11finalexam-key

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

Info icon This preview shows pages 1–3. Sign up to view the full content.

View Full Document Right Arrow Icon
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)
Image of page 1

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

View Full Document Right Arrow Icon
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.
Image of page 2
Image of page 3
This is the end of the preview. Sign up to access the rest of the document.

{[ snackBarMessage ]}

What students are saying

  • Left Quote Icon

    As a current student on this bumpy collegiate pathway, I stumbled upon Course Hero, where I can find study resources for nearly all my courses, get online help from tutors 24/7, and even share my old projects, papers, and lecture notes with other students.

    Student Picture

    Kiran Temple University Fox School of Business ‘17, Course Hero Intern

  • Left Quote Icon

    I cannot even describe how much Course Hero helped me this summer. It’s truly become something I can always rely on and help me. In the end, I was not only able to survive summer classes, but I was able to thrive thanks to Course Hero.

    Student Picture

    Dana University of Pennsylvania ‘17, Course Hero Intern

  • Left Quote Icon

    The ability to access any university’s resources through Course Hero proved invaluable in my case. I was behind on Tulane coursework and actually used UCLA’s materials to help me move forward and get everything together on time.

    Student Picture

    Jill Tulane University ‘16, Course Hero Intern