
Geometric distribution.

Good Luck

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