10SimHw12 - IEOR 4404 Simulation Prof. Mariana...

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IEOR 4404 Assignment #12 Simulation April 21, 2010 Prof. Mariana Olvera-Cravioto Page 1 of 3 Assignment #12 – due April 30th, 2010 1. Download the text file Data1.txt and import it into MATLAB by typing >> Data = csvread(‘Data1.txt’) The vector Data is a sample of observations from an unknown continuous distribution. Type >> dfittool(Data) to open the Data Fitting Toolbox. Click on the “New Fit. ..” icon. Choose from the “Dis- tribution” menu a distribution to fit your data and click on the “Apply” button to do the fitting. The window on the bottom will give you the Maximum Likelihood Estimators for the parameters defining the distribution you chose. Repeat with several different distributions to determine which one provides the best fit based on the shape of the histogram and the density. Once you have chosen two or three candidate distributions perform a Kolmogorov-Smirnov test to determine whether you should accept the null hypothesis that the data belongs to the given distribution. To do this type the command >> [H,p] = kstest(Data,"CDF",alpha) where "CDF" refers to the CDF of the hypothesized distribution (e.g. normcdf(Data,mu,sigma) refers to a Normal CDF with parameters mu and sigma , gamcdf(Data,a,b) refers to a Gamma CDF with parameters a and b ) and alpha is the significance level of the test (that is, the value for which we will reject the null hypothesis if the p -value is smaller than α ; α is usually chosen to be 0.05). p is the p -value of the test, H = 1
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This note was uploaded on 11/17/2010 for the course IEOR IEOR 4404 taught by Professor C during the Spring '10 term at Columbia.

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10SimHw12 - IEOR 4404 Simulation Prof. Mariana...

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