Practice Examination: OR 635 Discrete System Simulation
Practice Examination: OR 635 Discrete System Simulation
Practice Examination: OR 635 Discrete System Simulation
Practice Examination
Discussion Date: 7:20 pm, Thursday, October 28 1. Develop a generator for the following density function: f(x) 1.0 0.75 0.5 0.25 0 (a) (b) 0.5 1.0 1.5 X
2.
Consider a random variable X with the density function cx + 0.9, if 0 x 1 fx(x) = 0, otherwise.
Find a suitable c for fx(x). Give an Inverse Transform method for generating X. If you generate 10,000 random variates X1, X2, .., X10000 by using the Inverse Transform method. Approximately, how many new numbers (Xi's) should be between 0.1 and 0.4 if this random number generator is a good generator?
3. Suppose you are asked to simulate a network and analyze the mean system time. After you have obtained 1000 observations, the 90% confidence interval is [0.8, 1.2]. If our goal is to obtain a 80% confidence interval [0.9, 1.1], do you need to run more simulations for additional observations? If not, please explain. If so, approximately, how many additional observations do you have to get? (Critical points: z0.8 = 0.8, z0.9 = 1.2, z0.95 = 1.6, z0.975 = 2.0, z0.99 = 2.3).
4. Consider a three-node system with two classes of customer arrivals shown on next page. The sizes of the waiting buffer space at all nodes are infinite. The event times are: Interarrival times for Class 1 customers: 20, Interarrival times for Class 2 customers: 21, Service times for Class 1 (at all nodes): 5, Service times for Class 2 (at all nodes): 7,
Class 1 1 3 Class 2 2
System state: x1: the number of customers at node 1, x2: the number of customers at node 2, x3: the number of Class 1 customers at node 3, x4: the number of Class 2 customers at node 3, Events: a1: arrival event at node 1, a2: arrival event at node 2, d1: departure event at node 1, d2: departure event at node 2, d3: departure event at node 3, Simulate this system by filling the following table. Stop this simulation when simulation clock (t) is no less than 50.
t 0 20
e' INI a1
x1 0 1
System States x2 x3
Event List
x4 0 0
a1 20 40
a2 21 21
d1 25
d2
d3
0 0
0 0