Every Number in The 5th, 10th, 15th, and 20th Position Is A Larger Value

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Q.1 : Apply linear Congruential Method to generate a series of random numbers.

Use X0 = 7, a = 5, c = 3, and m = 16.


Change the value of X0 = 1, 2, 3, 4, 5, 6. Make a table to show the values of i, X i, Ri . Observe after how
many random numbers cycle is repeated.
Q.2: Implement Q1 in excel sheet to observe the cycle of generated random numbers.
Q.3: Apply Kolmogorov-Smirnov test on the generated random numbers to check that the numbers are
following the uniformity property and null hypothesis can be accepted or rejected with α=0.05. Use first
ten random numbers and Dα =0.41.
Q.4: Apply chi square test to check the uniformity of 100 generated random numbers between [0,1] with
α=0.05 and

Interval Upper limit Observed Frequency Expected frequency


1 0.1 8 10
2 0.2 11 10
3 0.3 9 10
4 0.4 7 10
5 0.5 6 10
6 0.6 14 10
7 0.7 10 10
8 0.8 10 10
9 0.9 12 10
10 1 13 10

Q.5: Apply tests for autocorrelation for the following Hypothesis:

H0: ρi,m = 0 if numbers are independent


H1: ρi,m != 0 if numbers are dependent
Use following sequence of numbers:

1 2 3 4 5 6 7 8 9 10
0.63 0.28 0.30 0.42 0.97 0.05 0.71 0.63 0.17 0.86
0.61 0.19 0.94 0.64 0.84 0.54 0.56 0.57 0.09 0.99
0.01 0.10 0.69 0.38 0.93 0.85 0.68 0.14 0.18 0.84
0.19 0.71 0.44 0.72 0.95 0.28 0.96 0.51 0.50 0.89
0.66 0.31 0.50 0.33 0.89 0.54 0.73 0.76 0.62 0.92
Every number in the 5th, 10th, 15th, and 20th position is a larger value.

Use α=0.05, i=5, m=5, N=50, M=?


Q6. Develop a Java program to simulate repairman problem. A factory possesses a total of M identical
machines that are subject to breakdown. A certain minimum number of working machines N < M is required
for the factory to function correctly. When less than N of the machines are in working order, the factory is
forced to stop production. The number of machines that are in working order at time t is denoted by n while
the number that are broken is denoted by b. There are two different types of events—a machine breaks
down, or a machine is repaired and returns to the spare category. Use this simulation to compute the length
of time until the number of working machines first falls below N and the factory is forced to halt production.
The model parameters are taken to be M = 10 and N = 6. Both repair time and breakdown times are taken
to be normally distributed: mean repair times are 100-time units with standard deviation σ = 50 while times
between breakdown have mean 300 time units and standard deviation σ = 80.
Q7: Arrivals at a bank teller’s drive through window are Poisson distributed at the rate of 1.2 per minute.

a) What is the probability of zero arrivals in the next minute?


b) What is the probability of zero arrivals in the next 2 minutes?

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