Question 1 (10 Points)

True/False

1. ( ) Simulation can be used to experiment with new designs or policies before implementation, so as to prepare
for what might happen.
2. ( ) If system behavior is too complex or cannot be defined, simulation is appropriate choice to experiment with
such system.
3. ( ) One advantage of simulation is that time can be compressed or expanded to allow for speed-up or slow-
down of the phenomena under investigation.
4. ( ) The state of a system is defined to be that collection of variable necessary to describe the system at any time,
relative to the objectives of the study.
5. ( ) A dynamic simulation model, sometimes called a Monte Carlo simulation, represents a system at a particular
point in time
6. ( ) By linear regression analysis the relationship between one or more independent variables and another
variable, called dependent variable, is modeled by a least squares function and the results are subject to
statistical analysis.
7. ( ) In probability theory and statistics, correlation does not indicate the strength but the direction of a linear
relationship between two random variables.
8. ( ) Stochastic Simulation results do not vary from one run/replication to another.
9. ( ) Markov property states that the conditional probability distribution of future states of the process, given the
present state and all past states, depends only upon the present state and not on any past states.
10. ( ) Chapman-Kolmogorov equation determines transition probabilities from one state to another after n events.

Question 2 (6 points)

a) An industrial chemical that will retard the spread of firein paint has been developed. The local sales representative
has estimated, from past experience that 48% of the sales calls will result in an order.

1. What is the probability that the first order will come on the fourth sales call of the day?

2. If eight sales calls are made in a day, what is the probability of receiving exactly six orders?

3. If four sales calls are made before lunch, what is the probability that one or fewer will result in an order?

(b) Students arrive independently at the university central library. The number of students arriving in any given interval
follows a Poisson distribution with a mean arrival rate of 15 students per hour.
 1. What is the distribution of the inter-arrival time?

2. What is the probability that 30 students will arrive between 1 pm and 3 pm?

3. If no students arrived by 1:30 pm, what is the probability that 10 will arrive between 2 pm and 3pm?

Question 3 (5 points)

a) Consider the following random number sequence generated by a linear congruential method.
1,2,4,8,16,32,64,1,2,4,8,16,32,1,2,

1. What is the period of this RNG?

2. What is the multiplier used for this generator?

3. What is the modulus for this generator?

4. Is this RNG a good generator?why?

b) Develop a random variate generator for a random variable with pdf:

2
() = { 2 < 0
0<<
Question 4 (5 points)

a) The highway between Atlanta, Georgia and Athens, Georgia has a high incidence of accidents along its 100 kilometers.
Public safety officers say that the occurrence of accidents along the highway is randomly (uniformly) distributed, but the
news media say otherwise. The Georgia Department of Public Safety published records for the month of September.
These records indicated the point at which 30 accidents involving an injury or death occurred, as follows (the data points
representing the distance from the city limits of Atlanta):

88.3 40.7 36.3 27.3 36.8

91.7 67.3 7.0 45.2 23.3

98.8 90.1 17.2 23.7 97.4

32.4 87.8 69.8 62.6 99.7

20.6 73.1 21.6 6.0 45.3

76.6 73.2 27.3 87.6 87.2

Use the Chi test to discover whether the distribution of location of accidents is uniformly distributed for the month of
September.

b) Using the Maximum Likelihood Estimate (MLE) method, estimate the parameters of an exponential distribution fitted
to the above readings.
Question 5 (3 points)

A simulation model of a job shop was developed to investigate different scheduling rules. To validate the model, the
scheduling rule currently used was incorporated into the model and the resulting output was compared against
observed system behavior. By searching the previous years database records, it was estimated that the average number
of jobs in the shop was 22.5 on a given day. Seven independent replications of the model were run, each of 30 days
duration, with the following results for average number of jobs in the shop:

18.9 22.0 19.4 22.1 19.8 21.9 20.2

Develop and conduct a statistical test to evaluate whether model output is consistent with system behavior. Use the
level of significance = 0.05.

Question 6 (6 points)

The population of trees in a forest is divided as follows:

Baby trees (age 0-15 years)
Young trees (age 15-30 years)
Middle trees (age 30-45 years)
Old trees (age >45 years)
Assume the following:
The forest is newly planted.
A certain percentage dies from each group (10 % of the baby population, 20% of the young, 30% of the middle
and 40% of the old )
Surviving trees enter the next phase
Dead trees are replaced by baby trees
The total population of the trees is constant and equals to 5000 trees
1. Draw the state diagram
 2. Calculate the steady state probabilities

3. What is the numbers of trees in each group after 15 years, 30 years, 60 years.

Question 7 (5 points)

Traffic to a router arrives in a random pattern at an average rate of 240 messages per minute while each
message has an exponential length distribution with an average length of L=22 bytes. The router has a
transmission rate of 6400 bits per second. Calculate the following statistical measures of system performance,
assuming that a very large number of message buffers are provided:

1. Average number of messages in the system.

2. Average number of messages in the queue waiting to be transmitted.

3. Average time a message spends in the system.

4. Average time a message waits for transmission.

5. Probability that 10 or more messages are waiting to be transmitted.

Good luck