11spring-exam1

# 11spring-exam1 - IE 581 Introduction to Stochastic...

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IE 581 — Introduction to Stochastic Simulation Name ___________________ One page of notes, front and back. Closed book. 60 minutes. 1. True or false. (3 points each) (a) T F By definition of simulation input , we do not know its distribution. (b) T F A sample quantile is an example of a sample mean. (c) T F A point estimator is a function of the simulation output. (d) T F If the simulation output are independent and identically distributed, then the usual estimator of the standard error of the point estimator θ ˆ is Y d (1 Y d ) / ( n 1). (e) T F When using the inverse transformation to generate random variates, exactly one random number u always is used to generate one random variate x . (f) T F Either x = −μ ln(1 u ) or x = −μ ln( u ) is the inverse transformation method for generating exponential random variates with mean μ . (g) T F The method of macro/micro replications is used to obtain improved point estimators. (h) T F When using antithetic variates, Θ ˆ = ( Θ ˆ A + Θ ˆ B ) / 2, we hope to induce negative correlation between Θ ˆ A and Θ ˆ

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## This document was uploaded on 05/11/2011.

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11spring-exam1 - IE 581 Introduction to Stochastic...

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