11finalexam-key

# 11finalexam-key - IE 581 Introduction to Stochastic...

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IE 581 — Introduction to Stochastic Simulation Name ___ < KEY > ___ Three pages of hand-written notes, front and back. Closed book. 120 minutes. 1. SIMLIB. True or false. (2 points each. If you wish, write an explanation of your thinking.) (a) T F The time of the next event and the type of the next event are stored as "attributes" in a "list". (b) T F The average size, over time, of every list is collected automatically. (c) T F The average size of a list is an observational statistic, maintained through the routine "sampst". (d) T F The variance of the size of a list is a time-based statistic. (e) T F When simulating a system using SIMLIB, the state cannot change continuously through time. (f) T F When simulating a system using SIMLIB, the next-event list is ordered based on the scheduled time of the event. (g) T F When simulating a system using SIMLIB, the "main" routine is user written. (h) T F When simulating a system using SIMLIB, reducing variance by using control variates is not possible. (i) T F When simulating a system using SIMLIB, reducing variance by using antithetic variates is not possible. (j) T F When simulating a system using SIMLIB, an "arrival" event must always be scheduled to occur at time zero. (k) T F In SIMLIB, every event occurs at a point in time, not over an interval of time. Schmeiser Page 1 of 6 Final Exam, Spring 2011 (May 6)

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IE 581 — Introduction to Stochastic Simulation Name ___ < KEY > ___ 2. True or false. (2 points each. If you wish, write an explanation of your thinking.) (a) T F The only reason to use multiple random-number streams is to induce correlation in the hope of improving the efficiency of the simulation experiment.
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