Week 9 Homework

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Started: Jul 2 at 7:50am

Quiz Instructions

Question 1 1 pts

(Lesson 7.1: Introduction to Random Variate Generation.) Unif(0,1) PRNs can be

used to generate which of the following random entities?

a. Exp( ) random variates

b. Nor(0,1) random variates

c. Triangular random variates

d. Bern( ) random variates

e. Nonhomogeneous Poisson processes

f. All of the above --- and just about anything else!

Question 2 1 pts

(Lesson 7.2: Inverse Transform Theorem --- Intro.) If is an Exp( ) random variable
with c.d.f. , what's the distribution of the random variable
?

a. Unif(0,1)

b. Nor(0,1)

c. Triangular

d. Exp( )
 e. None of the above

Question 3 1 pts

(Lesson 7.2: Inverse Transform Theorem --- Intro.) If is a Unif(0,1) random

variable, what's the distribution of ?

a. Unif(0,1)

b. Nor(0,1)

c. Triangular

d. Exp( )

e. None of the above

Question 4 1 pts

(Lesson 7.2: Inverse Transform Theorem --- Intro.) Suppose that

are i.i.d. Unif(0,1) random variables. Using Excel (or your favorite programming
language), simulate . Draw a histogram of
the 5000 numbers. What p.d.f. does the histogram look like?

a. Uniform

b. Normal

c. Triangular

d. Exponential

e. Bernoulli

Question 5 1 pts
(Lesson 7.3: Inverse Transform --- Continuous Examples.) Suppose the c.d.f. of is
, . Develop a generator for and demonstrate with
.

a.

b.

c.

d.

e.

Question 6 1 pts

(Lesson 7.3: Inverse Transform --- Continuous Examples.) If is a Nor(0,1) random

variate, and is the Nor(0,1) c.d.f., what is the distribution of ?

a. Uniform

b. Normal

c. Triangular

d. Exponential

e. Bernoulli

Question 7 1 pts

(Lesson 7.3: Inverse Transform --- Continuous Examples.) If is a Unif(0,1) random

variate, and is the Nor(0,1) c.d.f., what is the distribution of ?

a. Unif(0,1)

b. Unif(3,2)
 c. Nor(0,1)

d. Nor(3,2)

e. Nor(3,4)

Question 8 1 pts

(Lesson 7.4: Inverse Transform --- Discrete Examples.) How would you simulate the
sum of two 6-sided dice tosses? (Note that is the round-up function; and all of the
's denote PRNs.)

a.

b.

c.

d.

e. None of the above

Question 9 1 pts

(Lesson 7.4: Inverse Transform --- Discrete Examples.) If is Unif(0,1), how can we
simulate a Geom(0.6) random variate?

a.

b.

c.

d.

e. Both (a) and (b)

f. Both (c) and (d)

Question 10 1 pts

(Lesson 7.6: Convolution.) Suppose that and are PRNs. Let .

Simulate this 5000 times, and draw a histogram of the 5000 numbers. What p.d.f.
does the histogram look like?

a. Uniform

b. Normal

c. Triangular

d. Exponential

e. Bernoulli

Question 11 1 pts

(Lesson 7.6: Convolution.) Suppose that are i.i.d. PRNs. What is

the approximate distribution of ?

a. Uniform

b. Nor(0,1)

c. Nor(5,1)

d. Nor(12,2)

e. Nor(41,6)

f. Nor(41,18)

Question 12 1 pts
(Lesson 7.6: Convolution.) If are PRNs, what's the distribution of
?

a. Exp(1/2)

b. Exp(4)

c. Erlang

d. Erlang

e. Erlang

Question 13 1 pts

(Lesson 7.7: Acceptance-Rejection --- Intro.) In general, the majorizing function

is itself a p.d.f. .

True

False

Question 14 1 pts

(Lesson 7.9: Acceptance-Rejection --- Continuous Examples.) Suppose that is a

continuous RV with p.d.f. , for . What's a good
method that you can use to generate a realization of ?

a. Inversion

b. Convolution

c. Box-Muller

d. Acceptance-Rejection

e. Composition
Question 15 1 pts

(Lesson 7.8: Acceptance-Rejection --- Proof.) Consider the constant

. On average, how many iterations (trials) will the A-R algorithm
require?

a. 1/5

b. 5

c. 10

d. 25

e. None of the above

Question 16 1 pts

(Lesson 7.10: Acceptance-Rejection --- Poisson Distribution.) Suppose that

, , and . Use our
acceptance-rejection technique from class to generate . (You
may not need to use all of the uniforms.)

a. N=0

b. N=1

c. N=2

d. N=3

e. N=4

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