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RANDOM VARIATE GENERATION

1. Generate a sequence of ten four-digit random numbers using the pseudorandom


number generator scheme, with
 A = 1, 2, 3, 4, 5 & 6 (1 to 5 for five groups while 1 to 6 for six groups)
 B = 61, 67, 69, 77, 83, & 91 (61 to 83 for five groups while 61 to 91 for six
groups)
 Use the equation c with a plus (+) sign
 X0 = 0.3251, 0.3451, 0.3253, 0.3453, 0.3257, 0.3457 (0.3251-group 1, 0.3451-
group 2, 0.3253-group3, 0.3453-group4, 0.3257-group5, 0.3457-group6)
Using the above random number generator, generate ten random numbers from a
distribution with the probability density function given by
1 4 , 0  x 1
f x   
3 4 , 1 x  2
Note: Use the inverse transformation method.

2. This time generate a sequence of 36 four-digit random numbers using the same
pseudorandom generator in no. (1) with the same instructions. Using the central limit
theorem technique, generate three random numbers from a normal distribution with a
mean 10 and variance 16.

3. Generate a sequence of 40 four-digit random numbers using the same


pseudorandom generator in (1) with the same instructions. With the standard random
numbers generated, generate four random numbers from a binomial distribution with n =
10, p = 0.35.

4. Using the same random numbers that you have generated in (1), generate ten
random numbers from an exponential distribution with α = 1.5 (group 1), 2.0 (group2),
2.5(group3), 3.0(group4), 3.5(group5), 4.0(group6).

5. Using the same random numbers that you have generated in (1), generate 10
random numbers from a triangular distribution with a = 1, b = 3, & c = 2(group1); a = 1,
b = 4, & c =3(group 2); a = 2, b = 4, & c = 3(group3); a = 2, b = 5, & c =4(group4); a = 3,
b = 6, & c = 4(group5); a = 3, b = 7, & c = 5(group6).

6. Generate 5 random numbers from a Poisson distribution with λ = 3.0 (group1); λ =


3.5 (group2); λ = 4.0(group3); λ = 4.5(group4); λ = 5.0(group5); λ = 5.5(group6) using an
appropriate numbers of four-digit random numbers that have been generated in (1) with
the same instructions.

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