Assignment07

Assignment07 - . 95. 4. Consider an M/M/ 1 queue with...

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Columbia University IEOR 4404: Simulation Fall 2009 Assignment 7 All problems are independent and taken from Chapter 8 of Ross book (VERY IMPORTANT: 4th edition). 1. Exercise 8 . 20 2. Exercise 8 . 22 (Typo in question (e), since it should be ”Improve upon the estimator in (d) by using a control variate.” In question f) assume n = 10 and p = . 5) 3. Exercise 8 . 24 except (b) and add the following question: (f) Use your control variate estimator to provide an approximate confi- dence interval of the form [ ˆ θ - ±, ˆ θ + ± ], where ± is approximately equal to 0 . 1 θ and the interval contains θ with probability approximately equal to
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Unformatted text preview: . 95. 4. Consider an M/M/ 1 queue with arrival rate = . 8 and service rate = 1. Use stratied sampling on the number of arrivals to estimate the maxi-mum expected waiting time in queue over all customers that arrive in the time interval [0 , 10]. Suppose that the queue is initially empty. Report a condence 95% condence interval using as many samples are required to ensure that the half width of your condence interval is about 10% the size of your estimator. 5. Exercise 8 . 33...
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This note was uploaded on 04/19/2011 for the course IEOR 4404 taught by Professor C during the Spring '10 term at Columbia.

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