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ISYE 6644 Midterm_1 Exam

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ISYE 6644 Midterm_1 Exam

Institution
ISYE 6644
Course
ISYE 6644

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ISYEp6644pMidterm_1pExampWithpCorrectpAnswers




Whatpispsimulationp(M1L3)?p-pImitationpofpapreal-worldpprocessporpsystempoverptime.



Whatpispapmodelp(M1L3)?p-pHigh-levelprepresentationspofpthepoperationpofpapreal-
wordpprocessporpsystem.



Ispthepfollowingpapdiscreteporpcontinuouspmodel:

1pcustomerpshowspuppandpwaitspinpline,pandpthenpanother,pandpsoponp(M1L3).p-
pDiscretepmodel



Ispthepfollowingpapdiscreteporpcontinuouspmodel:

Anphourlypweatherppredictionpforpprecipitationpoverptimep(M1L3).p-pContinuouspmodel



Ispthepfollowingpapstochasticporpdeterministicpmodel:

Callspthatprandomlyparrivepatpapcallpcenterp(M1L3).p-pStochasticpmodel



Ispthepfollowingpapstochasticporpdeterministicpmodel:

Predictingpthepvoltagepifpwepknowpthepcurrentpandpresistancepinpapcircuitp(M1L3).p-
pDeterministicpmodel



Whatpdoespitpmeanpforpapmodelptopbepdynamicpvs.pstaticp(M1L3)?p-
pDynamicpmodelsphavepchangingprelationshipspbetweenpvariablespoverptime.pInpstaticpmo
dels,ptheprelationshipspbetweenpvariablesparepfixedp(e.g.,pVp=pIR).

, Whatparepthepthreepmethodsptop"solve"papmodel:pfrompeasiestptophardestp(M1L3)?p-
p1.pAnalyticalp(exact)

2.pNumericalpmethodsp(approximate)

3.pSimulationpmethodsp(approx.pwithprandomness)



Inpthep1940s,pwhopusedpearlypcomputersptopsimulatepthermonuclearpchainpreactionspasp
partpofpthepManhattanpprojectp(alsophadpaprolepinpthepfoundationspofpMontepCarlopmet
hods)(M1L4).

a)pWilliampGossett,pakap-p"Student"

b)pHarrypMarkowitz

c)pComtepdepBuffonp

d)pUlam,pMetropolis,pandpvonpNeumann

e)pJustinpBieberp-p---d)pcorrectpanswer---



a)pStudent'spt-test,panalyticalptechniquespforpGuinnesspBeer.

b)pNobelpinpEconpforpoptimiz.pofpfinancialpportfolios,pinventedpSimpScriptplanguage.

c)pDroppingpneedlespbetweenpparallelplinespandpestimatingppi

e)pshouldn'tpbeponpthisplistp:)



Surveillancepapplicationspofpsimulationp(suchpasp-
p"ispapdiseasepspreading?")prelyponpsequentialphypothesisptestspoverptime.pDescribephow
psequentialphypothesisptestsparepusedpwithpsimulationp(M1L5)?p-
p1.pComepuppwithpthepnullphypothp(e.g.,pdiseasepispnotpspreadingpwithptime).

2.pUsepsimptopapproximatepthepprobabilitypdistrpofpnullphypothesis.

3.pIfpactualpsamplespcollectedpcastpdoubtponpthepdistrpforpnullphypothesis,prejectpit,pand
psaypthatpthepdiseasepispspreading.



Graphically,pwhatpispanpindicationpthatpyourppseudorandompnumberpgeneratorpisp"nopgo
od"p(M1L7).p-pExamplepwaspgraphingptwop"randompvariates"pinpthepx-

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Institution
ISYE 6644
Course
ISYE 6644

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