SIMULATION

HOMEWORK 2 CHAPTER 2
RANDOM NUMBERS AND RANDOM VARIABLES

1. Use the linear algorithm to generate a sequence of three two-digit random integers
and corresponding numbers. Let X0 = 27, a = 8, c = 47, and m = 100.

𝑋𝑖+1 = (𝑎𝑋𝑖 + 𝑐)𝑚𝑜𝑑𝑚 𝑋𝑖

𝑖 = 1,2,3,4 … 𝑟𝑖 = ; 𝑖 = 1,2, ..
𝑚−1
𝑋1 = (8 × 27 + 47)𝑚𝑜𝑑𝑚 𝑋1 = 263 𝑚𝑜𝑑 100 = 63 𝑋0+1 63
𝑟1 = 𝑟1 = = 0,63
𝑋2 = (8 × 63 + 47) 𝑚𝑜𝑑𝑚 𝑋2 = 551 𝑚𝑜𝑑 100 = 51 100 − 1 99
𝑋3 = (8 × 51 + 47) 𝑚𝑜𝑑𝑚 𝑋3 = 455 𝑚𝑜𝑑 100 = 55 𝑋1+1 51
𝑟2 = 𝑟2 = = 0,51
100 − 1 99
𝑋2+1 55
𝑟3 = 𝑟3 = = 0,55
100 − 1 99

2. Use the multiplicative congruential algorithm to generate a sequence of four three-

digit random integers and corresponding random numbers. Let X0 = 117, a =43, and
m = 1000.

𝑋𝑖+1 = (𝑎𝑋𝑖 )𝑚𝑜𝑑1000; 𝑖 = 0,1,2 … 𝑋𝑖+1

𝑟𝑖 = ; 𝑖 = 1,2,3 …
𝑚−1

𝑋1 = (43 × 117)𝑚𝑜𝑑1000 =031

31
𝑋1 = 5031𝑚𝑜𝑑1000= 𝑟1 =
1000 − 1
5031
𝑋1 =
1000
= 5,031 5 × 1000 = 5000 31
𝑟1 = = 0,031
999
5031 − 5000 = 31

𝑋2 = (43 × 031)𝑚𝑜𝑑1000 =333 333

𝑟2 =
1000 − 1
𝑋2 = 1333𝑚𝑜𝑑1000=
333
𝑋2 =
1333
= 1,333 1 × 1000 = 1000 𝑟2 = = 0,333
1000 999

1333 − 1000 = 333

 𝑋3 = (43 × 333)𝑚𝑜𝑑1000 =319
319
𝑋3 = 14319 𝑚𝑜𝑑1000= 𝑟2 =
1000 − 1
14319
𝑋3 =
1000
= 14,319 14 × 1000 = 14000 319
𝑟2 = = 0,319
999
14319 − 14000 = 319

𝑋4 = (43 × 319)𝑚𝑜𝑑1000 =717

717
𝑋4 = 13717 𝑚𝑜𝑑1000= 𝑟4 =
1000 − 1
13717
𝑋4 =
1000
= 13,717 13 × 1000 = 13000 717
𝑟4 = = 0,717
999
13717 − 13000 = 717

3. The sequence of numbers 0.54, 0.73, 0.98, 0.11, and 0.68 has been generated. Use
the Kolmogorov-Smirnov test with α= 0.05 to learn whether the hypothesis that the
numbers are uniformly distributed on the interval [0, 1] can be rejected.

H0: Ri ~ U[0,1]
H1: ¬H0

𝐑𝐢
0,11 0,54 0.68 0,73 0,98
𝐢⁄
𝐍 0,20 0,40 0,60 0,80 1,00
𝐢⁄ − 𝐑
𝐍 𝐢 0,09 - - 0,07 0,02
𝐑𝐢 − (𝐢 − 𝟏⁄𝐍) 0,11 0,34 0,28 0,13 0,18

𝐷 = 𝑀𝑎𝑥 (𝐷 + , 𝐷 − )
𝐷 = 𝑀𝑎𝑥 (0,09; 0,34)
𝐷 = 0,34

For α= 0.05
𝐷0.05,5 = 0,565 > D

0,34 <0,565

THEREFORE THE HYPOTHESIS H0 IS NOT REJECTED, BECAUSE 0.34 <0.56 IS

TO SAY THE NUMBERS GENERATED ARE UNIFORM
4. Use Chi-square test, with α = 0.05, to learn whether the hypothesis that the numbers
are uniformly distributed on the interval [0,1] can be rejected.

0.43 0.09 0.52 0.98 0.78 0.44 0.21 0.12 0.64 0.76
0.38 0.67 0.97 0.46 0.07 0.18 0.49 0.47 0.22 0.47
0.69 0.99 0.77 0.76 0.65 0.14 0.25 0.37 0.99 0.20
0.74 0.03 0.71 0.28 0.65 0.50 0.54 0.13 0.87 0.50
0.97 0.17 0.32 0.91 0.28 0.39 0.56 0.73 0.93 0.24
0.99 0.71 0.99 0.64 0.50 0.66 0.01 0.24 0.81 0.94
0.73 0.15 0.45 0.10 0.18 0.82 0.96 0.43 0.57 0.94
0.27 0.34 0.65 0.79 0.03 0.49 0.69 0.85 0.37 0.50
0.60 0.93 0.48 0.42 0.04 0.46 0.04 0.91 0.97 0.26
0.81 0.62 0.79 0.88 0.46 0.74 0.06 0.11 0.92 0.87

Interval rangos 𝑂𝑖 − 𝐸𝑖 2 (𝑂𝑖 − 𝐸𝑖 )2

𝑂𝑖 𝐸𝑖 (𝑂𝑖 − 𝐸𝑖 )
𝐸𝑖
1 0,09 8 10 -2 4 0,4
2 0,19 9 10 -1 1 0,1
3 0,29 10 10 0 0 0
4 0,39 6 10 -4 16 1,6
5 0,49 13 10 3 9 0,9
6 0,59 8 10 -2 4 0,4
7 0,69 11 10 1 1 0,1
8 0,79 12 10 2 4 0,4
9 0,89 7 10 -3 9 0,9
10 0,99 16 10 6 36 3,6
100 100 8,4

H0: Ri ~ U[0,1]
H1: ¬H0

For 𝑋0 2 =8,4

𝑋𝛼 ;𝑛−1 2 = 𝑋0,05 ;9 2
= 16,9

8,4 < 16,9

THEREFORE THE HYPOTHESIS H0 IS NOT REJECTED, BECAUSE 8,4< 16.9

IS TO SAY THE NUMBERS GENERATED ARE UNIFORM

5. Test the following sequence of numbers 2º, 9ª, 16ª,... for independence, use 𝛼 =
0.05.
0,3 0,48 0,36 0,01 0,54 0,34 0,96 0,06 0,61 0,85
0,48 0,86 0,14 0,83 0,89 0,37 0,49 0,6 0,04 0,83
0,42 0,83 0,37 0,21 0,9 0,89 0,91 0,79 0,57 0,99
0,95 0,27 0,41 0,81 0,96 0,31 0,09 0,06 0,23 0,77
0,73 0,47 0,13 0,55 0,11 0,75 0,36 0,25 0,23 0,72
0,6 0,83 0,7 0,3 0,26 0,38 0,05 0,19 0,73 0,44

1
𝜌̂
27 = [(0.48)(0.61) + (0.61)(0.37) + (0.37)(0.37) + (0.37)(0.99)
7+1
+ (0.99)(0.09) + (0.09)(0.55) + (0.55)(0.60) + (0.60)(0.19)]
− 0.25
𝜌̂
27 = −0.0494

√13 ∗ 7 + 7
𝜎̂
𝜌27 = = 0.1031
12(7 + 1)

−0.0494
𝑍0 = = −0.479
0.1031

𝑍∝⁄2 = 𝑍0.025⁄ = 1.96

2

−0.479 < 1.96

Since -0.479< 1.96 , the hypothesis is not rejected Ho randomness therefore

considered that the data are independent and have no autocorrelation.
6. Develop a generator for a triangular distribution with range (1, 10) and mode
at x=4. Generate 10 values of the random variable.

0, 𝑥≤a
(𝑥 − 𝑎)2
, a≤𝑥≤c
(𝑏 − 𝑎)(𝑐 − 𝑎)
𝐹(𝑥) =
(𝑥 − 1)2
1− , c<𝑥<b
(𝑏 − 𝑎)(𝑐 − 𝑎)
{ 1, 𝑥>𝑐

𝐹(𝑥) = 𝑢𝑢 ∼ 𝑈(0,1)
𝑥 = 𝐹 −1 (𝑢)

a=1 b=10 c=4

0, 𝑥 ≤ −1
(𝑥 − 1)2
, 1 <𝑥≤4
𝐹(𝑥) = 27
(𝑥 − 1)2
1− , 4 < 𝑥 ≤ 10
27
{1, 10 ≤ 𝑥

Inverse
(𝑥 − 1)2 𝑥 = √27𝑟 + 1 0 ≤ 𝑅𝑖 ≤ 0,33
𝑟= 1<𝑥≤4
27

For x=1 For x=4

(1−1)2 (4−1)2
𝑟= =0 𝑅𝑖 = 0 𝑟= = 0.33 𝑅𝑖 = 0.33
27 27

Inverse
(10 − 𝑥)2 𝑥 = 10 − √54(1 − 𝑟) 0,33 ≤ 𝑅𝑖 ≤ 1
𝑟 =1− , 4 < 𝑥 ≤ 10
27

For x=4 For x=10

(10−𝑥)2 (10−𝑥 )2
𝑟= 1− = 0,33 𝑅𝑖 = 0,33 𝑟 =1− 27
=1 𝑅𝑖 = 1
27
Inverse

√27𝑅𝑖 + 1, 0 ≤ 𝑅𝑖 ≤ 0,33
𝐹 −1 (𝑥) =
10 − √54(1 − 𝑟) 0,33 < 𝑅𝑖 ≤ 1
{

i Ri x
1 0,23 3,492
2 0,56 5,126
3 0,82 6,882
4 0,06 2,273
5 0,2 3,324
6 0,6 5,352
7 0,53 4,962
8 0,01 1,520
9 0,97 8,727
10 0,3 3,846

7. Given the following cdf for a continuous variable with range from – 3 to 4,
develop a generator for the variable, generate 30 values, and plot a histogram.

0, 𝑥 ≤ −3
1 𝑥
+ , −3<𝑥≤0
2 6
𝐹(𝑥) =
1 𝑥2
+ , 0<𝑥≤4
2 32
{1, 𝑥>4

𝐹(𝑥) = 𝑢𝑢 ∼ 𝑈(0,1)
𝑥 = 𝐹 −1 (𝑢)

Inverse
1 𝑥 𝑥 = 6r − 3 0 ≤ 𝑅𝑖 ≤ 0,50
+ , −3<𝑥≤0
2 6

For x=-3 For x=0

1 0
𝑟 = + = 0.5 𝑅𝑖 = 0.50
1 −3 2 6
𝑟= + =0 𝑅𝑖 = 0
2 6
 Inverse
2
1 𝑥 𝑥 = √32𝑟 − 16 0.5 ≤ 𝑅𝑖
+ , 0<𝑥≤4 ≤1
2 32

For x=0 For x=4

1 02 1 42
𝑟= + = 0.5 𝑅𝑖 = 0.5 𝑟 = + =1 𝑅𝑖 = 1
2 32 2 32

Inverse
i Ri Xi
0 𝑅𝑖 ≤ 0 1 0,72 2,63534365
6𝑟 − 3, 0 ≤ 𝑅𝑖 ≤ 0,50 2 0,25 -1,52650533
𝐹 −1 (𝑥 ) = {
4√2𝑟 − 1 0,50 < 𝑅𝑖 ≤ 1 3 0,79 3,02266592
4 0,74 2,76994538
5 0,80 3,11401241
6 0,39 -0,65215003
7 0,12 -2,25748466
8 0,44 -0,36136967
9 0,44 -0,38737144
10 0,67 2,30227164
11 0,68 2,39009972
12 0,96 3,85604799
13 0,33 -1,03906369
14 0,49 -0,03543199
15 0,98 3,93625776
16 0,78 2,98184249
17 0,39 -0,68511002
18 0,75 2,84370754
19 0,11 -2,35984375
20 0,10 -2,39921262
21 0,20 -1,82992035
22 0,46 -0,24106571
23 0,19 -1,84548479
24 0,39 -0,67503891
25 0,20 -1,79183325
26 0,33 -1,02130192
27 0,43 -0,40147099
28 0,56 1,40018179
29 0,65 2,19811065
30 0,09 -2,43894772
8. Given the cdf F(x) = x4/16 on 0<=x<=2, develop a generator for this
distribution. Generate 10 values of the random variable.

Inverse

𝐹 −1 (𝑋)

i Ri Xi
1 0,975 1,987
2 0,057 0,976
3 0,650 1,796
4 0,592 1,755
5 0,397 1,588
6 0,190 1,320
7 0,379 1,569
8 0,056 0,973
9 0,955 1,977
10 0,967 1,983

9. Data have been collected on service times at a drive-in bank window at the
Shady Lane National Bank. These 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
Consider data as empirical continuous distribution and generate five values of
service time, using four-digit random numbers
 Interval Acumulative
i Frequency Relative Frecuency Pending(ai) interval
(seconds) Frecuency (Ci)
1 15-30 10 0,066666667 0,0667 225 0,01-0,07
2 30-45 20 0,133333333 0,2000 112,5 0,08- 0,20
3 45-60 25 0,166666667 0,3667 90 0,21-0,37
4 60-90 35 0,233333333 0,6000 128,571429 0,38-0,60
5 90-120 30 0,2 0,8000 150 0,61-0,80
6 120-180 20 0,133333333 0,9333 450 0,81-0,93
7 180-300 10 0,066666667 1,0000 1800 0,94-0,99
150

i 𝑅𝑖 𝑥𝑖−1 𝑎𝑖 𝐶𝑖−1 𝑋𝑖 = 𝑋𝑖−1 + 𝑎𝑖 (𝑅𝑖 − 𝐶𝑖−1 )

1 0,849 120 450 0,8000 141,948

2 0,493 60 129 0,3667 76,357
3 0,583 60 129 0,3667 87,750
4 0,612 90 150 0,6000 91,763
5 0,188 30 113 0,0667 43,611

10. Lead times have been found to be exponentially distributed with mean 3.7 days.
Generate five random lead times from this distribution.

𝑥
i Ri Service Time 1
𝐹(𝑋) = 𝑒 3.7 x≥ 0
3.7
1 0,08529923 0,32988571
2 0,20786157 0,86217072 𝐱𝐢=−𝟑.𝟕 𝐥𝐧 ( 𝟏−𝐑𝐢)
3 0,46732994 2,33045633
4 0,1782281 0,72628192
5 0,96588031 12,498158