UNIVERSITY EXAMINATIONS: 2023/2024

EXAMINATION FOR THE DEGREES OF BACHELOR OF SCIENCE IN

INFORMATION TECHNOLOGY/ BUSINESS IT/ SOFTWARE
DEVELOPMENT/ INFO. SEC& FORENSICS/ APPLIED COMPUTING
BIT 2201/ BBIT 308/ / BAC 2106/ BSD 2106/ BISF2308:
SIMULATION AND MODELLING
FULLTIME/ PART TIME/DISTANCE LEARNING
ORDINARY EXAMINATIONS
DATE: APRIL, 2024 TIME: 2 HOURS

INSTRUCTIONS: Question One is Compulsory, Choose Two Other Questions

QUESTION ONE (20MARKS)

(a) For the sequence of random numbers, 0.038, 0.931, 0.538, 0.153, 0.391, and 0.780 , that are
uniform on the interval [0,1];
i. Transform the sequence into random variates that are uniformly distributes on the
interval [5,10]? [2mks]
ii. Find the mean of the transformed sample variates, and the true mean of a uniform
distribution on the interval [5,10]? [2mks]
(b) A sample of 100 random numbers were generated using a random number generator. The
following is the number of observations in each of the selected bins
0-0.1 0.1-0.2 0.2-0.3 0.3-0.4 0.4-0.5 0.5-0.6 0.6-0.7 0.7-0,8 0.8-0.9 0.9-1
6 15 14 13 5 8 11 9 11 8

Use the chi-square test for uniformity to determine whether the random numbers are uniform in
the interval [0,1] [3mks]
(c) For a discrete event simulation;
i. Illustrate the steps involved in a simulation study using a flow chart diagram. [5mks]
ii. Distinguish between the terms "verification" and "validation" in the context of a
simulation study. [2mks]
(d) Develop a generator for a triangular distribution with range (1,10) and mode at 𝑥 = 4.Generate
10 values of the random variate, compute the sample mean, and compare it to the true mean of
the distribution. [3mks]

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(e) Lead times have been found to be exponentially distributed with mean 3.7 days. Given the
following sequence of uniform random numbers, 0.465, 0.845, 0.198, 0.618, 0.276, and 0.046
, generate 5 random lead times from the exponential distribution. [3mks]

QUESTION Two (15mks)

(a) Explain the major classification or characterization of simulation models. [4mks]
(b) L’ecuyer [1988] provides a generator that combines three multiplicative generators, with:
a=157, m=32,363,𝑎2 = 146, 𝑚2 = 31,727,𝑎3 = 142 and 𝑚3 = 31,657.The period of this
generator Is approximately 8 × 1012 .Generate 5 random numbers with the combined
generator, using the initial seeds: 𝑋1,0 = 100, 𝑋2,0 = 300 and 𝑋3,0 = 500 for the individual
generators. [5mks]
(c) Records pertaining to the monthly number of job-related injuries at an underground coal mine
were being studied by a federal agency. The values for the past 100 months were as follows:
INJURIES PER MONTH FREQUENCY OF
OCCURRENCE
0 35
1 40
2 13
3 6
4 4
5 1
6 1
i). Find the probabilities that the number of injuries per month is X i = 0,1, 2,3, 4,5, or 6 , for
a Poisson distribution with mean occurrence  = 1 . [3mks]
ii). Apply the chi-square test to the data above, to test the hypothesis that their distribution
is Poisson with mean 1.0. Let 𝜶 = 𝟎. 𝟎𝟓. [3mks]

QUESTION THREE (15mks)


e if x  0
2x
(a) For a random variable 𝑋 with the pdf, f ( x) =  −2 x ,
e if x  0


i. Develop a random variate generator for a sequence of random numbers

Ri where i = 1, 2, , n . [3mks]

ii. Transform the random numbers 0.129, 0.974, 0.477, 0.852, 0.508, 0.021 , using the
developed random variate generator in (i) above. [2mks

(b) Discuss the advantages to simulation modeling. [4mks]

(c) Jambo Ltd is contemplating the introduction of a new product, necessitating a Shs. 10,000
investments. This product is projected to have a one-year lifespan. Several uncertain factors,

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 including selling price, unit variable cost, and demand, are depicted in the probability
distribution below:
Selling Prob Unit Prob Sales Prob
Price Variable Units
Cost demand
Sh 10 0.3 Sh 6 0.1 1000 0.2
Sh 15 0.3 Sh 8 0.3 3000 0.2
Sh 10 0.2 Sh 10 0.3 2000 0.2
Sh 70 0.2 Sh 9 0.3 6000 0.4
Using the following uniform random numbers on the interval [0,100]

Trial 1 2 3 4 5 6 7 8 9 10
Selling Price Random
Numbers 81 65 49 4 53 77 2 74 7 29
Unit Variable
Random Numbers 1 53 36 29 11 9 70 9 6 11
Units demand
Random Numbers 99 10 36 23 25 78 52 39 5 66

Carry out 10 Monte Carlo simulations, using random numbers provided for each uncertain
factor, and find the average profit. [6mks]

QUESTION FOUR (15mks)

(a) The Linear Congruential Random number generator is a popular method of creating a
sequence of random numbers, where
Xi
X i +1 = (aX i + c) mod m and Ri = , i = 1, 2,
m
i. Generate the first 8 random numbers using Linear Congruential method for a = 17 ,
X 0 = 5 , c = 9 and m = 40 . What is the cycle length of the sequence? [3mks]

ii. Perform the Kolmogorov Smirnov (K-S) test to the first 8 random numbers generated
in (i) above for uniformity. [3mks]
(b) A firm has a single channel service station with the following arrival and service time
probability distributions:
Inter-arrival Time Service Time
Minutes Probability Minutes Probability
10 0.10 5 0.08
15 0.25 10 0.14
20 0.30 15 0.18
25 0.25 20 0.24
30 0.10 25 0.22
30 0.14

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 The customer’s arrival at the service station is a random phenomenon and the time between the
arrivals varies from 10 to 30 minutes. The service time varies from 5 minutes to 30 minutes. The
queuing process begins at 10 A.M. and proceeds for nearly 8 hours. An arrival immediately,
goes to the service facility if it is free. Otherwise it waits in a queue. The queue discipline is
first-come first-served. Answer the questions using Monte Carlo simulation technique.
i. Prepare a simulation table that shows system states arrival time, service start time, waiting
time, service time, exit time and time in system for fifteen random arrivals. Use the two
sequences of uniform random numbers, in the interval [0,1], to simulate inter-arrival times
and service times respectively. [5mks]
15 Arrivals 1 2 3 4 5 6 7 8
R for Inter-arrival time 0.20 0.73 0.30 0.99 0.66 0.83 0.32 0.75
R for Service time 0.26 0.43 0.98 0.87 0.58 0.90 0.84 0.60

15 Arrivals 9 10 11 12 13 14 15
R for Inter-arrival time 0.04 0.15 0.29 0.62 0.31 0.68 0.94
R for Service time 0.08 0.50 0.37 0.42 0.28 0.84 0.65

ii. Determine the Average waiting time and Average service time. [2mks]
iii. If the attendant’s wages are KES 10 per hour and the customer’s waiting time costs KES
15 per hour, then would it be an economical proposition to engage a second attendant?
[2mks]

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 Kolmogorov-Smirnov Test
Critical Values
SAMPLE LEVEL OF SIGNIFICANCE FOR D = MAXIMUM [ F0(X) - Sn(X) ]
SIZE (N)
.20 .15 .10 .05 .01

1 .900 .925 .950 .975 .995

2 .684 .726 .776 .842 .929
3 .565 .597 .642 .708 .828
4 .494 .525 .564 .624 .733
5 .446 .474 .510 .565 .669

6 .410 .436 .470 .521 .618

7 .381 .405 .438 .486 .577
8 .358 .381 .411 .457 .543
9 .339 .360 .388 .432 .514
10 .322 .342 .368 .410 .490

11 .307 .326 .352 .391 .468

12 .295 .313 .338 .375 .450
13 .284 .302 .325 .361 .433
14 .274 .292 .314 .349 .418
15 .266 .283 .304 .338 .404

16 .258 .274 .295 .328 .392

17 .250 .266 .286 .318 .381
18 .244 .259 .278 .309 .371
19 .237 .252 .272 .301 .363
20 .231 .246 .264 .294 .356

25 .210 .220 .240 .270 .320

30 .190 .200 .220 .240 .290

35 .180 .190 .210 .230 .270

1.07 1.14 1.22 1.36 1.63

OVER 35
 N  N  N  N  N

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TABLE C: Chi-Square distributions
cum probability 0.025 0.80 0.90 0.95 0.975 0.99 0.995 0.999 0.9995
right tail 0.975 0.2 0.1 0.05 0.025 0.01 0.005 0.001 0.0005
df
1 0.00098 1.64 2.71 3.84 5.02 6.63 7.88 10.83 12.12
2 0.051 3.22 4.61 5.99 7.38 9.21 10.60 13.82 15.20
3 0.216 4.64 6.25 7.81 9.35 11.34 12.84 16.27 17.73
4 0.48 5.99 7.78 9.49 11.14 13.28 14.86 18.47 20.00
5 0.83 7.29 9.24 11.07 12.83 15.09 16.75 20.51 22.11
6 1.24 8.56 10.64 12.59 14.45 16.81 18.55 22.46 24.10
7 1.69 9.80 12.02 14.07 16.01 18.48 20.28 24.32 26.02
8 2.18 11.03 13.36 15.51 17.53 20.09 21.95 26.12 27.87
9 2.70 12.24 14.68 16.92 19.02 21.67 23.59 27.88 29.67
10 3.25 13.44 15.99 18.31 20.48 23.21 25.19 29.59 31.42
11 3.82 14.63 17.28 19.68 21.92 24.73 26.76 31.26 33.14
12 4.40 15.81 18.55 21.03 23.34 26.22 28.30 32.91 34.82
13 5.01 16.98 19.81 22.36 24.74 27.69 29.82 34.53 36.48
14 5.63 18.15 21.06 23.68 26.12 29.14 31.32 36.12 38.11
15 6.26 19.31 22.31 25.00 27.49 30.58 32.80 37.70 39.72
16 6.91 20.47 23.54 26.30 28.85 32.00 34.27 39.25 41.31
17 7.56 21.61 24.77 27.59 30.19 33.41 35.72 40.79 42.88
18 8.23 22.76 25.99 28.87 31.53 34.81 37.16 42.31 44.43
19 8.91 23.90 27.20 30.14 32.85 36.19 38.58 43.82 45.97
20 9.59 25.04 28.41 31.41 34.17 37.57 40.00 45.31 47.50
21 10.28 26.17 29.62 32.67 35.48 38.93 41.40 46.80 49.01
22 10.98 27.30 30.81 33.92 36.78 40.29 42.80 48.27 50.51
23 11.69 28.43 32.01 35.17 38.08 41.64 44.18 49.73 52.00
24 12.40 29.55 33.20 36.42 39.36 42.98 45.56 51.18 53.48
25 13.12 30.68 34.38 37.65 40.65 44.31 46.93 52.62 54.95
30 16.79 36.25 40.26 43.77 46.98 50.89 53.67 59.70 62.16
40 24.43 47.27 51.81 55.76 59.34 63.69 66.77 73.40 76.10
50 32.36 58.16 63.17 67.50 71.42 76.15 79.49 86.66 89.56
60 40.48 68.97 74.40 79.08 83.30 88.38 91.95 99.61 102.7
80 57.15 90.41 96.58 101.9 106.6 112.3 116.3 124.8 128.3
100 74.22 111.7 118.5 124.3 129.6 135.8 140.2 149.4 153.2

chisq-table.xls 7/11/2005