ISYE 6644 Summer 2024 Final Exam Graded A

What is a possible goal of an indifference-zone normal means selection technique? -

ANSWER Find the normal population having the largest mean, especially if the
largest mean is ≫ the second-largest.

TRUE or FALSE? The Bechhofer procedure for selecting the normal population with
the largest mean specifies the appropriate number of observations to take from each
competing population, and simply selects the competitor having the largest sample
mean. - ANSWER True

TRUE or FALSE? Sometimes a single-stage procedure like Bechhofer's is inefficient.

In fact, it's possible to use certain sequential procedures that take observations one-
at-a-time (instead of all at once in a single stage) to make good selection decisions
using fewer observations. - ANSWER True

For which scenarios(s) below might it be appropriate to use a Bernoulli selection

procedure?
a) Find the inventory policy having the largest profit.
b) Find the drug giving the best chance of a cure.
c) Find the maintenance policy having the lowest failure probability.
d) Find the scheduling rule that that has the best chance of making an on-time
delivery. - ANSWER All three of (b), (c), and (d).

Suppose that a Bernoulli selection procedure tells you to take 100 observations from
each of two populations, A and B. It turns out that A gets 85 successes and B gets
46 successes. What do you think? - ANSWER 1) A almost certainly has a higher
success probability than B.
2) We could've probably stopped sampling a bit earlier (i.e., with fewer than 100
observations) because A was so far ahead of B.

For which scenarios(s) below might it be appropriate to use a multinomial selection

procedure? - ANSWER Find the most-popular political candidate.

Suppose that we want to know which of Coke, Pepsi and Dr.pepper is the most
popular. We would like to make the correct selection with probability of at least
P*=0.90 in the event that the ration of the highest-to-second-highest preference
probabilities happens to be at least 0*=1.4. How many people does the single-stage
procedure Mbem require us to interview? - ANSWER 126
Go to the table in the notes and pick off the entry for k=3, P^⋆=0.90, and θ^⋆=1.4.

Which of the following parameters can you get confidence intervals for?
Means
Variances
Quantiles
Differences between the means of two systems - ANSWER All of the above
If we have an iid normal sample of observations, X1, X2,...Xn, what probability
distribution is most-commonly used to obtain cofidence intervals for the mean? -
ANSWER t

TRUE or FALSE? The paired CI for the differences in two means is designed to work
especially well if all of the observations from the first population are completely
independent of all of the observations from the second population. - ANSWER
FALSE. {In fact, it's easier to distinguish between the two means if Xi is positively
correlated with Yi. Think about my parallel parking example in the class notes.}

TRUE or FALSE? You can use a version of independent replications to obtain

confidence intervals for the difference in the means from two simulation models. -
ANSWER TRUE

TRUE or FALSE? The common random numbers technique intentionally induces

positive correlation between two systems - much like a paired-𝑡confidence interval. -
ANSWER TRUE

CRN depends on someone's ability to manipulate the underlying pseudo-random

numbers - e.g., use the same arrival times when simulating two competing simulated
systems. So who ultimately controls those PRNs?? - ANSWER You do - you are
powerful!

TRUE or FALSE? The antithetic random numbers technique intentionally induces

negative correlation between two runs of the same system - this allows us to better
estimate the mean of the system. - ANSWER TRUE

TRUE or FALSE? The control variates technique provides unbiased, low-variance

estimates using a method reminiscent of regression. - ANSWER TRUE

Statistical ranking and selection techniques have been designed to address a variety
of comparison problems. Which ones from the following list?
Find the population having the largest mean.
Find the system with the smallest variance.
Find the alternative with the highest success probability.
Find the most-popular candidate.
All of the above. - ANSWER All of the above.

Suppose we are dealing with i.i.d. normal observations with unknown variance.
Which of the following is true about a 95% confidence interval for the mean μ? -
ANSWER We are 95% sure that our CI will actually contain the unknown value of μ.

We are studying the waiting times arising from two queueing systems. Suppose we
make 4 independent replications of both systems, where the systems are simulated
independently of each other.
replication system 1 system2
1 10 25
2 20 10
3 5 40
4 30 30
Assuming that the average waiting time results from each replication are
approximately normal, find a two-sided 95% CI for the difference in the means of the
two systems. - ANSWER This is a two-sample CI problem assuming unknown and
unequal variances. We have
[-29.76, 9.76]

This is sort of the same as Question 2, except we have now used common random
numbers to induce positive correlation between the results of the two systems. Again
find a two-sided 95% CI for the difference in the means of the two systems. -
ANSWER This is a paired-t CI problem assuming unknown variance of the
differences.
[-16.5, -3.5]

Suppose A and B are two identically distributed, unbiased, antithetic estimators for
the mean μ of some random variable, and let C = ( A + B ) / 2. Which of the following
is true? - ANSWER E [ C ] = μ and V a r ( C ) < V a r ( A ) / 2.

Suppose that you want to pick that one of three normal populations having the
largest mean. We'll assume that the variances of the three competitors are all known
to be equal to σ 2 = 4. (Ya, I know that this is a crazy, unrealistic assumption, but
let's go with it anyway, okey dokey?) I want to choose the best of the three
populations with probability of correct selection of 95% whenever the best
population's mean happens to be at least δ ⋆ = 1 larger than the second-best
population's. How many observations from each population does Bechhofer's
procedure N B tell me to take before I can make such a conclusion? - ANSWER
Using the notation of the notes, we want to make sure to get the right answer with
probability of P ⋆ = 0.95 whenever μ [ k ] − μ [ k − 1 ] ≥ δ ⋆ = 1.
We simply go to NB's table with k = 3 and δ ⋆ / σ = 1 / 2 to obtain a sample size of n
= 30 from each population.

In the above problem, suppose that we take the necessary observations and we
come up with the following sample means: X ¯ 1 = 7.6, X ¯ 2 = 11.1, and X ¯ 3 = 3.6.
What do we do? - ANSWER Pick population 2 and say that we are right with
probability at least 95%

Suppose that we want to know which of Coke, Pepsi, and Dr. Pepper is the most
popular. We would like to make the correct selection with probability of at least P ⋆ =
0.90 in the event that the ratio of the highest-to-second-highest preference
probabilities happens to be at least θ ⋆ = 1.4. If we use procedure M B E M, then the
corresponding table in the notes (with k = 3) tells us to take 126 samples (taste
tests). Suppose we take those samples sequentially and after 100 have been taken it
turns out that 65 people prefer Coke, 25 love Pepsi, and 10 like Dr. Pepper. What to
do? - ANSWER Stop the test now and declare with confidence of at least 90% that
Coke is the most-preferred.

Which of the following problems might best be characterized by a finite-horizon

simulation? - ANSWER Simulating the operations of a bank from 9:00 a.m. until
5:00 p.m.
Let's run a simulation whose output is a sequence of daily inventory levels for a
particular product. Which of the following statements is true? - ANSWER The
consecutive daily inventory levels may not be identically distributed.

Suppose that X 1 , X 2 , ... is a stationary (steady-state) stochastic process with

covariance function R k ≡ C o v ( X 1 , X 1 + k ), for k = 0 , 1 , .... We know from class
that the variance of the sample mean can be represented asV a r ( X ¯ n ) = 1 n [ R 0
+ 2 ∑ k = 1 n − 1 ( 1 − k n ) R k ] .We also know from class that for a simple AR(1)
process, we have R k = ϕ k, k = 0 , 1 , 2 , ... Compute V a r ( X ¯ n ) for an AR(1)
process with n = 3 and ϕ = 0.8. - ANSWER 0.831

Suppose we want to estimate the expected average waiting time for the first m = 100
customers at a bank. We make r = 4 independent replications of the system, each
initialized empty and idle and consisting of 100 waiting times. The resulting replicate
means are:
i 1 2 3 4 Z i 5.2 4.3 3.1 4.2
Find a 90% confidence interval for the mean average waiting time for the first 100
customers. - ANSWER [3.188,5.212]

Consider a particular data set of 100,000 stationary waiting times obtained from a
large queueing system. Suppose your goal is to get a confidence interval for the
unknown mean. Would you rather use (a) 50 batches of 2000 observations or (b)
10000 batches of 10 observations each? - ANSWER 50 batches of 2000
observations
because the method of batch means requires a very large batch size

Consider the output analysis method of non overlapping batch means. Assuming
that you have a sufficiently large batch size, it can be shown that when the number
of batches b is even, the expected width of the 90% two-sided confidence interval for
μ is proportional tot 0.05 , b − 1 b − 1 ( b − 1 2 ) ( b − 3 2 ) ⋯ 1 2 ( b − 2 2 ) ! .Using
the above equation, determine which of the following values of b gives the smallest
expected width. - ANSWER b=6
Let h ( b ) denote the value of the above expression as a function of b. Then easy
calculations reveal that h ( b ) = 3.157, h ( 4 ) = 1.019, and h ( 6 ) = 0.845. So the
answer is b = 6

Consider the following observations:

54 70 75 62
If we choose a batch size of 3, calculate all of the overlapping batch means for me. -
ANSWER 66.3, 69.0
X1,3 = 1/3 ΣXi = 66.3 and
X2,3 = 1/3 ΣXi = 69.

TRUE or FALSE? Simulation output (e.g., consecutive customer waiting times) is

almost never i.i.d. normal - and that's a big fat problem - ANSWER TRUE

We often distinguish between two general types of simulations with regard to output
analysis. What are they called? - ANSWER Finite-horizon and steady-state
TRUE or FALSE? Suppose that X 1 , X 2 , . . . , X n are consecutive waiting times,
and we define the sample mean X ¯ = ∑ i = 1 n X i / n. Then V a r ( X ¯ ) = V a r ( X
i ) / n. - ANSWER Very FALSE! (The issue is that correlation between the
observations messes up the variance of the sample mean. In fact, this is one of the
main reasons why output analysis is difficult!)

Which of the following scenarios might be well-suited for a finite-horizon analysis? -

ANSWER Simulate bank operations from 8:00 a.m. to 5:00 p.m.
Simulate an inventory system until the first stock-out occurs

TRUE or FALSE? The main method of attack for terminating simulations is via
independent replications. - ANSWER TRUE (Independent replications help to
mitigate issues with simulation outputs not being i.i.d.)

TRUE or FALSE? You can also conduct finite-horizon estimation for quantities other
than expected values, e.g., simulate a bank from 8:00 a.m. to 5:00 p.m., and find a
confidence interval for the 95th quantile of customer waiting times. - ANSWER
TRUE (the method of independent replications allows us to determine sample
variances, which subsequently allows us to determine confidence intervals)

How can we deal with initialization bias if we want to do a steady-state analysis? -

ANSWER Make an extremely long run in order to overwhelm it.
Truncate (delete) some of the initial data.

Which of the following scenarios might be well-suited for a steady-state analysis? -

ANSWER Simulate an assembly line working 24/7
A Markov chain simulated until the transition probabilities appear to converge

Which of the following is useful for analyzing steady-state simulation output? -

ANSWER The method of batch means

Which of the following statements is true?

a) The method of batch means is easy to use.
b) Batch means chops the consecutive observations into a number of
nonoverlapping, contiguous batches
c) You can use the method of batch means to obtain a confidence interval for the
steady-state mean 𝜇 .
d) The batch means estimator for the variance parameter 𝜎^2 is asymptotically
unbiased as the batch size 𝑚→∞ .
e) All of the above - ANSWER All of the above

Which of the following methods can be used for steady-state analysis?

a. Batch Means
b. Independent Replications (though it might suffer some minor(?) initialization
problems)
c. Overlapping Batch Means (something for nothing!)
d. Regeneration
e. Standardized Time Series
f. All of the above - ANSWER f. All of the above
It's GIGO time! Let's consider an M / M / 1 queueing system with Exp(λ) interarrivals
and Exp(μ) FIFO services at a single server. You may recall from some class (either
this one or stochastic processes) that the steady-state expected cycle time (i.e., the
time that the customer is in the system, including wait + service) is w = 1 / ( μ − λ ).
If you were to try this out in Arena, let's say with E X P O ( 10 = 1 / λ ) interarrivals
and E X P O ( 8 = 1 / μ ) services (note the notation change between my usual "Exp"
and Arena's " E X P O "), then we'd get w = 1 / ( 0.125 − 0.1 ) = 40. Go ahead, see
for yourself in Arena, but make sure that you run the system for 100,000 or so
customers so that you can be sure that you're in steady-state!
Finally, here's the GIGO question, which will show what can happen when you mis-
model a component of your process: What is the (approximate) steady-state
expected cycle time if you hav - ANSWER about 23
The U N I F case has waaaay smaller tails than the E X P O, so it's reasonable to
assume that the cycle times will tend to be lower for the U N I F case. In fact, after
100,000 customers in Arena, I got an average time of 23.5.

Let's play Name That Distribution!

The number of times a "3" comes up in 10 dice tosses. - ANSWER Binomial

Name That Distribution!

The number of dice tosses until a 3 comes up. - ANSWER Geometric

Name That Distribution!

The number of dice tosses until a 3 comes up for the 4th time. - ANSWER
Negative Binomial

Name That Distribution!

IQs - ANSWER Normal

Name That Distribution!

Cases in which you have limited information, e.g., you only know the min, max, and
"most likely" values that a random variable can take. - ANSWER Triangular

Find the sample variance of -3, -2, -1, 0,1,2,3 - ANSWER 14/3
S^2 formula

If X 1 , ... , X 10 are i.i.d. Pois(6), what is the expected value of the sample variance
S^2? - ANSWER 6
S^2 is always unbiased for the variance of X i. Thus, we have E [ S^2 ] = V a r ( X i )
=λ=6

Suppose that estimator A has bias = 3 and variance = 12, while estimator B has bias
-2 and variance = 14. Which estimator (A or B) has the lower mean squared error? -
ANSWER MSE = Bias^ 2 + Var, so
M S E ( A ) = 9 + 12 = 21 and M S E ( B ) = 4 + 14 = 18.

If X 1 = 2, X 2 = − 2, and X 3 = 0 are i.i.d. realizations from a Nor(μ , σ^2)

distribution, what is the value of the maximum likelihood estimate for the variance
σ^2? - ANSWER σ^2 = (n-1)/n *S^2
8/3
Suppose we observe the Pois( λ ) realizationsX 1 = 5 , X 2 = 9 and X 3 = 1. What is
the maximum likelihood estimate of λ? - ANSWER The likelihood function is
L(λ)
Thus,
ln ⁡ ( L ( λ ) )
This implies that
(d /d λ )*ln ⁡ ( L ( λ ) ) = − n + (∑ i = 1 n x i )/ λ .
Setting the derivative to 0 and solving yields λ ^ = x ¯ = 5. Duh! What a surprise!

Suppose that we have a number of observations from a Pois( λ ) distribution, and it

turns out that the MLE for λ is λ ^ = 5. What's the maximum likelihood estimate of Pr
( X = 3 )? - ANSWER By invariance,
Pr ^ ( X = k ) = e − λ ^ λ ^ k k ! ,
so that we have Pr ^ ( X = 3 ) = e − x ¯ x ¯ k k ! = e − 5 5 3 3 ! = 0.1404.

Suppose that we observe X 1 = 5, X 2 = 9, and X 3 = 1. What's the method of

moments estimate of E [ X 2 ]? - ANSWER The MOM estimator for E[X^2] = ( 25 +
81 + 1 ) / 3 =
107 / 3

Consider the PRN's U 1 = 0.1 , U 2 = 0.9 , and U 3 = 0.2. Use Kolmogorov-Smirnov

with α = 0.05 to test to see if these numbers are indeed uniform. Do we ACCEPT or
REJECT uniformity? - ANSWER Accept
Since D < D α , n, we ACCEPT uniformity (though it's kind of a joke since it's only
based on 3 observations)

What does GIGO mean? - ANSWER Garbage-in-garbage-out

What's a good distribution for modeling heights of people? - ANSWER Normal

What's a good distribution for modeling the number of random customer arrivals to a
store? - ANSWER The Poisson distribution is used for counting the number of
arrivals over some interval of time.

TRUE or FALSE? If the expected value of your estimator equals the parameter that
you're trying to estimate, then your estimator is unbiased. - ANSWER TRUE. (This
is the definition of unbiasedness in words.)

TRUE or FALSE? If X 1 , X 2 , . . . , X n are i.i.d. with mean μ, then the sample mean
X ¯ is unbiased for μ. - ANSWER TRUE

What is the MSE of an estimator? - ANSWER 𝐵𝑖𝑎𝑠^2+𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒

Suppose that X 1 = 4 , X 2 = 3 , X 3 = 5 are i.i.d. realizations from an E x p ( λ )

distribution. What is the MLE of λ? - ANSWER Since λ^ = 1/ X ¯ = 0.25

TRUE or FALSE? It's possible to estimate two MLEs simultaneously, e.g., for the N o
r ( μ , σ 2 ) distribution. - ANSWER TRUE (it's possible based on taking the partial
derivatives of the likelihood function with respect to each parameter).
TRUE or FALSE? Sometimes it might be difficult to obtain an MLE in closed form. -
ANSWER TRUE. (Think of the gamma example that we did.)

Suppose that the MLE for a parameter θ is θ ^ = 4. Find the MLE for θ. - ANSWER
Invariance immediately implies that the MLE of sqrt(θ) is simply sqrt( θ ^) = 2θ ^ = 2

If you're in this course, then you should always love your. . . - ANSWER Method of
Moments !

TRUE or FALSE? If X 1 , X 2 , . . . , X n are i.i.d., then the MoM estimator for E [ X

3 ]is 1 n ∑ i = 1 n X i 3. - ANSWER TRUE (by definition of MoM estimator)

Suppose H 0 is true, but you've just rejected it! What have you done? - ANSWER
You've committed a Type I error.

Suppose that you are testing 100 observations to see if they are exponential (with
unknown rate parameter λ). You decide to break the hypothesized p.d.f. into 5
intervals. How many degrees of freedom will your resulting chi-square goodness-of-
fit test statistic have? - ANSWER The degrees of freedom is k−1−s=5−1−1=3

TRUE or FALSE? The Weibull distribution is a special case of the exponential

distribution - ANSWER FALSE. (It's the other way around!)

TRUE or FALSE? A search algorithm such as bisection or Newton is required to

obtain the MLEs for the two Weibull parameters. - ANSWER TRUE (the r
parameter of the Weibull distribution cannot be determined in closed form).

goodness-of-fit tests - ANSWER Kolmogorov-Smirnov

Cramer-von Mises
Anderson-Darling
Shapiro-Wilk

Which of the following problematic issues can arise in input data analysis? -
ANSWER Not enough data
Data coming from strange-looking, "non-standard" distributions
Nonstationary data (in which the distribution appears to change over time)
Correlated data

TRUE or FALSE? Arena has an Input Analyzer that automates distribution fitting for
certain well-known distributions. - ANSWER TRUE. (It's often a great time-saver!

Suppose that a machine consists of components A, B, and C. If any of the

components fail, then the machine breaks down. The failure times for A, B, and C
are exponential (with probability 0.5), normal (w.p. 0.1), and Weibull (w.p. 0.4),
respectively.
YES or NO? Would the composition method be a good choice to generate the
overall machine breakdown time for this scenario? - ANSWER YES. Composition
would be much more efficient than generating all three failure times for A, B, and C,
and then taking the minimum.
Let H and W denote a person's height and weight. Which of the following best
describes the joint distribution of ( H , W )? - ANSWER Bivariate normal distribution
with positive correlation coefficient

The multivariate normal distribution's covariance matrix ∑ can be decomposed into

the form ∑ = C C T. What does the C informally stand for? - ANSWER Cholesky

TRUE or FALSE? The times between Poisson( λ ) arrivals are i.i.d. Exp( λ ). -
ANSWER TRUE. (... as long as ( λ ) doesn't change over time.)

TRUE or FALSE? The times between nonhomogeneous Poisson( λ ) arrivals are

i.i.d. Exp( λ ). - ANSWER FALSE. (They're independent, but the distribution
changes as the arrival rate λ ( t ) changes over time.)

What is the recommended method to generate nonhomogeneous Poisson arrivals? -

ANSWER Thinning

Consider the time series Y i = ϕ Y i − 1 + ϵ i , i = 1 , 2 , ..., where the ϵ i's are i.i.d.
normal. What is this time series called? (Give the best answer.) - ANSWER first-
order autoregressive process

Consider the waiting time W i Q of the i th customer in an M / M / 1 queuing system

with first-in-first-out services. What relation allows you to calculate customer ( i +
1 )'s waiting time W i + 1 Q based on W i Q, customer i's service time S i, and
customer ( i + 1 )'s interarrival time I i + 1? - ANSWER Lindley's equation
W^Q_{i+1} = max\{0, W^Q_i + S_i - I_{i+1}\}

Brownian motion is also known as ... - ANSWER Wiener process

Let W ( t ) denote a Brownian motion process at time t. What is C o v ( W ( 2 ) , W ( 3

) )? - ANSWER min(s, t)
2

TRUE or FALSE? Unif(0,1) pseudo-random numbers can be used to generate pretty

much any other random variates, e.g., exponential, normal, and Poisson. -
ANSWER TRUE. That's the point of this module!

If 𝑋 is a continuous random variable with c.d.f. 𝐹(𝑥), what's the distribution of 𝐹(𝑋)? -
ANSWER Unif(0,1)

If 𝑈 is a Unif(0,1) random variable, what's the distribution of −1/𝜆𝑙𝑛(1−𝑈)? -

ANSWER Exp( 𝜆 )

f 𝑈 is a Unif(0,1) random variable, what's the distribution of 1/3[−ln(U)]^1/2? -

ANSWER Weibull, with parameters λ=3 and β=2

TRUE or FALSE? You can find the inverse c.d.f. Φ^−1(. ) of the standard normal
distribution in closed form. - ANSWER FALSE. You need to use an approximation.
If 𝑈 is Unif(0,1), what is ⌈6𝑈⌉? (Note that ⌈.⌉ is the round-up function.) - ANSWER A
6-side die toss

If 𝑈 is Unif(0,1), what is ⌈𝑙𝑛(𝑈)/𝑙𝑛(5/6)⌉? (Note that ⌈.⌉ is the round-up function.) -

ANSWER Geom(1/6)

TRUE or FALSE? If you can't find a good theoretical distribution to model a certain
random variable, you might want to use the empirical distribution of the data to do
so. - ANSWER TRUE. That's the point of this lesson!

TRUE or FALSE? The convolution method involves sums of random variables. -

ANSWER TRUE

Support that U1 and U2 are PRNs. What's the distribution of U1 + U2? - ANSWER
Triangular (0,1,2)

Suppose that I want to generate a simple Unif(2/3, 1) via A-R. Support I generate a
PRN U1=0.16. Do I accept U1 as my Unif(2/3, 1)? - ANSWER NO. In this example,
we only accept if U1 ≥ 2/3; so we reject and try again until we meet that condition.

TRUE or FALSE? The proof that A-R works is really easy. - ANSWER FALSE.
Super false, in fact!

Suppose that 𝑋 is a continuous RV with p.d.f. 𝑓(𝑥)=30𝑥^4(1−𝑥), for 0<𝑥<1. Why is

acceptance-rejection a good method to use to generate 𝑋? - ANSWER Because
the c.d.f. of 𝑋 is very hard to invert

True or False? The A-R algorithm for X~Pois(λ) tells us to generate PRNs until e^-
λ .... Ui for the first time, and then set X=n. - ANSWER TRUE. Yup - that's how you
do it (though sometimes it's a bit tedious if λ is large).

Unif(0,1) PRNs can be used to generate which of the following random entities? -
ANSWER All of the above --- and just about anything else!

If X is an Exp(λ) random variable with c.d.f. F ( x ) = 1 − e − λ x, what's the

distribution of the random variable 1 − e − λ X? - ANSWER Unif(0,1)

If U is a Unif(0,1) random variable, what's the distribution of − 1 λ ln ⁡ ( U )? -

ANSWER Exp(λ)

Suppose that U 1 , U 2 , ... , U 5000 are i.i.d. Unif(0,1) random variables. Using Excel
(or your favorite programming language), simulate X i = − ln ⁡ ( U i ) for i = 1 , 2 , ... ,
5000. Draw a histogram of the 5000 numbers. What p.d.f. does the histogram look
like? - ANSWER Exponential

Suppose the c.d.f. of X is F ( x ) = x^3 / 8, 0 ≤ x ≤ 2. Develop a generator for X and

demonstrate with U = 0.54. - ANSWER X = 2 U^{1/3} = 1.629

If X is a Nor(0,1) random variate, and Φ ( x ) is the Nor(0,1) c.d.f., what is the

distribution of Φ ( X )? - ANSWER Uniform
If U is a Unif(0,1) random variate, and Φ ( x ) is the Nor(0,1) c.d.f., what is the
distribution of 2 Φ − 1 ( U ) + 3? - ANSWER Nor(3,4)

How would you simulate the sum of two 6-sided dice tosses? (Note that ⌈ ⋅ ⌉ is the
round-up function; and all of the U's denote PRNs.) - ANSWER ⌈ 6 U 1 ⌉ + ⌈ 6 U 2 ⌉

If U is Unif(0,1), how can we simulate a Geom(0.6) random variate? - ANSWER

⌈ ln ⁡ ( U ) / ln ⁡ ( 0.4 ) ⌉

⌈ ln ⁡ ( 1 − U ) / ln ⁡ ( 0.4 ) ⌉

Consider four observations from some unknown distribution, X 1 = 1.5, X 2 = − 3.7, X

3 = 2.7, and X 4 = 0.6. What is the fourth order statistic, which we denoted by X ( 4 )
in class? - ANSWER 2.7
merely means the largest of the sample of 4 observations.

Suppose that U and V are PRNs. Let X = U + V. Simulate this 5000 times, and draw
a histogram of the 5000 numbers. What p.d.f. does the histogram look like? -
ANSWER Triangular
By the lesson notes, we know that the 5000 Xi's are all Triangular(0,1,2). Since we
have a histogram of 5000 of these, it really ought to look like a triangular p.d.f. Thus,
the answer is (c).

Suppose that U 1 , U 2 , ... , U 24 are i.i.d. PRNs. What is the approximate

distribution of X = 5 + 3 ∑ i = 1 24 U i? - ANSWER Nor(41,18)

In general, the majorizing function t ( x ) is itself a p.d.f. f ( x ). - ANSWER False

the majorizing function generally integrates to a number greater than 1, and so it
cannot be a legitimate p.d.f.

Suppose that X is a continuous RV with p.d.f. f ( x ) = 30 x 4 ( 1 − x ), for 0 < x < 1.

What's a good method that you can use to generate a realization of X? - ANSWER
Acceptance-Rejection

Consider the constant c = ∫ R t ( x ) d x = 5. On average, how many iterations (trials)

will the A-R algorithm require? - ANSWER 5