8/3/2020 Week 6 Homework - Summer 2020: Simulation and Modeling for Engineering and Science - ISYE-6644-OAN/O01

Week 6 Homework - Summer 2020

Due Jun 26 at 11:59pm Points 12 Questions 12
Available Jun 19 at 8am - Jun 26 at 11:59pm 8 days Time Limit None

This quiz was locked Jun 26 at 11:59pm.

Attempt History
Attempt Time Score
LATEST Attempt 1 1,560 minutes 10 out of 12

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Score for this quiz: 10 out of 12

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Submitted Jun 23 at 9:11pm

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This attempt took 1,560 minutes.
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Question 1 1 / 1 pts
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(Lesson 6.1: Introduction to Uniform Random Numbers.) TRUE or

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FALSE? It's actually a good thing for you to be able to reproduce a

sequence of PRNs, should you so desire.
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Correct!
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True

False
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TRUE. [You'd better to be able to reproduce your work if your boss

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doesn't believe you!]

Question 2 1 / 1 pts

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8/3/2020 Week 6 Homework - Summer 2020: Simulation and Modeling for Engineering and Science - ISYE-6644-OAN/O01

(Lesson 6.2: Some Lousy Generators.) Consider von Neumann's mid-

square PRN method, and suppose that . What is
? [Note: For purposes of this problem, treat all 's as
if they were 8 digits, e.g., treat 123456 as if it were 00123456.]

a. 9834

b. 0.9834

c. 50055625

d. 556

Correct!
e. 0.0556

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Following the notes, , so that , so that
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. Similarly, and , so that
. Thus, (e) is the correct answer.
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Question 3 1 / 1 pts
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(Lesson 6.3: Linear Congruential Generators.) YES or NO? Does

have full period?
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Correct!
True

False
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YES! [It trivially cycles through .]

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Question 4 1 / 1 pts

(Lesson 6.3: Linear Congruential Generators. Problem 7.1 from Law

2015). Consider the generator

Starting from , find .

a. 0

b. 6

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c. 7

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Correct! d. 11

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e. 38 rs e
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If , then , , , ...,
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. So the cycle repeats itself every 16 iterations. This

implies that , and so
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. Thus, the answer is (d).

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Question 5 1 / 1 pts
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(Lesson 6.3: Linear Congruential Generators.) Which uniform generator

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was recommended in class, at least as a ``desert island'' generator?

a.

Correct! b.

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8/3/2020 Week 6 Homework - Summer 2020: Simulation and Modeling for Engineering and Science - ISYE-6644-OAN/O01

c.

d.

(b).

Question 6 1 / 1 pts

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(Lesson 6.4: Tausworthe Generators.) Suppose that a Tausworthe

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generator gave you the series of bits 1010101. If you use all 7 bits, what

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Unif(0,1) random number would that translate to?

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a. 0.3825

b. 0.5
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Correct!
c. 0.6641

d. 0.9826
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(c). Using the usual base-2 notation, we have

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Question 7 1 / 1 pts

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8/3/2020 Week 6 Homework - Summer 2020: Simulation and Modeling for Engineering and Science - ISYE-6644-OAN/O01

(Lesson 6.5: Generalizations of LCGs.) TRUE or FALSE? There are

some great PRN generators out there with incredible cycle lengths
and even !

Correct!
True

False

TRUE! Amazing!

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Question 8 1 / 1 pts

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(Lesson 6.6: Choosing a Generator --- Theory.) Which of the following
statements about the RANDU generator is true?
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a. Something just ain't right about that boy.

b. The generator is given by

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c. The PRNs appear at first glance to be uniform, but funny things happen
when you look at the plots of the PRNs in multiple dimensions.
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d. The PRNs are distributed on just 15 hyperplanes.

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Correct!
e. All of the above.

(e).

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Question 9 1 / 1 pts

(Lesson 6.7: Statistical Considerations - Intro.) Suppose the guy on trial is

actually guilty but you incorrectly acquit him. So you've incorrectly
accepted the null hypothesis of innocence. What type of error have you
just made - Type I or Type II?

a. Type I

Correct!
b. Type II

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(b). You've incorrectly accepted the null hypothesis of innocence.

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Question 10 1 / 1 pts
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(Lesson 6.8: Goodness-of-Fit Tests.) Suppose we observe 1000 PRNs to

obtain the following data.
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Conduct a goodness-of-fit test to see if these numbers are

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approximately Unif(0,1). Use level of significance . Here are

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some table entries that you may need: , ,

and . ACCEPT or REJECT?
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Correct! a. Accept

b. Reject

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8/3/2020 Week 6 Homework - Summer 2020: Simulation and Modeling for Engineering and Science - ISYE-6644-OAN/O01

The expected number of observations per equal-probability cell is

. This gives us the following
augmented table.

Thus, the goodness-of-fit statistic is

Meanwhile, the appropriate quantile .

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Since , we ACCEPT . In other words, we are willing

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to assume that the numbers are approximately Unif(0,1).

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0 / 1 pts
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Question 11
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(Lesson 6.9: Runs Tests for Independence.) Consider the following

PRNs. (Read from left to right, and then down.)
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Let's conduct a runs up and down test to test : the 's are
independent with level = 0.05. ACCEPT or REJECT?
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ou Answered a. Accept

orrect Answer
b. Reject

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8/3/2020 Week 6 Homework - Summer 2020: Simulation and Modeling for Engineering and Science - ISYE-6644-OAN/O01

Let's associate + and - for up and down, respectively. Then the 30

PRNs translate to:

so that we have runs up and down.

Recall that

so that the test statistic is

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Meanwhile, the appropriate quantile is

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Since , we REJECT . In other words, these fellas
probably ain't indep.

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Question 12 0 / 1 pts
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(Lesson 6.9: Runs Tests for Independence.) Suppose that are

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i.i.d. Unif(0,1). Let's denote the number of runs up-and-down by . Find

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the EXACT distribution of .

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a. ~ Unif(0,1)
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b. ~ Norm(0,1)
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c.

ou Answered d.

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 8/3/2020 Week 6 Homework - Summer 2020: Simulation and Modeling for Engineering and Science - ISYE-6644-OAN/O01

orrect Answer e.

We write out every possible permutation of the order of the three

, each of which will have equal probability of occurring.

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Hence, in the case of three PRNs, there is 1 run with probability

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1/3 and two runs with probability 2/3. Thus, the answer is (e).

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Quiz Score: 10 out of 12

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