statistic-matlab - CDA6530: Performance Models of Computers...

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CDA6530: Performance Models of Computers and Networks Using Simulation for Statistical Analysis and Verification ---- supplement to Random Variable Generation Lecture
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2 Objective We have learned how to generate random variables in simulation, but How can we use them? What is the purpose for such simulation?
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3 Example: Generate discrete R.V. A loaded dice, r.v. X: number shown up P(X=1) = 0.05, P(X=2)= 0.1, P(X=3) =0.15, P(X=4) = 0.18, P(X=5) = 0.22, P(X=6) = 0.3 Q1: Simulate to generate 100 samples X = x 0 if U<p 0 x 1 if p 0 0 + p 1 . . . x j if P j 1 i =0 p i U< P j i =0 p i . . . X = 1i f 0 . 05 2i f 0 . 05 0 . 15 3i f 0 . 15 0 . 3 4i f 0 . 3 0 . 48 5i f 0 . 48 0 . 7 6i f 0 . 7 U Code in Matlab
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4 Draw CDF (cumulative distr. function) Remember F(x) = P(X x) For our question, r.v. X has 6 different sample values, thus we could derive from simulation: F(1), F(2), F(3), F(4), F(5), F(6)
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This note was uploaded on 01/14/2012 for the course CDA 6530 taught by Professor Zou during the Fall '11 term at University of Central Florida.

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statistic-matlab - CDA6530: Performance Models of Computers...

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