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assignment2 - Assignment II ISE 3424 – Discrete-Event...

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Unformatted text preview: Assignment II ISE 3424 – Discrete-Event Simulation Pasupathy, Spring 2010 Assigned: Thursday, February 17 Due: Thursday, March 4 (by midnight) Note : In what follows, whenever appropriate, the steps involved in the random-variate gen- erator should be clearly outlined. So, for example, a generator for the exponential random variable with parameter λ is (i) Generate u ∼ U (0 , 1); (ii) Return x =- 1 λ ln(1- u ). 1. Use the cdf-inverse method to develop a random-variate generator for a random variable X with the probability density function (pdf) f ( x ) = braceleftbigg e 2 x ,-∞ < x ≤ e- 2 x , < x < ∞ . 2. Use the cdf-inverse method to develop a random-variate generator for a random variable X with the cumulative distribution function (cdf) F ( x ) = , x ≤ . 5 x, < x ≤ 1 1- e- λx , 1 < x < ∞ , where λ = log 2 . Write the generator in MATLAB. (Make sure that you use the usual format for a generator: take a seed as input and return the next seed to use along with...
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