Question: 10. When running an MCMC algorithm, it is important to know when the transient (or burn-in) period has finished; otherwise, steady-state statistical analyses may not

 10. When running an MCMC algorithm, it is important to knowwhen the transient (or burn-in) period has finished; otherwise, steady-state statistical analyses
may not be applicable. In practice this is often done via avisual inspection of the sample path. As an example, run the random

10. When running an MCMC algorithm, it is important to know when the transient (or burn-in) period has finished; otherwise, steady-state statistical analyses may not be applicable. In practice this is often done via a visual inspection of the sample path. As an example, run the random walk sampler with normal target distribution N(10,1) and proposal Y ~ N(x, 0.01). Take a sample size of N = 5000. Determine roughly when the process reaches stationarity.6. Consider a continuous flow line consisting of three machines in tandem separated by two storage areas, or buffers, through which a continuous (fluid) stream of items flows from one machine to the next; see Figure 1. Ma Figure 1 A flow line with three machines and two buffers (three-stage flow line). Each machine / = 1, 2, 3 has a specific machine speed v, which is the maximum rate at which it can transfer products from its upstream buffer to its downstream buffer. The lifetime of machine / has an exponential distribution with parameter 1 . The repair of machine / starts immediately after failure and requires an exponential time with parameter #, . All life and repair times are assumed to be independent of each other. Failures are operation-independent. In particular, the failure rate of a "starved" machine (a machine that is idle because it does not receive input from its upstream buffer) is the same as that of a fully operational machine. The first machine has an unlimited supply. Suppose all machine speeds are 1, the buffers are of equal size b, and all machines are identical with parameters / = 1 and / = 2. (a) Implement an event- or process-oriented simulation program for this system. (b) Assess via simulation the average throughput of the system (the long-run amount of fluid that enters/leaves the system per unit of time) as a function of the buffer size b

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Mathematics Questions!