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PS_7_QUESTIONS

# PS_7_QUESTIONS - nd 9 th 16 th numbers in the sequence are...

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IE 306 PS#7 10.04.09 1. Consider the below 50 numbers. Based on runs up and runs down, determine whether the hypothesis of independence can be rejected where α = 0.05. 0.34 0.90 0.25 0.89 0.87 0.44 0.12 0.21 0.46 0.67 0.83 0.76 0.79 0.64 0.70 0.81 0.94 0.74 0.22 0.74 0.96 0.99 0.77 0.67 0.56 0.41 0.52 0.73 0.99 0.02 0.47 0.30 0.17 0.82 0.56 0.05 0.45 0.31 0.78 0.05 0.79 0.71 0.23 0.19 0.82 0.93 0.65 0.37 0.39 0.42 2. Consider the below 50 numbers. Determine whether there is an excessive number of runs above or below the mean. Use α = 0.05. 0.99 0.17 0.99 0.46 0.05 0.66 0.10 0.42 0.18 0.49 0.37 0.51 0.54 0.01 0.81 0.28 0.69 0.34 0.75 0.49 0.72 0.43 0.56 0.97 0.30 0.94 0.96 0.58 0.73 0.05 0.06 0.39 0.84 0.24 0.40 0.64 0.40 0.19 0.79 0.62 0.18 0.26 0.97 0.88 0.64 0.47 0.60 0.11 0.29 0.78 3. Consider the below 60 values. Test whether the 2
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Unformatted text preview: nd , 9 th , 16 th , . .. numbers in the sequence are autocorrelated where α = 0.05. 0.30 0.48 0.36 0.01 0.54 0.34 0.96 0.06 0.61 0.85 0.48 0.86 0.14 0.86 0.89 0.37 0.49 0.60 0.04 0.83 0.42 0.83 0.37 0.21 0.90 0.89 0.91 0.79 0.57 0.99 0.95 0.27 0.41 0.81 0.96 0.31 0.09 0.06 0.23 0.77 0.73 0.47 0.13 0.55 0.11 0.75 0.36 0.25 0.23 0.72 0.60 0.84 0.70 0.30 0.26 0.38 0.05 0.19 0.73 0.44 4. Develop a random-variate generator for a random variable X with the pdf 5. Develop a generation scheme for the triangular distribution with pdf Generate 10 values of the random variate compute the sample mean, and compare it to the true mean of the distribution. 6. The cdf of a discrete random variable X is given by When n = 4, generate three values of X using R 1 = 0.83, R 2 = 0.24, and R 3 = 0.57....
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