3044sample2s09

3044sample2s09 - 1 ISyE 3044 — Old Questions from Exam #2...

Info iconThis preview shows pages 1–2. Sign up to view the full content.

View Full Document Right Arrow Icon

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: 1 ISyE 3044 — Old Questions from Exam #2 1. Consider the following 10 pseudo-random numbers (read from left to right): 0.98 0.51 0.66 0.97 0.31 0.08 0.27 0.42 0.16 0.68 (a) Use the first two numbers to generate two observations from the N (0 , 1) distribution. (b) Use the observations from part (a) to generate two observations from the normal distribution with mean 1 and variance 4. (c) Use all 10 numbers to generate an observation from the N (0 , 1) distribution. (d) Use as many numbers as you need to generate an observation from the Poisson( λ = 1) distribution. (e) Use as many numbers as you need to generate an observation from the geometric( p = . 9) distribution. 2. The random variable X has density function f ( x ) = | x | ,- 1 ≤ x ≤ 1. (a) Find the mean of X . (b) Apply the inverse-transform method to derive formula(s) for generating realizations of X . (c) Use the random number 0.75 to generate a realization of X . 3. The scope of a simulation project was the estimation of the mean time, say μ , it takes to produce an item. We used 10 independent runs and the central limit theorem to compute the following 95% confidence interval for μ : (4 . 8 , 12 . 4). (a) What is the estimate of μ ? (b) What is the relative error of this estimate? (c) Is the following statement correct? Yes No “The interval (4 . 8 , 12 . 4) contains the true mean with probability 0.95.” (d) Compute a 90% confidence interval for μ . 4. Consider the following 20 random numbers (read from left to right, and then down)....
View Full Document

This note was uploaded on 11/26/2009 for the course ISYE 3044 taught by Professor Alexopoulos during the Spring '08 term at Georgia Tech.

Page1 / 5

3044sample2s09 - 1 ISyE 3044 — Old Questions from Exam #2...

This preview shows document pages 1 - 2. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online