Scribd
Upload
121 views2 pages

Simulation and Modelling - Cat One

This document contains 7 questions regarding random number generation and simulation modeling. It asks how to transform uniformly distributed random numbers on the interval [0,1] to the interval [-11,17], to generate sequences of random integers using linear and multiplicative congruential methods, to test for uniformity using the Kolmogorov-Smirnov test, and to determine the maximum period for different linear congruential generators. It also asks to generate random numbers using a combined multiplicative generator and test a sequence for uniformity and independence.

Uploaded by

Kennedy Kamau
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
121 views2 pages

Simulation and Modelling - Cat One

This document contains 7 questions regarding random number generation and simulation modeling. It asks how to transform uniformly distributed random numbers on the interval [0,1] to the interval [-11,17], to generate sequences of random integers using linear and multiplicative congruential methods, to test for uniformity using the Kolmogorov-Smirnov test, and to determine the maximum period for different linear congruential generators. It also asks to generate random numbers using a combined multiplicative generator and test a sequence for uniformity and independence.

Uploaded by

Kennedy Kamau
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
You are on page 1/ 2

SIMULATION AND MODELLING: CAT ONE

(1) How could random numbers that are uniform on the interval [0,1]
be transformed into random numbers that are uniform on the
interval [-11,17]?
(2) Use the linear congruential method to generate a sequence of
three two-digit random integers and corresponding random
numbers. Let X 0=27 , a=8 , c=47 and m=100 .
(3) Use the multiplicative congruential method to generate a
sequence of four three -digit random integers and corresponding
random numbers. Let X 0=117 , a=43 and m=1000 .
(4) 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 uniformely distributed
on the interval [0,1] can be rejected.
(5) Figure out whether these linear congruential generators can
achieve a maximum period; also, state restrictions on X 0 to obtain
this period.
(a)The mixed congruential method with a=2,814,749,767,109
C=59,482,661,568,307, m=2 .
48

(b)The multiplicative congruential generator with


a=69,069 , c=0 , m=232

(c)The mixed congruential generator with


a=4951 , c=247 , m=256 ⋅

(d)The multiplicative congruential generator with


a=6507 , c=0 , m=1024 .

(6) Test the following sequence of numbers for uniformity and


independence :0.594,0.928,0.515,0.055,0.507,0.351,0.262,0.797,0.7
88,0.442,0.097,0.798,0.227,0.127,0.474,0.825,0.007,0.182,0.929,0.8
52.
(7) L’ecuyer [1988] provides a generator that combines three
multiplicative generators, with: a=157, m=32,363,a 2=146 , m2=31,727 ,
a 3=142 and m3=31,657 .The period of this generator

Is approximately 8 ×10 12.Generate 5 random numbers with the


combined generator, using the initial seeds:
X 1,0 =100 , X 2,0=300 and X 3,0 =500 for the individual generators.
TOTAL: [70MKS]

You might also like