Exam2_2007

Exam2_2007 - NAME_ IE 305/404: Simulation Spring 2007 Exam...

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NAME_______________________ IE 305/404: Simulation Spring 2007 Exam 2 Instructions Exam duration is 50 minutes, exam is open book, open notes, calculator is required. Sufficient work must be shown to receive partial credit. Each question is worth 20 points Question 1 (20 points) a) Use the following random number generator to generate 5 observations of a Uniform (0,1) random variable. Use 2 digits of accuracy for the U(0,1) variate. X 0 = 17 X i+1 = (29X i )@256 : b) What is the period of this generator? Explain your answer thoroughly.
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Question 2 (20 points) a) Perform a Kolmogorov-Smirnov goodness of fit test to test if the 5 data points in problem 1, part a) follow the U(0,1) distribution. b) Construct a P-P Plot to see if the data in part a) follow an Exponential distribution with parameter λ =2.
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Question 3 (20 points) a) Suppose I have 6 systems, and I plan to form confidence intervals on the differences between all possible pairs of means. I want the overall (experimentwise) confidence
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Exam2_2007 - NAME_ IE 305/404: Simulation Spring 2007 Exam...

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