CSM Assignment No.3
Computer Simulation and Modeling
CSM Assignment No.3
ASSIGNMENT NO. 3
Test the following random numbers for independence by
run test. Take α=0.5 and critical value Z0.025 =1.96. {
37, 59, 63, 07, 92, 48, 12, 86 }
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. Use D0.05, 5 = 0.565.
What
are the methods used to generate random numbers? State the properties of
random numbers.
Consider
the following sequences of random numbers. How would you test it for
independence?
0.12 0.01 0.23 0.28 0.89 0.31 0.64 0.28 0.33 0.93
0.39 0.15 0.33 0.35 0.91 0.41 0.60 0.25 0.55 0.88
5. Explain
inverse transform techniques.
6. Explain
Convolution method.
7. Write
a note on “Acceptance – Rejection Technique”.
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