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(I U El1 Pfa) HWCHP PDF

The document contains solutions to 11 exercises from a homework assignment. It provides detailed solutions for generating random variables from various probability distributions using the inverse transform method and table lookup method. Random values are generated and their sample mean is computed and compared to the theoretical mean.

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Ravi Tej
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40 views6 pages

(I U El1 Pfa) HWCHP PDF

The document contains solutions to 11 exercises from a homework assignment. It provides detailed solutions for generating random variables from various probability distributions using the inverse transform method and table lookup method. Random values are generated and their sample mean is computed and compared to the theoretical mean.

Uploaded by

Ravi Tej
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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IENG362

Homework Assignment #4

IENG461

Homework Assignment No. 4

Due Date:

Solve the following exercises from chapter 8 of your Textbook 3rd edition:

1) Solve Exercise 1 on page 316.


2) Solve Exercise 2 on page 316.
3) Solve Exercise 4 on page 316.
4) Solve Exercise 5 on page 317.
5) Solve Exercise 9 on page 317.
6) Solve Exercise 11 on page 317.
Exercise-1: Develop a random-variate generator for a random variable X with the pdf

f(x) ={

Solution:

Step 1: make the integration for and , therefore;

F(x)= = , -<x<0

And

F(x)= + = { - { = - +

Therefore; F(x) = {

Step 2: Set F(x) = R on -<x<,

Step 3: Solve for x=?

= R , this implies x= (ln (2R)), for all R such that 0<R

= R, this implies x = -(1/2)(ln(2-2R)), for all R such that 1/2<R< 1

Exercise-2: Develop a generation scheme for the triangular distribution with pdf:

(x-2), 2x3

f(x) = (2- x/3), 3<x6

0, otherwise.

Generate 10 values of the random variate, compute the sample mean, and compare it to the true mean
of the distribution.

Solution:

Step 1.
cdf = F (x)= 1 - x + x2 /4, 2 = x<3
x - x2 /12 - 2, 3 <x= 6

Step 2. Set F (X)=R on 2 = X = 6


Step 3. Solve for X:

X= {
( )

The true mean is(a + b + c)/3=(2+3+6)/3=11/3= 3.67.

I generated 10 random numbers by excel and Ill use them to generate values for the random Variate X:

R1=0.94737, implies X1= 5.21, R6=0.69607, implies X6= 4.09,

R2=0.87259, implies X2= 4.76, R7=0.37792, implies X7= 3.27,

R3=0.63856, implies X3= 3.92, R8=0.01488, implies X8= 2.24,

R4=0.66612, implies X4= 4.00, R9=0.66248, implies X9= 3.99,

R5=0.30712, implies X5= 3.12, R10=0.51453, implies X10= 3.59.

The sample average for the random Variate X is 3.819.

Exercise-4.

Develop a generator for a triangular distribution with range (1, 10) and a mean of 4.

Solution: a=1, c=10, and the mean= 4= (a+b+c)/3,

Therefore: b=1

Since the cdf of Triangular distribution is:

0, xa
( )
F(x) = ( )(
, a<xb
)

( )
1 ( )(
, b<xc
)

1, x>c

Step-1:

Therefore:

| 0, x1

( )
F(x)= | 1- , 1<x10
|1, 10<x

Step-2:

Set F(x)=R such that 1 10.

Step-3: Solve for x=?

X= 10 81(1-R), 0 R1

Exercise-5.

Given the following cdf for a continuous variable with range -3 to 4, develop a generator for the
variable.

0, x -3.

+ x/6, -3<x 0.

F(x) = + x2/32, 0<x 4.

1, 4<x.

Solution:

1- F(x) = R, for any x such that -3 x 4.

2- Solve for x=? This gives the followings:

6(R-1/2), 0<R

X= ( ) <R1

Exercise-9.

The cdf of a discrete random variable X is given by:

( )( )
F(x) = ( )( )
x = 1, 2, ......, n

When n = 4, generate three values of X using R1 = 0.83, R2 = 0.24, and R3 = 0.57.

Solution:

Use the inequality 8.14 in chapter 8 from the textbook

F(x-1)= ((x-1)x(2x-1))/180 < R (x(x+1)(2x+1))/180 = F(x)


n=4

Then by direct computation:

F(1)=6/180= 0.033, F(2)= 30/180= 0.167, F(3)= 84/180= 0.467, and F(4)=1.

Ceate the table look-up:

X 1 2 3 5
F(x) 0.033 0.167 0.467 1

Therefore;

Using R1=0.83, it impies X1= 4.

Using R2=0.24, it impies X2= 3.

Using R3=0.57 it implies X3=4.

Exercise-11.

Data have been collected on service times at a drive-in bank window at the Shady Lane National Bank.
This data are summarized into intervals as follows:

Interval (Seconds) Frequency


15-30 10
30-45 20
45-60 25
60-90 35
90-120 30
120-180 20
180-300 10

Set up a table for generating service times by the table-lookup method and generate five values of
service time using four-digit random numbers.

Solution:

Interval Probability Cumulative Slope (ai)


x(i-1)<xxi 1/n Probability (i/n) ai=(xi-x(i-1)/(1/n)
1 15<x30 1/7= 0.1429 0.1429 105
2 30<x45 0.1429 0.2857 105
3 45<x60 0.1429 0.4206 105
4 60<x90 0.1429 0.5714 210
5 90<x120 0.1429 0.7143 210
6 120<x180 0.1429 0.8571 420
7 180<x300 0.1429 1.00 840

X = x(i-1)+ ai(R- (i-1)/n), for any R such that (i-1)/n < R i/n, n = 7, and i= 1,2,..,7.

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