203 views

Uploaded by Prince Pavan

rftg

- EC254_Problem_set4.pdf
- CL1
- FRM 2010 Nov Syllabus
- Timing the Stock Market
- gmd-2017-49
- P416_Lec3_S07
- Quantitative Methods Quiz
- 18 2 Queueing Theory
- 505232 Statistics Simulation
- midterm2.solution.pdf
- Pseudo Random Bit Generator
- 5165124.pdf
- A field investigation of the intermediate light switching by users - PREPRINT
- Remote Gambling and Software Technical Standards
- Math T Paper 2 Johor STPM Trial 2011
- GLM Models in the Insurance Business
- JPMNT Volume 1 Issue 1 2013.
- Poisson Distribution
- STPM Trials 2009 Math T Paper 2 (Jit Sin)
- queuing_theory.pdf

You are on page 1of 11

Assignment-1

1. A) With an example, define models of a system. Give the classification of different types

of models of a system

b) With necessary example, state any 2 situations where simulation is not appropriate tool

to use.

c) With a neat flow chart, briefly explain the different steps involved in simulation study.

2. A) Explain any four characteristics of a queuing system

B) A small grocery stores has only one checkout counter. Customers arrive at this

counter at random from 1 to 10 minutes apart. Each possible value of interarrival time

has the same probability of occurrence equal to 0.10. the service times vary from 1 to

6 minutes apart with probabilities shown below.

Service time

Probability

1

0.10

2

0.20

3

0.30

4

0.40

5

0.10

6

0.05

a) The average time between arrivals.

b) The probability that a customer has to wait in the queue.

c) The average service time Random digits for arrivals: 91, 72. 15, 94, 30, 92, 75, 23, 30

Random digits for service times: 84, 10, 74, 53, 17, 79, 91, 67, 89, 38.

3. A) What are pseudo random numbers / List the errors which occur during the generation

of pseudo random numbers.

B) Use linear congru mential method to generate a sequence of three random members

for X0=27, a=8, c=47 and m=100

4. a) Discuss in brief the various problems or errors which occur while generating pseudo

random numbers.

b) Explain the two Goodness of fit test by using an appropriate example

5. For the following sequence can the hypothesis that the numbers are independent can be

rejected on the basis of length of rans up & down when = 0.05

0.34

0.90

0.25

0.89

0.44

0.12

0.21

0.46

0.67

0.83

0.79

0.64

0.76

0.81

0.94

0.74

0.22

0.96

0.99

0.77

0.67

0.56

0.41

0.52

0.99

0.02

0.47

0.30

0.17

0.82

0.56

0.99

0.02

0.47

0.30

0.17

0.82

0.56

0.45

0.31

0.78

0.05

0.79

0.71

0.23

0.82

0.93

0.65

0.37

0.39

0.42

Assignment-2

b)Discuss the various ways of modeling of a s/m

c) repeat

6. a) Discuss in brief the various problems or errors which occur while generating pseudo

random numbers.

b) Explain the two Goodness of fit test by using an appropriate example

7. a) Explain how & what for the inverse transform technique is used to sample from two

discrete distributions.

b) Discuss how the sample mean is estimated under normal & poisson distributions

8. a) Explain in detail about the model building, verifying & validation in the model

building process through a diagram.

9. a) What is sytem & system environment ? Explain the components of a system with

examples.

b) what are the advantages of simulations?

c) Discuss the types of models of a system.

10. a) What is the role of maximum density & maximum period in generation of random

numbers? With given seed 45, constant multiplier 21, increment 49, & moduleus 40,

generate a sequence of five random numbers.

b) For the following sequence can the hypothesis that the numbers are independent can be

rejected on the basis of length of rans up & down when = 0.05

0.34

0.90

0.25

0.89

0.44

0.12

0.21

0.46

0.67

0.83

0.79

0.64

0.76

0.81

0.94

0.74

0.22

0.96

0.99

0.77

0.67

0.56

0.41

0.52

0.99

0.02

0.47

0.30

0.17

0.82

0.56

0.99

0.02

0.47

0.30

0.17

0.82

0.56

0.45

0.31

0.78

0.05

0.79

0.71

0.23

0.82

0.93

0.65

0.37

0.39

0.42

11. a) A sequence of 1000 four digit numbers has been generated & analysis indicates the

following combinations & frequencies

Combination

Observed frequency

Oi

Four different

565

Digits

One pair

392

Two pairs

17

24

Based on poker test check whether the numbers are independent, else =0.05

b) Explain inverse transform technique for exponential distribution. Shown the

corresponding graphical interpretation.

12. a) Explain the acceptance rejection technique. Generate 5 poissons variates with mean

= 0.25

b) Explain chisquare goodness of fit test. Apply it to poissons assumption with = 3-64

data size = 100 and observed frequency Oi 12 10 19 17 10 8 7 5 5 3 3 1

13. a) Explain with a neat diagram model building verification and validation

14. a) What is the role of maximum density & maximum period in generation of random

numbers? With given seed 45, constant multiplier 21, increment 49, & moduleus 40,

generate a sequence of five random numbers.

b) For the following sequence can the hypothesis that the numbers are independent can be

rejected on the basis of length of rans up & down when = 0.05

0.34

0.90

0.25

0.89

0.44

0.12

0.21

0.46

0.67

0.83

0.79

0.64

0.76

0.81

0.94

0.74

0.22

0.96

0.99

0.77

0.67

0.56

0.41

0.52

0.99

0.02

0.47

0.30

0.17

0.82

0.56

0.99

0.02

0.47

0.30

0.17

0.82

0.56

0.45

0.31

0.78

0.05

0.79

0.71

0.23

0.82

0.93

0.65

0.37

0.39

0.42

15. a) A sequence of 1000 four digit numbers has been generated & analysis indicates the

following combinations & frequencies

Combination

Observed frequency

Oi

Four different

565

Digits

One pair

392

Two pairs

17

24

Based on poker test check whether the numbers are independent, else =0.05

b) Explain inverse transform technique for exponential distribution. Shown the

corresponding graphical interpretation.

16. a) Explain the acceptance rejection technique. Generate 5 poissons variates with mean

= 0.25

b) Explain chisquare goodness of fit test. Apply it to poissons assumption with = 3-64

data size = 100 and observed frequency Oi 12 10 19 17 10 8 7 5 5 3 3 1

Assignment-3

17. a) Explain with a neat diagram model building verification and validation

18. a) Define simulation, simulation model, entities, measures of performance and activities.

b) List 3 circumstances under which simulation is the appropriate tool and two

circumstances under which simulation is not the appropriate tool.

c) Explain in brief with a neat figure the steps involved in a simulation study

19. a) Explain in brief a simple queuing model & represent it using queuing notation.

b) List & describe in brief in five elements/characteristics of the queuing system.

c) A grocery has one checkout counter. Customers arrive at this check out counter at

random from 1 to 8 minutes apart & each inter arrival time has the same probability of

occurrence. The service times vary from 1 to 6 minutes with probabilities as given below.

i)

ii)

iii)

iv)

v)

Service (minutes)

Probability

0.10

0.20

0.30

0.25

0.10

0.05

average waiting time for a customer

probability that a customer has to wait

probability of a server being idle

average services time &

Average time b/w arrivals, use the following sequence of random numbers

913

727

015

948

309

922

84

10

74

53

17

79

b) Identify the concepts in the following example (i.e example of is 3(4) drawing relevant

figure)

c) Six dump trucks are used to haul coal from the entrance of a mine to railroad. Each

truck is loaded by one of two loaders. After loading, truck immediately moves to the

scale to be weighed as soon as possible. Both the loaders & the scale have a first come

first served waiting lines for trucks travel time from a loader to scale is considered

negligible. After being weighed a truck begins travel time (during which time truck

unloads) & then afterwards returns to the loader queue. The activities of loading time &

travel time are given in the following table.

Loading time

10

10

15

10

Weighini time

12

12

12

16

12

16

Travel time

60

100

40

40

80

End of simulation is completion of 2 weighings from the scale. Depict the simulation

table & estimate the loader & scale utilizations. Assume that five of the trucks are at the

loaders & one is at the scale t time 0.

21. a) Differentiate b/w truly random numbers & pseudo random numbers. Mention 4

properties that random numbers should posses.

b) Using multiplicative comgruential method for generating random numbers, list the

random numbers & find the period of generator for a=13, m=64, Xo=2

c) A sequence of 1000 four digit numbers has been generated & an analysis indicates the

following combinations & frequencies

Four different digits = 565, one pair=392, two pairs=, three like digits = 24 &

remaining are four like digits. Based on the poker test, test whether these numbers are

independent. Use level of significance = 0.05

22. a) Elaborate the need for generating random variates. Given probability mass function

pmt of random variables & a set of uniform random variables over the range (0,1)

describe the method to generate random variables.

b) Given the uniform distribution on 1, 2 with pmt p (x) = 1/k, x=1,2, k, generate

the random variates for the five random numbers (0.81, 0.12, 0.34, 0.56 and 0.93) Derive

the formula used. Use k=10 for generating random variates.

23. A) Explain the need for input modeling & histogram method of identifying the input

distribution.

b) The number of vehicles arriving at a function in a five minute period was observed for

100 days. The resulting data is as follows .

No of arrivals

10

11

Frequency

12

10

19

17

10

It is presumed that the arrivals follow a poison distribution with parameters = 3.04

Using chi-square test, determine whether the assumptions that arrivals follow poisson

distribution can be accepted at a 0.05 level of significance.

(Note: expected values used by >, 5 for calculative & put the values & calculated values

in a tabular form

24. a) Repeat

b) Describe the three step approach which has been used as an aid in the validation

process

25. a) What is the role of maximum density & maximum period in generation of random

numbers? With given seed 45, constant multiplier 21, increment 49, & moduleus 40,

generate a sequence of five random numbers.

b) For the following sequence can the hypothesis that the numbers are independent can be

rejected on the basis of length of rans up & down when = 0.05

0.34

0.90

0.25

0.89

0.44

0.12

0.21

0.46

0.67

0.83

0.79

0.64

0.76

0.81

0.94

0.74

0.22

0.96

0.99

0.77

0.67

0.56

0.41

0.52

0.99

0.02

0.47

0.30

0.17

0.82

0.56

0.99

0.02

0.47

0.30

0.17

0.82

0.56

0.45

0.31

0.78

0.05

0.79

0.71

0.23

0.82

0.93

0.65

0.37

0.39

0.42

26. a) A sequence of 1000 four digit numbers has been generated & analysis indicates the

following combinations & frequencies

Combination

Observed frequency

Oi

Four different

565

Digits

One pair

392

Two pairs

17

24

Based on poker test check whether the numbers are independent, else =0.05

b) Explain inverse transform technique for exponential distribution. Shown the

corresponding graphical interpretation.

27. a) Explain the acceptance rejection technique. Generate 5 poissons variates with mean

= 0.25

b) Explain chisquare goodness of fit test. Apply it to poissons assumption with = 3-64

data size = 100 and observed frequency Oi 12 10 19 17 10 8 7 5 5 3 3 1

28. a) Explain with a neat diagram model building verification and validation

29. a) Define simulation, simulation model, entities, measures of performance and activities.

b) List 3 circumstances under which simulation is the appropriate tool and two

circumstances under which simulation is not the appropriate tool.

c) Explain in brief with a neat figure the steps involved in a simulation study

30. a) Explain in brief a simple queuing model & represent it using queuing notation.

b) List & describe in brief in five elements/characteristics of the queuing system.

c) A grocery has one checkout counter. Customers arrive at this check out counter at

random from 1 to 8 minutes apart & each inter arrival time has the same probability of

occurrence. The service times vary from 1 to 6 minutes with probabilities as given below.

vi)

vii)

viii)

ix)

x)

Service (minutes)

Probability

0.10

0.20

0.30

0.25

0.10

0.05

average waiting time for a customer

probability that a customer has to wait

probability of a server being idle

average services time &

Average time b/w arrivals, use the following sequence of random numbers

913

727

015

948

309

922

84

10

74

53

17

79

b) Identify the concepts in the following example (i.e example of is 3(4) drawing relevant

figure)

c) Six dump trucks are used to haul coal from the entrance of a mine to railroad. Each

truck is loaded by one of two loaders. After loading, truck immediately moves to the

scale to be weighed as soon as possible. Both the loaders & the scale have a first come

first served waiting lines for trucks travel time from a loader to scale is considered

negligible. After being weighed a truck begins travel time (during which time truck

unloads) & then afterwards returns to the loader queue. The activities of loading time &

travel time are given in the following table.

Loading time

10

10

15

10

Weighini time

12

12

12

16

12

16

Travel time

60

100

40

40

80

End of simulation is completion of 2 weighings from the scale. Depict the simulation

table & estimate the loader & scale utilizations. Assume that five of the trucks are at the

loaders & one is at the scale t time 0.

32. a) Differentiate b/w truly random numbers & pseudo random numbers. Mention 4

properties that random numbers should posses.

b) Using multiplicative comgruential method for generating random numbers, list the

random numbers & find the period of generator for a=13, m=64, Xo=2

c) A sequence of 1000 four digit numbers has been generated & an analysis indicates the

following combinations & frequencies

Four different digits = 565, one pair=392, two pairs=, three like digits = 24 &

remaining are four like digits. Based on the poker test, test whether these numbers are

independent. Use level of significance = 0.05

33. a) Elaborate the need for generating random variates. Given probability mass function

pmt of random variables & a set of uniform random variables over the range (0,1)

describe the method to generate random variables.

b) Given the uniform distribution on 1, 2 with pmt p (x) = 1/k, x=1,2, k, generate

the random variates for the five random numbers (0.81, 0.12, 0.34, 0.56 and 0.93) Derive

the formula used. Use k=10 for generating random variates.

34. A) Explain the need for input modeling & histogram method of identifying the input

distribution.

b) The number of vehicles arriving at a function in a five minute period was observed for

100 days. The resulting data is as follows .

No of arrivals

10

11

Frequency

12

10

19

17

10

It is presumed that the arrivals follow a poison distribution with parameters = 3.04

Using chi-square test, determine whether the assumptions that arrivals follow poisson

distribution can be accepted at a 0.05 level of significance.

(Note: expected values used by >, 5 for calculative & put the values & calculated values

in a tabular form

35. a) Repeat

b) Describe the three step approach which has been used as an aid in the validation

process

36. a) Define simulation, simulation model, entities, measures of performance and activities.

b) List 3 circumstances under which simulation is the appropriate tool and two

circumstances under which simulation is not the appropriate tool.

c) Explain in brief with a neat figure the steps involved in a simulation study

37. a) Explain in brief a simple queuing model & represent it using queuing notation.

b) List & describe in brief in five elements/characteristics of the queuing system.

c) A grocery has one checkout counter. Customers arrive at this check out counter at

random from 1 to 8 minutes apart & each inter arrival time has the same probability of

occurrence. The service times vary from 1 to 6 minutes with probabilities as given below.

Service (minutes)

Probability

0.10

0.20

0.30

0.25

0.10

0.05

xi)

average waiting time for a customer

xii)

probability that a customer has to wait

xiii) probability of a server being idle

xiv) average services time &

xv)

Average time b/w arrivals, use the following sequence of random numbers

913

727

015

948

309

922

84

10

74

53

17

79

b) Identify the concepts in the following example (i.e example of is 3(4) drawing relevant

figure)

c) Six dump trucks are used to haul coal from the entrance of a mine to railroad. Each

truck is loaded by one of two loaders. After loading, truck immediately moves to the

scale to be weighed as soon as possible. Both the loaders & the scale have a first come

first served waiting lines for trucks travel time from a loader to scale is considered

negligible. After being weighed a truck begins travel time (during which time truck

unloads) & then afterwards returns to the loader queue. The activities of loading time &

travel time are given in the following table.

Loading time

10

10

15

10

Weighini time

12

12

12

16

12

16

Travel time

60

100

40

40

80

End of simulation is completion of 2 weighings from the scale. Depict the simulation

table & estimate the loader & scale utilizations. Assume that five of the trucks are at the

loaders & one is at the scale t time 0.

39. a) Differentiate b/w truly random numbers & pseudo random numbers. Mention 4

properties that random numbers should posses.

b) Using multiplicative comgruential method for generating random numbers, list the

random numbers & find the period of generator for a=13, m=64, Xo=2

c) A sequence of 1000 four digit numbers has been generated & an analysis indicates the

following combinations & frequencies

Four different digits = 565, one pair=392, two pairs=, three like digits = 24 &

remaining are four like digits. Based on the poker test, test whether these numbers are

independent. Use level of significance = 0.05

40. a) Elaborate the need for generating random variates. Given probability mass function

pmt of random variables & a set of uniform random variables over the range (0,1)

describe the method to generate random variables.

b) Given the uniform distribution on 1, 2 with pmt p (x) = 1/k, x=1,2, k, generate

the random variates for the five random numbers (0.81, 0.12, 0.34, 0.56 and 0.93) Derive

the formula used. Use k=10 for generating random variates.

41. A) Explain the need for input modeling & histogram method of identifying the input

distribution.

b) The number of vehicles arriving at a function in a five minute period was observed for

100 days. The resulting data is as follows .

No of arrivals

10

11

Frequency

12

10

19

17

10

It is presumed that the arrivals follow a poison distribution with parameters = 3.04

Using chi-square test, determine whether the assumptions that arrivals follow poisson

distribution can be accepted at a 0.05 level of significance.

(Note: expected values used by >, 5 for calculative & put the values & calculated values

in a tabular form

42. a) Repeat

b) Describe the three step approach which has been used as an aid in the validation

process

- EC254_Problem_set4.pdfUploaded byChirag Don Johnson
- CL1Uploaded by磊奕
- FRM 2010 Nov SyllabusUploaded bySunil Beri
- Timing the Stock MarketUploaded byNitish Kathait
- gmd-2017-49Uploaded byAlina Patrascu
- P416_Lec3_S07Uploaded byNiti Ramnathan
- Quantitative Methods QuizUploaded byplantfall
- 18 2 Queueing TheoryUploaded byspchua18
- 505232 Statistics SimulationUploaded bycutefeet
- midterm2.solution.pdfUploaded byClaude Pepi
- Pseudo Random Bit GeneratorUploaded bysiddharth07334
- 5165124.pdfUploaded byLatif Nuzul
- A field investigation of the intermediate light switching by users - PREPRINTUploaded byDavid Lindelöf
- Remote Gambling and Software Technical StandardsUploaded byPramila Pullela
- Math T Paper 2 Johor STPM Trial 2011Uploaded bygoi_pin
- GLM Models in the Insurance BusinessUploaded byOrsi Rétallér
- JPMNT Volume 1 Issue 1 2013.Uploaded byJPMNT
- Poisson DistributionUploaded byPuneet Kalra
- STPM Trials 2009 Math T Paper 2 (Jit Sin)Uploaded byJessica Jones
- queuing_theory.pdfUploaded byNelson Fica
- A Fractal Valued Random Iteration Algorithm and Fractal HierarchyUploaded byMaria Isabel Binimelis
- Frequency Distributions, PoissonUploaded bykukurion29
- FRM2010MaySyllabusUploaded bySambit Ranjan Nayak
- c4.pdfUploaded byCindy Britto
- Phy3004w Poisson Statistics Practical UCTUploaded byChloe Sole
- Private Provision of InfrastructureUploaded byBlue Moon
- FREE136_CH06_WEB_001-009.pdfUploaded byhs007tomar_613953041
- Fenomena RenewalUploaded bymymydestiny11
- ProbabilityUploaded bysonnetthomas
- DAM Example ProblemsUploaded bygeethamadhu

- chrom gasUploaded byPrince Pavan
- 34 Flame PhotometryUploaded byPrince Pavan
- unit-1Uploaded byPrince Pavan
- InstructionsUploaded byPrince Pavan
- serpent_tutorial.pdfUploaded byPrince Pavan
- Unit 1- A- Digital SignalsUploaded byPrince Pavan
- Jan17.pdfUploaded byPrince Pavan
- Front Page LaceUploaded byPrince Pavan
- HTML Program- Unit 8Uploaded byPrince Pavan
- UNIT 1- B- SAMPLING AND QUANTIZATION.pdfUploaded byPrince Pavan
- 35 Atomic EmissionUploaded byPrince Pavan
- 2010_MT_Syllabus_VIII-Semester.pdfUploaded byPrince Pavan
- Virtual Instrumentation Lab- REFER- PID(1)Uploaded byPrince Pavan
- Matlab CodeUploaded byPrince Pavan
- 1.Lesson Plan-ROBOTICS LAB -Student.xlsxUploaded byPrince Pavan
- Lesson Plan-T&H 2016-17 OOD SEM StudentUploaded byPrince Pavan
- Lesson Plan-T&H 2016-17 OOD SEM StudentUploaded byPrince Pavan
- DocumentUploaded byPrince Pavan
- calenven2017Uploaded byPrince Pavan
- Amperometric-TitrationsUploaded byPrince Pavan
- Imp Notes on rapid prototypingUploaded byAshok Kumar
- Course File(Student) 10MTL78Uploaded byPrince Pavan
- New OpenDocument TextUploaded byPrince Pavan
- Iimage Processing LESSON PLAN(Student)Uploaded byPrince Pavan
- Aminoglycosides SARUploaded byPrince Pavan
- Lesson Plan DSP Lab(10MTL78)Uploaded byPrince Pavan
- LinerUploaded byStelwin Fernandez
- Image Processing (10MT762) Course File (Student)Uploaded byPrince Pavan
- Course File (Student)-AIUploaded byPrince Pavan
- Welder Helper Resume (1)Uploaded byPrince Pavan

- Annu Maria-Introduction to Modelling and SimulationUploaded byMiguel Dominguez de García
- SimSlidesCh1Uploaded bysaviodev
- Understanding Inherent ParallelismUploaded byAravind Rajkumar
- Modelling and SimulationUploaded byManish Bhatt
- Csc613 System-modeling-And-simulation Th 1.10 Ac26Uploaded bynetgalaxy2010
- Flow ProcessUploaded byEverth Alonso
- simevents_3Uploaded byChris Cook
- SimulationUploaded byijitjournal
- Discrete-Event Simulation a First CourseUploaded bymastermind949
- Introduction to Modeling and SimulationUploaded byAbiodun Gbenga
- Walter Ogega Simulation Term PaperUploaded by0nkoba
- 8th sem vtu syllabusUploaded byshashank
- Mixed Model Simulation Tutorial 2008Uploaded byGeorge Gonzalez-Rivas
- JYME10080.09.pdfUploaded bylingesh1892
- Stochastic Discrete Event SystemsUploaded byImran Mahmood
- the big book of simulation mode - andrei borshchev.pdfUploaded byIvanAndresLemus
- Far Inside is Said m Cha AliaUploaded bysfofoby
- cne1Uploaded byRahul Kumar Singh
- Simulation Using PromodelUploaded byMujaddid Fahmy
- contol systemsUploaded byMuhammad Fakhar Abbas
- Types of SimulationUploaded byMani Kandan
- Simulation and Modeling Chapters NotesUploaded byMbanzabugabo Jean Baptiste
- Simulation Moduling & Analysis 1Uploaded byMario Filino
- Operations Research in Healthcare Industry HC (1)Uploaded byduck786
- Air Taxi Business ModelUploaded bydagger21
- Discrete-Event-Simulation-of-Continuous-Systems.pdfUploaded byAnonymous xQDupC
- Simulation Modeling NotesUploaded bychege
- Journal Hospital Capacity PlanningUploaded byYusuf Kurniawan
- Simulation PrinciplesUploaded byMarcos Lugo Sanchez
- Simulation Notes II (1)Uploaded byTavonga Stonard Mangwiro