101hw03 - Use the remaining 60 U(0,1)s to generate as many...

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INDE 6370 INDIVIDUAL HOMEWORK #3 Due 3 MAR 10 Generate 100 U(0,1) random numbers using the MCM method. Use a multiplier of 16,087, a modulus of 2^31-1, and an initial seed of 4261. Number these random numbers 1 to 100. Use numbers 1 to 40 of the U(0,1)s to generate 40 expo(5) random numbers using the inverse transformation method. Calculate the actual mean of your distribution. How close does it match the original mean of 5?
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Unformatted text preview: Use the remaining 60 U(0,1)s to generate as many NORM (15,2)s as possible using the Box-Mueller method. Do this by using numbers 41 to 70 as U1 and 71 to 100 as U2. How many NORM(15,2)s did you end up with? Of the actual NORM (15,2)s that you generated, calculate the mean and standard deviation. How close does it match the original mean of 15 and std of 2?...
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This note was uploaded on 03/20/2010 for the course INDE 6370 taught by Professor Staff during the Spring '08 term at University of Houston.

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