ORIE 4580/5580/5581
Homework Assignment 6
Due by Oct. 14, 11:00 am, in the dropbox located on the second ﬂoor of Rhodes Hall.
Please show your work and clearly mark your answers. Make sure that your spreadsheet
printouts are properly formatted and labeled. There is no need to print out the entire sheet.
The ﬁrst page suﬃces, as long as the conﬁdence interval calculations are shown. Hand in a
printout of the formulas on your spreadsheets as well. In Excel,
CTRL‘
key combination can
be used to display the formulas (
‘
key is located at the top left corner of the keyboard).
Do
not forget to indicate a recitation session on your homework. This is the session during
which you can collect your graded work.
1. In this problem, you will use the BoxMuller method to generate samples from the standard
normal distribution.
a) Construct an LCG with a period of at least 1,000,000. Describe how you came up with the
modulus, multiplier and increment.
b) Use the BoxMuller method to generate 1,000 pairs of samples from the standard normal
This preview has intentionally blurred sections. Sign up to view the full version.
View Full Document
This is the end of the preview.
Sign up
to
access the rest of the document.
 '08
 TOPALOGLU
 Normal Distribution, standard normal distribution, LCG, standard normal distribution., BoxMuller method

Click to edit the document details