Question: EE 511 Simulation Methods for Stochastic Systems Project #2: Random Number Generation [Waiting] Use the inverse CDF method to generate 1000 independent samples, X i,

EE 511 Simulation Methods for Stochastic Systems Project #2: Random Number Generation [Waiting] Use the inverse CDF method to generate 1000 independent samples, X i, of the exponential random variable with an average waiting time of 0.2 time units. Evaluate the quality of your RNG with goodness of fit tests. [Double Rejection] The random variable X has a bimodal distribution made up of an equally weighted, convex summation of a beta and a triangle distribution: 0.5 Beta ( 8, 5 ) ,0< x 1 f ( x ) = 0.5 ( x 4 ) , 4 < x 5 0.5 ( x 6 ) , 5< x 6 0, else { Implement rejection sampling routines for X. Generate 1000 samples of the random variable using each envelope. Track the rejection rate of your rejection sampling RNGs. The rejection rate is the average number of rejected candidates per sample. This is a measure of the efficiency of your RNG. Turn in: - A summary of your experiments including histograms of your data, any relevant plots, and relevant numerical results - brief discussions of the results - a print out of your code

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!

Why the Monte Carlo Method is so important today Article ID Dirk P. Kroese The University of Queensland Tim Brereton Ulm University Thomas Taimre The University of Queensland Zdravko I. Botev The...

can someone solve this Modern workstations typically have memory systems that incorporate two or three levels of caching. Explain why they are designed like this. [4 marks] In order to investigate...

\fThis is an electronic version of the print textbook. Due to electronic rights restrictions, some third party content may be suppressed. Editorial review has deemed that any suppressed content does...

Introduction and learning objectives When you were learning about operational analysis earlier in the term, we talked about jobs that require multiple visits to the CPU (or servers) to receive their...

U.S. Copyright Law (title 17 of U.S. code) governs the reproduction and redistribution of copyrighted material. Downloading this document for the purpose of redistribution is prohibited. Chapter 15...

1. A player throws a fair die and simultaneously flips a fair coin. If the coin lands heads, then she wins twice, and if tails, then one-half of the value that appears on the die. Determine her...

) Consider integer division of one two's-complement binary number by another. Programming languages may vary in the result when one argument is negative. What differing conventions might they be...

In this question you will be asked to reflect on a project you have been involved in or observed, in which a design evolved, or could have evolved, through applying a theory of user behaviour. You...

(a) In SystemVerilog, what is the difference between: (i) The ternary operator ? and if...then...else statements? [2 marks] (ii) always_ff and always_comb? [2 marks] (iii) Blocking, non-blocking and...

A creative engineer suggests structuring the TLB so that not all the bits of the presented address need match to result in a hit. Suggest how this might be achieved, and what might be the costs and...

In what ways can a capital asset be acquired, and how is the holding period determined for each method of acquisition?

a) What is gas absorption separation process [2 marks] b) Write down the physical significance of height of transfer units (HTU). [3 marks] c) A gas mixture containing 10 mol % SO2 and 90 mol % air...

Question 3 4 3 pts When the Officers of a corporation bring suit against the Directors of the corporation on behalf of the corporation, that is called derivative litigation. True False

2023 1040 form 1.Phillip and Claire are married and file a joint return. Phillip is self-employed as a real estate agent, and Claire is a flight attendant. Phillip and Claire have three dependent...