10SimHw9Solution

10SimHw9Solution - IEOR E4404.001 SIMULATION Prof. Mariana...

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IEOR E4404.001 SIMULATION Prof. Mariana Olvera-Cravioto Assignment #9 Solutions 1. We modify the above code as follows: T=4800; %time length (hours), changed to 200 days SS=1; %number of replications, changed to 1 Then we get a new Y whose dimension is T=4800, let L be 10: %hw10_2.m L=10; %number of days for warm-up batch=10; %number of batches for j=1:T/24-L M(j)=sum(X(1,(L+j-1)*24+1:(L+j)*24)); end for j=1:(T/24-L)/batch Z(j)=mean(M((j-1)*batch+1:j*batch)); end M; Z; Sample_Mean=mean(Z) Sample_SD=std(Z) We can then use the above to construct a 90 percent confidence interval (236 . 8108 , 240 . 6314) when the number of batches is 10. We do the same when the number of batches is 5 by changing the appropriate number above, (239 . 6095 , 243 . 6115). 2. (a) Fix an integer number (inventory level) no larger than S . Every time the inventory level reaches this number at the beginning of some month is a regeneration point. (b) T here are no regeneration points if the interdemand times are not exponential.
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10SimHw9Solution - IEOR E4404.001 SIMULATION Prof. Mariana...

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