Computer Science > QUESTIONS & ANSWERS > Georgia Institute Of Technology ISYE 6644 Week 13 Homework_ Simulation - ISYE-6644-OAN. (All)
Week 13 Homework Due Nov 24 at 11:59pm Points 9 Questions 9 Available after Nov 15 at 8am Time Limit None Attempt History Attempt Time Score LATEST Attempt 1 10,117 minutes 9 out of 9 Score for ... this quiz: 9 out of 9 Submitted Nov 24 at 8:58pm This attempt took 10,117 minutes. Question 1 1 / 1 pts (Lesson 9.1: Introduction to Output Analysis.) Which of the following problems might best be characterized by a finite-horizon simulation? a. Simulating long-term hurricane patterns b. Simulating a manufacturing cell 24/7/365 Correct! Correct! c. Simulating the operations of a bank from 9:00 a.m. until 5:00 p.m. d. Simulating the steady-state distribution of a Markov chain (c). [All of the other answers involve long-run, steady-state simulations.] (Lesson 9.1: Introduction to Output Analysis.) Let's run a simulation whose output is a sequence of daily inventory levels for a particular product. Which of the following statements is true? a. The consecutive daily inventory levels are independent. b. The consecutive daily inventory levels are uncorrelated. c. The consecutive daily inventory levels are normally distributed. d. The consecutive daily inventory levels may not be identically distributed. Correct! Correct! Just (d). Consecutive inventory levels are rarely i.i.d. normal Question 3 1 / 1 pts (Lesson 9.2: A Mathematical Interlude.) BONUS: Suppose that is a stationary (steady-state) stochastic process with covariance function , for . We know from class that the variance of the sample mean can be represented as We also know from class that for a simple AR(1) process, we have , Compute for an AR(1) process with and . a. -0.831 b. -0.5 c. 0 [Show More]
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