{[ promptMessage ]}

Bookmark it

{[ promptMessage ]}

08SimHw10sol

# 08SimHw10sol - IEOR 4404 Assignment#10 Solutions Simulation...

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

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

View Full Document
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: IEOR 4404 Assignment #10 Solutions Simulation December 16, 2008 Prof. Mariana Olvera-Cravioto Page 1 of 3 Assignment #10 Solutions 1. Based on MATLAB output, we choose the following two candidate distributions: • Normal • Lognormal We first use the Kolmogorov-Smirnov test with the Normal CDF, with μ and σ as given by the “Edit Fit” window. The corresponding output is : H = 0 ,p = 0 . 1066, which means that we cannot reject the null hypothesis, at the 95% confidence level. . Then, we use the same test with the Lognormal CDF, with μ and σ as given by the “Edit Fit” window. The corresponding output is : H = 1 and p = 5 . 0704 × 10- 20 , which means that we should reject the null hypothesis. Therefore, the best distribution is the normal distribution. The MLE estimators for its parameters for μ and σ 2 are 1.30438 and 0.409052, respectively. 2. We consider the following two distributions: • Poisson • Binomial with N = 4 (which is the maximum data point observed) We can call the Chi square hypothesis test in MATLAB using the following commands: [h,p] = chi2gof(Data2,‘cdf’,@poisscdf(p,1.492)) for the Poisson, and [h,p] = chi2gof(Data2,‘cdf’,@binocdf(b,4,0.373))[h,p] = chi2gof(Data2,‘cdf’,@binocdf(b,4,0....
View Full Document

{[ snackBarMessage ]}

### Page1 / 4

08SimHw10sol - IEOR 4404 Assignment#10 Solutions Simulation...

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

View Full Document
Ask a homework question - tutors are online