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  • HW 4 Chap 2

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    Juan Xavier Izurieta Pineda
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    This document contains 5 problems related to random number generation and testing hypotheses about random number distributions: 1. It generates a sequence of 3 two-digit random integers using a linear algorithm. 2. It generates a sequence of 4 three-digit random integers using a multiplicative congruential algorithm. 3. It uses the Kolmogorov-Smirnov test to determine if a set of 5 numbers are uniformly distributed between 0 and 1, finding that they are uniformly distributed. 4. It uses the Chi-square test to determine if another set of 50 numbers are uniformly distributed between 0 and 1, also finding they are uniformly distributed. 5. It uses a z-test to

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    Simulation hw

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    HW 4 CHAP 2 (1)

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    This document contains 5 problems related to random number generation and testing hypotheses about random number distributions: 1. It generates a sequence of 3 two-digit random integers using a linear algorithm. 2. It generates a sequence of 4 three-digit random integers using a multiplicative congruential algorithm. 3. It uses the Kolmogorov-Smirnov test to determine if a set of 5 numbers are uniformly distributed between 0 and 1, finding that they are uniformly distributed. 4. It uses the Chi-square test to determine if another set of 50 numbers are uniformly distributed between 0 and 1, also finding they are uniformly distributed. 5. It uses a z-test to

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    © All Rights Reserved
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    12 views4 pages

    HW 4 Chap 2

    Uploaded by

    Juan Xavier Izurieta Pineda
    This document contains 5 problems related to random number generation and testing hypotheses about random number distributions: 1. It generates a sequence of 3 two-digit random integers using a linear algorithm. 2. It generates a sequence of 4 three-digit random integers using a multiplicative congruential algorithm. 3. It uses the Kolmogorov-Smirnov test to determine if a set of 5 numbers are uniformly distributed between 0 and 1, finding that they are uniformly distributed. 4. It uses the Chi-square test to determine if another set of 50 numbers are uniformly distributed between 0 and 1, also finding they are uniformly distributed. 5. It uses a z-test to

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    © All Rights Reserved
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    of 4

    José Arturo Ambrosini Cabrera

    July 2, 2019

    SIMULATION

    HOMEWORK 4 CHAPTER 2
    RANDOM NUMBERS

    1. Use the linear algorithm to generate a sequence of three two-digit random


    integers and corresponding numbers. Let X0 = 27, a = 8, c = 47, and m = 100.

    2. Use the multiplicative congruential algorithm to generate a sequence of four


    three-digit random integers and corresponding random numbers. Let X0 =
    117, a =43, and m = 1000.
    3. 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 uniformly distributed on the interval [0, 1]
    can be rejected.

    Ho: The numbers are uniformly distributed


    H1: ‫ ר‬Ho
    Reject Ho if D > D α,n

    D α,n = D 0.05, 5 = 0.563


    D = 0.34

    D < D α,n so the Ho is not rejected.

    The numbers are uniformly distributed


    4. Use Chi-square test, with α = 0.05, to learn whether the hypothesis that the
    numbers are uniformly distributed on the interval 0,1 can be rejected.

    0.43 0.09 0.52 0.98 0.78 0.44 0.21 0.12 0.64 0.76
    0.38 0.67 0.97 0.46 0.07 0.18 0.49 0.47 0.22 0.47
    0.69 0.99 0.77 0.76 0.65 0.14 0.25 0.37 0.99 0.20
    0.74 0.03 0.71 0.28 0.65 0.50 0.54 0.13 0.87 0.50
    0.97 0.17 0.32 0.91 0.28 0.39 0.56 0.73 0.93 0.24
    0.99 0.71 0.99 0.64 0.50 0.66 0.01 0.24 0.81 0.94
    0.73 0.15 0.45 0.10 0.18 0.82 0.96 0.43 0.57 0.94
    0.27 0.34 0.65 0.79 0.03 0.49 0.69 0.85 0.37 0.50
    0.60 0.93 0.48 0.42 0.04 0.46 0.04 0.91 0.97 0.26
    0.81 0.62 0.79 0.88 0.46 0.74 0.06 0.11 0.92 0.87

    Ho: The numbers are uniformly distributed


    H1: ‫ ר‬Ho
    Reject Ho if Xo2 > X2(α; n-1)

    Xo = 8.4

    X2(α; n-1) = X2(0.05; 9) = 16,9

    Xo < X2(α; n-1) so the Ho is not rejected.

    The numbers are uniformly distributed


    5. Test the following sequence of numbers 2º, 9ª, 16ª,... for independence, use
     = 0.05 .

    0.30 0.48 0.36 0.01 0.54 0.34 0.96 0.06 0.61 0.85
    0.48 0.86 0.14 0.83 0.89 0.37 0.49 0.60 0.04 0.83
    0.42 0.83 0.37 0.21 0.90 0.89 0.91 0.79 0.57 0.99
    0.95 0.27 0.41 0.81 0.96 0.31 0.09 0.06 0.23 0.77
    0.73 0.47 0.13 0.55 0.11 0.75 0.36 0.25 0.23 0.72
    0.60 0.83 0.70 0.30 0.26 0.38 0.05 0.19 0.73 0.44

    Ho: The numbers are independent


    H1: ‫ ר‬Ho
    Reject Ho if Zo > Z α/2

    Zo = -1.004

    Z0.025 = 1.96

    Z0 < Z0.025 so the Ho is not rejected.

    The numbers are independent.

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