Scribd Logo
Upload

Welcome to Scribd!

  • 562 views

    Assignment 2

    Uploaded by

    Day-Veed Acharya
    1. The document contains 5 problems related to random number generation and testing. Problem 1 generates a sequence of random integers using the multiplicative congruential method. Problem 2 performs a Kolmogorov-Smirnov test to check if a sequence is uniformly distributed. Problem 3 analyzes periods of different linear congruential generators. Problem 4 generates sequences from a multiplicative congruential generator to check for maximum periods. Problem 5 performs a chi-square test to check for association between variables.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd

    Assignment 2

    Uploaded by

    Day-Veed Acharya
    562 views4 pages
    1. The document contains 5 problems related to random number generation and testing. Problem 1 generates a sequence of random integers using the multiplicative congruential method. Problem 2 performs a Kolmogorov-Smirnov test to check if a sequence is uniformly distributed. Problem 3 analyzes periods of different linear congruential generators. Problem 4 generates sequences from a multiplicative congruential generator to check for maximum periods. Problem 5 performs a chi-square test to check for association between variables.

    Copyright

    © © All Rights Reserved

    Available Formats

    PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    1. The document contains 5 problems related to random number generation and testing. Problem 1 generates a sequence of random integers using the multiplicative congruential method. Problem 2 performs a Kolmogorov-Smirnov test to check if a sequence is uniformly distributed. Problem 3 analyzes periods of different linear congruential generators. Problem 4 generates sequences from a multiplicative congruential generator to check for maximum periods. Problem 5 performs a chi-square test to check for association between variables.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    562 views4 pages

    Assignment 2

    Uploaded by

    Day-Veed Acharya
    1. The document contains 5 problems related to random number generation and testing. Problem 1 generates a sequence of random integers using the multiplicative congruential method. Problem 2 performs a Kolmogorov-Smirnov test to check if a sequence is uniformly distributed. Problem 3 analyzes periods of different linear congruential generators. Problem 4 generates sequences from a multiplicative congruential generator to check for maximum periods. Problem 5 performs a chi-square test to check for association between variables.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 4

    David Acharya

    Assignment 2

    Problem 1
    Use the multiplicative congruential method to generate a sequence of four three-digit random
    integers and corresponding random numbers. Let X0 = 117, a = 43, and m = 1000

    Given,
    X0 = 117
    a = 43
    m= 1000

    X1 = 43 x 117 mod 1000 31


    X2= 43 x 31 mod 1000 333
    X3 = 43 x 333 mod 1000 319
    X4= 43 x 319 mod 1000 717
    X5 = 43 x 717 mod 1000 831

    Problem 2
    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 = The observations are from Uniform Distribution (0,1)


    H1 = The observations not from Uniform Distribution (0,1)
    N = The number of numbers in the sequence given.

    R(i) i /N i / N-R(i) R(i)-(i-1)/N

    0.11 0.2 0.09 0.11

    0.54 0.4 - 0.34

    0.68 0.6 - 0.28

    0.73 0.8 0.07 0.13

    0.98 1.0 0.02 0.18


    D+ = Max{ i/N- R(i)} = 0.09
    D- = Max{ R(i)-(i-1)/N} = 0.34
    D = Max {D+, D- } = 0.34 < 0.565
    which is less than given D0.05 = 0.565
    Hence H0 is not rejected.
    David Acharya

    Problem 3
    Figure out whether these linear congruential generators can achieve a maximum period; also,
    state restrictions on X0 to obtain this period.

    a. The mixed congruential method with


    a = 2, 814, 749, 767, 109
    c = 59, 482, 661, 568, 307
    m = 248

    The mixed congruential method


    (a = 749 , c = 661) and ( a = 109 , c= 307) can achieve the maximum period because in both the
    cases c is relatively prime to m and m (a-1) is divisible by 4. That means (a-1) / 4 is an integer.
    There is no restrictions on X0 to obtain this period.

    b. The multiplicative congruential method with


    a = 69, 069
    c=0
    m = 232

    The maximum period can be achieved (a-5) is divisible by 8.


    That is, (69069-5) / 8 is an integer.
    In this case maximum period can be achieved because X0 must be an odd integer

    c. The mixed congruential method with


    a = 4951
    c = 247
    m = 256
    The maximum period cannot be achieved because m= 256 = 28 and a= 4951 which is relatively
    prime to m and a-1 is not divisible by 4, (4951-1) /4 is not an integer.

    d. The multiplicative congruential method with


    a = 6507
    c=0
    m = 1024
    The maximum period can be achieved because (a-3) is divisible by 8.
    That is, m =1024 = 210.
    That is, (a-3) /8 = (6507-3) / 8 is an integer
    David Acharya

    Problem 4
    Consider the multiplicative congruential generator under the following circumstances:
    (a) X0 = 7, a = 11, m = 16

    The multiplicative congruential generator,


    Xn = aXn-1 mod m, n = 1,2,…..
    Given X0 = 7
    X1 = 11 x 7 mod 16 = 77 mod 16 = 13
    X2 = 11 x 13 mod 16 = 143 mod 16 = 15
    X3 = 11 x 15 mod 16 = 165 mod 16 = 5
    X4 = 11 x 5 mod 16 = 55 mod 16 = 7
    The cycle repeats and the length of the cycle is 4
    The maximum period occurs when X0 is odd and a has the form 3+8k where k = 1, 2, 3,…..
    In this case, the maximum period 4 occurs when X0 is odd and a = 3+8k where k =1
    So, the maximum period 16 is not achieved

    (b) X0 = 8, a = 11, m = 16
    The multiplicative congruential generator,
    Xn = aXn-1 mod m, n = 1,2,…..
    Given X0 = 8
    X1 = 11 x 8 mod 16 = 88 mod 16 = 8
    The cycle repeats and the length of the cycle is 1
    The maximum period 16 is not achieve because X0 is even

    (c) X0 = 7, a = 7, m = 16
    The multiplicative congruential generator,
    Xn = aXn-1 mod m, n = 1,2,…..
    Given X0 = 7
    X1 = 7 x 7 mod 16 = 49 mod 16 = 1
    X2 = 1x7 mod 16 = 7 mod 16 = 7
    The cycle repeats and the length of the cycle is 2
    The maximum period 16 is not achieve because X0 do not have the form of 3 + 8k.

    (d) X0 = 8, a = 7, m = 16
    The multiplicative congruential generator,
    Xn = aXn-1 mod m, n = 1,2,…..
    Given X0 = 8
    X1 = 8 x 7 mod 16 = 56 mod 16 = 8
    The cycle repeats and the length of the cycle is 1
    The maximum period 16 is not achieve because X0 is even.
    David Acharya

    Problem 5

    CHI-SQUARE TEST
    Value Df Asymptotic Significance (2-
    Sided)
    Pearson Chi- 306.00 289 0.235
    square
    Likelihood 104.053 289 1.000
    ratio
    Linear -by- 1.541 1 .215
    Liner
    Association
    N of valid 18
    cases

    324 cells have expected count less than 5 (100%)


    The minimum expected count is 6

    Null Hypothesis: No association between 2 variables


    Alternative Hypothesis: Association exists between 2 variables
    p value is not < 0.05, fail to reject null hypothesis

    You might also like