4703-10-Fall-h9-solu

4703-10-Fall-h9-solu - 10000 EN = 0.1309 0.2578 0.4158...

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IEOR 4703: Solutions to Homework 9 rho=1/10*(1:9); M=50; x=5*ones(1,9); n=10000 N=zeros(9,n); N(:,1)=x; for k=1:n-1 N(:,k+1)=N(:,k); i=ceil(rand*9); B=M-sum(N(:,k))+N(i,k); y=floor(log(rand)/log(rho(i))); while (y>B) y=floor(log(rand)/log(rho(i))); end N(i,k+1)=y; end; EN=mean(N,2) TN=sum(N); I=(TN==0); K=mean(I) n =
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Unformatted text preview: 10000 EN = 0.1309 0.2578 0.4158 0.7579 0.9505 1.4589 2.1703 4.1989 8.3524 K = 3.0000e-04 Compare this with the following actual values: 1 K = 3.6949e-04 EN = 0.1109 0.2494 0.4273 0.6643 0.9955 1.4910 2.3123 3.9301 8.3667 We can see they are quite close to each other. 2...
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This note was uploaded on 03/14/2012 for the course IEOR 4703 taught by Professor Sigman during the Spring '07 term at Columbia.

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4703-10-Fall-h9-solu - 10000 EN = 0.1309 0.2578 0.4158...

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