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CMT 431 Mat 466

This document is an exam from the Catholic University of Eastern Africa assessing students' knowledge of simulation and modelling techniques. The exam contains 5 questions testing students on [1] definitions related to systems, simulation, and pseudo-random numbers; [2] simulation steps and techniques like Monte Carlo; [3] random number generation and tests; [4] applying random variables to experiments; and [5] analyzing queuing systems using simulation. Students are asked to perform calculations, define terms, describe processes, analyze outputs, and discuss the merits and limitations of simulation.

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Gabriel ANGEL
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61 views

CMT 431 Mat 466

This document is an exam from the Catholic University of Eastern Africa assessing students' knowledge of simulation and modelling techniques. The exam contains 5 questions testing students on [1] definitions related to systems, simulation, and pseudo-random numbers; [2] simulation steps and techniques like Monte Carlo; [3] random number generation and tests; [4] applying random variables to experiments; and [5] analyzing queuing systems using simulation. Students are asked to perform calculations, define terms, describe processes, analyze outputs, and discuss the merits and limitations of simulation.

Uploaded by

Gabriel ANGEL
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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THE CATHOLIC UNIVERSITY OF EASTERN AFRICA

A. M. E. C. E. A P.O. Box 62157


00200 Nairobi - KENYA
Telephone: 891601-6
Ext 1022/23/25
MAIN EXAMINATION Fax: 254-20-891084
email:[email protected]
JANUARY – APRIL 2022 [email protected]

FACULTY OF SCIENCE

DEPARTMENT OF MATHEMATICS AND ACTUARIAL SCIENCE

REGULAR PROGRAMME

CMT 431/MAT 466: SIMULATION AND MODELLING/ APPLIED STATISTICAL


METHODS

Date: APRIL 2022 Duration: 2 Hours


INSTRUCTIONS: Answer Question ONE and any TWO Questions

Q1 a.) Define the following:

(i.) System (2 marks)

(ii.) Simulation (2 marks)

(iii.) Pseudo random numbers (2 marks)

b.) Briefly describe the following tests;


(i) Frequency test (3 marks)
(ii) Chi-square test (3 marks)

c.) (i.) Highlight the steps involved in a Monte-Carlo simulation (4 marks)

(ii.) Determine the value of π using Monte-Carlo Method given the area of a circle
is A=π r 2 . Generate 10 pairs of random numbers (5 marks)

d.) Highlight the properties of a good random number generator. (4 marks)

d.) Customers arrive at a watch repair shop according to a Poisson process at a rate of
one per every 10 minutes and the service time is an exponential random variable with
mean of 8 minutes. Find:

(i.) Expected number of customers in the system (2 marks)


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ISO 9001:2015 Certified by the Kenya Bureau of Standards


(ii.) Expected time a customer spends in the system (2 marks)

(iii.) The number of customers waiting for a service at a given time (2 marks)

Q2 a.) Highlight the steps involved in the following tests for random numbers

(i.) Kolmogorov- Smirnov test (5 marks)

(ii.) Chi-Square test for independence (5 marks)

b.) A company has a large number of semi-automatic machines. On 50% of the


working days none of the machine fails, on 30% of the days one machine fails and on
20% of the day two machines fail. The maintenance staff on the average puts 65% of
the machines in order in one day, 30% in two days and the remaining 5% in three days.
Simulate the system for 14 days duration and estimate the average length of queue,
average waiting time and the server loading. (10 marks)

Q 3 a.) Generate ten random numbers and use them to determine the outcomes of
the following
(i) Throwing an unbiased coin (4 marks)
(ii) Throwing a dice (4 marks)
(iii) The colour of a traffic light found by a randomly arriving car when green is
50% of the time, yellow is 10% of the time and red is 40% of the time (4 marks)

b.) (i.)Use Monte-Carlo method to solve the following integrals using 10 pairs of
random numbers
4
I =∫ x dx
2
(4 marks)
1

(ii.) Write a flow diagram for evaluating this integral (4 marks)

Q 4 a.) Given the following random numbers; 6, 3, 5,7,9,9,4,6,2,7,9,1,5,8,0,7 and 6.


Generate random observations for each of the following experiment:

(i.) Throwing an unbiased coin (3 marks)

(ii.) Throwing a dice (2 marks)

(iii.) The color of traffic light found by a randomly arriving car when green is 50 % of
the time, yellow is 10% of the time and the red is 40% of the time (5 marks)

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ISO 9001:2015 Certified by the Kenya Bureau of Standards


b.) Discuss the congruential method for generating random numbers (6 marks)

c.) Generate a sequence of five random numbers, such that r i +1=ar ; ar:mod m taking
a=16, m=23 and r 0 =15 (4 marks)

Q5 a.) James Kamau who is a barber, has found out that he can shave on average 6
customers per hour. The arrival rate of customers averages 5 customers per hour.
Required:
(i.) The proportion of time that James Kamau is idle. (2 marks)
(ii.) The probability that a customer receives immediate service upon arrival.
(2 marks)
(iii.) Average number of customers in the queuing system. (3 marks)
(iv.) Average time a customer spends in the queuing system. (3 marks)

b.) Analyze the merits and demerits of simulation technique (10 marks)

*END*

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ISO 9001:2015 Certified by the Kenya Bureau of Standards

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