Week 1 Flashcards
What is a Random Number Generator (RNG)?
What are the requirements for a RNG?
What is the period length of a RNG?
What is a LCG?
What is a MRG
What is a LFSRG?
What is the Inverse Transform method?
What is the accept-reject method?
How do you find the most efficient implementation of the acceptence rejectance method?
What is the Strong Law of Large Numbers?
What is the Central Limit Theorem?
What is the estimator for the sample average?
How to create a confidence interval of the sample average?
How to compute the sample variance? How to compute the standard error?
What are some properties of the sample variance?
What is the Monte Carlo algorithm?
What do we need to verify after a Monte Carlo simulation?
What are the components of a DES simulation?
- X is the set of all states
- E is the set of all events
- L : X → 2E is the active event function, aka event list
- φ : X × E is the transition function
- V = {Vn(e) : e ∈ E,n = 1,2,…} are the event life times
- P = {p(x, e, ·) : x ∈ X , e ∈ L(x)} are the transition probability distributions
- x0 is the initial state
How to describe an (example) queing system?
Also describe:
L(x) is the list of active events in state x, called event list.
These are the events that are currently scheduled to occur. Arrivals can always occur, thus α1 , α2 ∈ L(x) for all states x. A few event lists are
L(1, 0) = {α1, α2, β11}
L(1, 2) = {α1, α2, β11, β21, β22}
L(2, 1) = {α1, α2, β11, β12, β21}
L(2, 3) = {α1, α2, β11, β12, β21, β22} L(8, 5) = {α1, α2, β11, β12, β13, β21, β22}
and
State transition φ(x, e) = x′ means that when event e ∈ L(x) in state x occurs, the next state will be x′.
Examples
φ((1,0),α1) = (2,0)
φ((1,0),α2) = (1,1) φ((1,0),β11) = (0,1) φ((8,6),α1) = (9,6) φ((8,6),α2) = (8,7) φ((8,6),β13) = (7,7) φ((8,6),β21) = (8,5)
What are the old and new events in DES?
What is the clock structure of a DES model?
How to find estimators of performance measures?
What is Common Random Numbers (CRN)?
What is the Paired t-test?
What is a two-sample t-test?
What is the difference between the Paired and two sample t-test?
The paired is when you have CRN.
What is the two sample Welch-test?
What is the Bonferri-equality?
What is ANOVA? (Very long answer)
What is post-hoc analysis?
