ALl Lab Writeup SM 2015 2016

KJSCE/IT/BE/SEMVIII/SM/2015-16
Experiment No. 1
Title: Random Number Generator
(Autonomous College Affiliated to University of Mumbai)
Batch:
Roll No.:
Experiment No.:1
Aim: To study and implement a PseudoRandom Number Generator (PRNG) using Linear
Congruential Method
Resources needed: Turbo C / Java
Theory
Problem Definition:
Write a Program for generating random numbers using Linear Congruential method such that
i) Period of the numbers generated is >=100
ii) Density of the numbers generated is maximum (average gap between random
numbers is < 0.1).
Concepts:
Random Numbers: Random numbers are a necessary basic ingredient in simulation of
almost all discrete systems. Most computer languages have a subroutine, object or function
that will generate a random number. A simulation language generates random numbers that
are used to generate event times and other random variables.
Properties of random Numbers:
A sequence of random number R1, R2 must have two important statistical properties,
uniformity and independence.
Uniformity :
If the interval (0, 1) is divided into n classes or subintervals of equal length , the expected
number of observations in each interval is N/n, where N is total number of observations.
Independence:
The probability of observing a value in a particular interval is independent of the previous
drawn value.
Problems faced in generating random numbers:
1. The generated number may not be uniformly distributed.
2. The number may be discrete valued instead of continuous values.
3. The mean of the numbers may be too high or low
4. The variance of the number may be too high or low.
5. The numbers may not be independent
e.g. a. Autocorrelation between numbers
b. Numbers successively higher or lower than adjacent numbers.
Criteria for random no. generator:
1. The routine should be fast.
2. The routine should be portable.
3. The routine should have a sufficient long cycle. The cycle length or period represents
the length of random number sequence before previous numbers begin to repeat
themselves in an earlier order. A special case of cycling is degenerating. A routine
degenerates when some number appears repeatedly which is unacceptable.
4. The random number should be replicable.
5. Most important, the generated random numbers should closely approximate to the
ideal statistical properties of uniformity and independence.
Procedure:
Linear Congruential Method:
The Linear Congruential method produces a sequence of integers X1, X2, between 0 and
m-1 according to the following recursive relationship.
X i+1= (a X i + c) mod m , i = 0, 1, 2
The initial value X0 is called the seed, a is constant multiplier, c is the increment and m is the
modulus. Maximal period can be achieved by a, c, m, X0 satisfying one of the following
conditions
1. For m, a power of 2 (m = 2b) and c0 period p = 2b is achieved provided c is relatively
prime to m and a = 1+4k , k = 0,1,2,
2. For m = 2b and c = 0 , period p = 2b-2 is achieved provided X0 is odd and multiplier a
= 3+8k or a = 5+8k , k = 0,1,2,
3. For m a prime number and c = 0, period p = m-1 is achieved provided a has the
property that the smallest integer is such that a k-1 is divisible by m is k = m-1.
Results: (Program printout with output)

Questions:
1. List down a few real life applications using random numbers as input.
2. List the methods for generating random numbers.
Outcomes:
Conclusion:
The random number generator using Linear Congruential method fairly satisfies the
properties of random number.
The set of data that provide adequate periodicity and density are as follows:
m=
a=
x0 =
c=
The Periodicity and Density obtained are as follows:

Periodicity =
Density =
Grade: AA / AB / BB / BC / CC / CD /DD
Signature of faculty in-charge with date

References:
Books/ Journals/ Websites:
1. "Linear Congruential Generators" by Joe Bolte, Wolfram Demonstrations Project.
2. Severance, Frank (2001). System Modeling and Simulation. John Wiley & Sons, Ltd. p.
86. ISBN 0-471-49694-4.
3. The GNU C library's rand() in stdlib.h uses a simple (single state) linear congruential
generator only in case that the state is declared as 8 bytes. If the state is larger (an array), the
generator becomes an additive feedback generator and the period increases. See the simplified
code that reproduces the random sequence from this library.
4. "A collection of selected pseudorandom number generators with linear structures, K.
Entacher, 1997". Retrieved 16 June 2012.
5. "How Visual Basic Generates Pseudo-Random Numbers for the RND Function".
Microsoft Support. Microsoft. Retrieved 17 June 2011.
6. In spite of documentation on MSDN, RtlUniform uses LCG, and not Lehmer's algorithm,
implementations before Windows Vista are flawed, because the result of multiplication is
cut to 32 bits, before modulo is applied
7. GNU Scientific Library: Other random number generators
8. Novice Forth library
Experiment No. : 2
Title: Case Study 1
(Technical Paper)
Experiment No. : 3
Title: Single Server system
(The Grocery store problem)
Batch:
Roll No.:
Experiment No.:3
Aim: To simulate Single Channel Queuing System
Resources needed: Microsoft Excel / Open Office

Problem Statement:
A small grocery store has only one checkout counter. Customer arrives at this check out
counter at random from 1 to 8 minutes. The service time varies from 1 to 6 minutes. The
problem is to analyze the system by simulating the arrival & service of 20 customers.
In order to evaluate the system performance the evaluation is done by varying the arrival time
& service time probability distribution.
a) Let the arrival distribution be uniformly distributed between 1 to 10 minutes.
b) Let service time distribution be changed
Service
1
2
3
4
5
6
Time(minutes)
Probability
0.05
0.1
0.2
0.3
0.25
0.1
c) Perform simulation for 20 more customers & compare result.
Concepts:
The key elements of queuing system are customers & servers. The term customer can refer to
people, machines, and trucks. The server might refer to receptionist, person etc.
A queing system is described by its calling population, the nature of the arrivals, the service
mechanism, the system capacity and the queing discipline.
1. Calling population: The population of potential customer is referred to as calling
population. In systems with large population the calling population is usually assumed to be
infinity. E.g. population of potential customer of a bank. The actual population may be finite.
The main difference between finite & infinite population is based on the definition of the
arrival rate.
2. System Capacity: The system capacity has no limit meaning that any no. of units comes
and waits in the queue. In many queuing system there is a limit to the no. of customers that
may be waiting.
3. Nature of Arrivals: Arrivals for service occur at a time in random fashion and once they
join the waiting line, they are served.
4. Service Mechanism: The units are served in order of their arrival by a single server or a
channel.
5. Queuing Discipline: It refers to the logical ordering of customers that will be chosen for
service when a server becomes busy.
6. State Of System: It is the no. of units in the system & status of server (busy / idle).
7. Events: It is a set of circumstances that causes an instantaneous change in the state of

system
Possible events in a single server system:
The Entry of a unit in the system.
Departure of unit from system on completion of service.
8. Simulation Clock: It is used to track simulation time.
Conceptual Model:
The grocery store with one checkout counter is simulated by using a Semi automatic
approach by using simulation table to record successive system snapshots as time advances.
The simulation requires mainly a service time distribution and an interarrival time
distribution of customers.
Characteristics of Grocery Store checkout counter System:
I)
Calling Population: Infinite.
II)
System capacity: Infinite.
III)
Nature of Arrival: Random arrival uniformly distributed.
IV)
Service Mechanism: At a time only one customer is served; service time is random,
probability distribution is given.
V)
Queuing Discipline: FIFO.
System State:
I)
Waiting time in queue.
II)
Status of Able and Baker (Busy / Idle)
III)
Time customer spends in the system.
Entities:
The entities in single channel queue are queue & server.
Events:
a) Arrival Event
b) Departure Event
Activities:
a) Interarrival time.
b) Service time.
Delay:
Waiting time in the queue.
Use of Random Nos.:
- For generating interarrival time
- For generating service time
- RAND () function of Excel can be used to generate random nos. in simulation.
Real life Examples:
1. Customers queuing in the Telephone Bill Payment System
Customers form single channel queue.
Customer is chosen in FIFO manner.
Performance measures:
1. Average Waiting Time = (Total time customers wait in queue) / (Total no. of
Customers)
2. Probability. Of Customers waiting =(No. of Customers who waits) / (Total no. of
Customers)
3.Probability. Of Idle Server = (Total Idle Time Of Server) / (Total runtime of simulation)
4.Average Time between Arrival = (Total Time between arrivals) / (No. of arrivals)
5.Average Waiting Time of Those Who Wait = (Total Time Customer waits in system) /
(Total no. of Customers)
6.Average Time Customers Spends In System = (Total Time Customer spends in system) /
(Total no. of Customers).
Activity Diagram:
1) Flowchart Arrival event:
Arrival Event
NO
YES
Server
Busy?
Unit Enters
service
Unit Enters
queue
2) Flowchart Departure event:

Departure Event
NO
YES
Another unit
waiting?
Begin server Idle

Time
Remove waiting
unit from queue
Results: (Program printout as per the format)

Program:
(Problem solved using simulation table and the given inputs with MS-Excel.)
Output:
(In printed form i.e. Simulation table along with the performance measures and histogram
showing number of customers against waiting time)
Questions:
1) What is simulation? List the different types of simulation.
2) List the queue disciplines used in simulation?
Outcomes:
Conclusion:

References:
1. Jerry Banks, John Carson, Barry Nelson, and David M. Nicol; Discrete Event System
Simulation, Fifth Edition, Pearson Education.
Simulation, Third Edition, Pearson Education.
3. Real Queuing Examples:http://www2.uwindsor.ca/hlynka/qreal.html This site contains
excerpts from news articlesthat deal with aspects of waiting lines.
4. ClearQ :http://clearq.com/ This company produces take-a-number systems for
servicefacilities (e.g., delis), but also providesperformance information about the waiting
line.
5. Qmatic:http://us.q-matic.com/index.htmlThiscompany produces informational displays
andother products to keep customers informedabout waiting times.
6. Queuing Presentation by Richard Larson, givenat the Institute for Operations Research
and the Management.
7. ciences:http://caes.mit.edu/people/larson/MontrealINFORMS1/sld001.htm.
8. Queuing Tutor :http://www.dcs.ed.ac.uk/home/jeh/Simjava/queueing/mm1_q/mm1_q.html
This site has twoanimated displays of waiting lines. The user canchange arrival and service
rates to see howperformance is affected.
9. Myron Hlynkas Queuing Page:http:www2.uwindsor.ca/hlynka/queue.html This web site
contains information about waiting linesas well as links to other interesting sites.
10. Queuing ToolPak:http://www.bus.ualberta.ca/aingolfsson/qtp/
11. The Queuing ToolPak is an Excel add-in that allowsyou to easily compute performance
measures fora number of different waiting line models
Experiment No. : 4
Title: Multi-Serve system (The Able-Baker car hop
problem)
Batch:
Roll No.:
Experiment No.:4
Aim: To simulate Multi-Serve system (The Able-Baker carhop problem) using Spreadsheet
Resources needed: Microsoft Excel / Open Office

Theory
Problem Statement:
Consider a drive in restaurant where carhops take order and bring food to the cars.
Cars arrive in manner as shown:
Time between 1
Arrival(minutes)
Probability
0.25
0.4
0.2
0.15
There are 2 carhops Able & Baker. Able is better to do the job and works a bit faster than
Baker.
Their service distribution is as follows:
Service time Distribution of Able:
Service
2
3
Time(minutes)
Probability
0.3
0.28
Service time Distribution of Baker:
Service
3
4
time(minutes)
Probability
0.35
0.25
0.25
0.17
0.2
0.2
Able gets the customer if both carhops are idle. The problem is to find how well the current
arrangement is working. Simulate the problem for 1 hour.
Conceptual Model:
- Discrete event model of system used for multichannel queuing. e.g. Able & Baker
problem.
- A simulation table is used to record the system snapshots as time proceeds.
- The simulation requires mainly an activity table representing a service time
distribution of Able & Baker & interarrival time of customers.
- Activity duration is specified by a modeller.
Characteristics of System:
1. Calling Population: Infinite.
2. System capacity: Infinite.
3. Nature of Arrival: Random, probability distribution is given.
4. Service Mechanism: At a time maximum two customers can be served one by Able and
the other by Baker. If Able & Baker both are busy, the customer has to wait. If both
servers are free, priority goes to Able. Service time for both is random; probability
distribution is given.
5. Queuing Discipline: FIFO.
System State:
1. Status of Able (indicating Able being idle or busy at a given instant).
2. Status of Baker (indicating Baker being idle or busy at a given instant).
3. Time customer spends in the queue
4. Time customer spends in the system
Entities:
Neither the customers nor the server needs to be explicitly represented except in terms
of state variable unless customer averages are desired.
Events:
- Arrival Event
- Service Completion by Able
- Service completion by Baker.
Delay:
A customer waits in queue until Able or Baker becomes free.
Use of Random Numbers:
- To generate random numbers in simulation packages, RANDBETWEEN() of Excel
can be used.
- In Able & Baker problem random numbers are used for arranging interarrival times
and service times required for customers.
Real life example:
- Scenarios in shopping centre where two cash counter are available.
o Here n number of customers pay the bill.
o Customer is chosen in FIFO manner.
1. Average Waiting Time = (Total time customers wait in queue) / (Total no. of
Customers)
2. Probability Of Customers waiting = (No. of Customers who waits) / (Total no. of
Customers)
3. Probability Of Idle Server = (Total Idle Time Of Server) / (Total runtime of simulation)
4. Average Service Time = (Total Service Time) / (Total no. of Customers)
5. Average Time between Arrival = (Total Time between arrivals) / (No. of arrivals)
6. Average Waiting Time Of Those Who Wait = (Total Time Customer waits in system) /
7. Average Time Customers Spends In System = (Total Time Customer spends in system) /
Procedure / Approach /Algorithm / Activity Diagram:

Semi automatic approach by using simulation table.
1) Arrival Event:
Arrival Event
Able
Busy?
Enter service
from Able
Server
Busy?
Unit Enters
service
Unit Enters
queue
Results: (Program printout as per the format)

Program:
(Problem solved using simulation table and the given inputs with MS-Excel)
Output:
(In printed form i.e. Simulation tables along with the performance measures and histogram
showing number of customers against waiting time)
Questions:
1. What are the steps carried out for System Simulation using Simulation Table
2. What is the difference between primary event and secondary event?

example for each event.
Give one
Outcomes:
Conclusion:
( Mention the subjective inference on the basis of the performance measures you
have analyzed )

References:
line.
and the Management.
Experiment No. : 5
Title: Single Server system (One-operator Barbershop
problem) using a general purpose language
Batch:
Roll No.:
Experiment No.:5
Aim: To simulate a Single Server system (One-operator Barbershop problem) using a general
purpose language
Resources needed: C / C++ / java

Theory
Problem Statement:
Implement a single-server queuing system for which the interarrival times A1,A2.are
independent and identically distributed (IID) random variables. A customer who arrives and
finds the server idle enters service immediately, and service times S1,S2.of the successive
customers are IID random variables that are independent of the interarrival time. A customer
who arrives and finds the server busy joins the end of the single queue. Upon completing
service for a customer, the server chooses a customer from the queue (if any) in a first-in,
first-out (FIFO) manner.
The simulation will begin in the empty-and-idle state. The simulation should stop when the
nth customer enters service.
Concepts:
Software that is used to develop simulation models can be divided into three categories.
First,there are general purpose languages,such as C,C++. Second,there are simulation
programming languages,examples being GPSS,SIMSCRIPT. Third, there are number of
simulation packages such as ARENA.
There are several reasons for choosing a general purpose language, rather than more
powerful simulation software, for introducing computer simulation at this point:
By learning to simulate in a general-purpose language, one must pay attention to

every detail.There will be a greater understanding of how simulations actually operate
and thus less chance of conceptual errors if a switch is later made to high-level
simulation package.
Despite the fact that there is now very good and powerful simulation software
available, it is sometimes necessary to write at least parts of complex simulations in a
general-purpose language if the specific, detailed logic of complex systems is to be
represented faithfully.
General-purpose languages are widely available, and entire simulations are sometimes
still written in this way.
Characteristics of Queuing System:

The key elements of queuing system are customers & servers. The term customer can refer to
people, machines, and trucks. The server might refer to receptionist, person etc.
1. Calling population: The population of potential customer is referred to as calling
population. In systems with large population the calling population is usually assumed to be
infinity. E.g. population of potential customer of a bank.
The actual population may be finite. The main difference between finite & infinite population
is based on the definition of the arrival rate.
2. System Capacity: The system capacity has no limit meaning that any no. of units comes
and waits in the queue. In many queuing system there is a limit to the no. of customers that
may be waiting.
3. Nature of Arrivals: Arrivals for service occur at a time in random fashion and once they
join the waiting line, they are served.
4. Service Mechanism: The units are served in order of their arrival by a single server or a
channel.
5. Queuing Discipline: It refers to the logical ordering of customers that will be chosen for
service when a server becomes busy.
6. State Of System: It is the no. of units in the system & status of server (busy / idle).
7. Events: It is a set of circumstances that causes an instantaneous change in the state of
system
Possible events in a single server system:
The Entry of a unit in the system.
Departure of unit from system on completion of service.
8. Simulation Clock: It is used to track simulation time.
Conceptual Model:
The One operator barbershop is simulated by using a program written in a general-purpose
language to record successive system snapshots as time advances. The simulation requires
mainly a service time distribution and an interarrival time distribution of customers.
Characteristics of Grocery Store checkout counter System:
1) Calling Population: Infinite.
2) System capacity: Infinite.
3) Nature of Arrival: Random arrival exponentially distributed with mean 1 minute
4) Service Mechanism: At a time only one customer is served; service time is random,
exponentially distributed with mean 0.5 minute
5) Queuing Discipline: FIFO.
System State:
1) Waiting time in queue.
2) Status of operator (Busy / Idle)
3) Time customer spends in the system.
Entities:
The entities in single channel queue are queue & server.
Events:
1) Arrival Event
2) Departure Event
Activities:
1. Interarrival time.
2. Service time.
Delay:
Waiting time in the queue.
Stopping event:
1000th customer enters service
Use of Random Nos.:
- For generating interarrival time
- For generating service time
Real life Examples:
1. Customers queuing in the Telephone Bill Payment System
Customers form single channel queue.
Customer is chosen in FIFO manner.
1. Average delay in queue =(Total time customers wait in queue) / (Total no. of
Customers)
2. Probability. Of Customers waiting =(No. of Customers who waits) / (Total no. of
Customers)
3. Server utilization = (Total busy Time Of Server) / (Total runtime of simulation)
4. Average Time between Arrival = (Total Time between arrivals) / (No. of arrivals)
5. Average Waiting Time of Those Who Wait = (Total Time Customer waits in
system) / (Total no. of Customers)
6. Average Time Customers Spends In System = (Total Time Customer spends in
system) / (Total no. of Customers)
Time simulation ends
Activity Diagram:
Flowchart Arrival event:
Arrival event
Schedule the next

arrival event
Is the
server
busy?
Add 1 to the
number in queue
Set delay=0
For this customer and
gather statistics
Add 1 to the number of

customers delayed
Is the
queue
full?
Make the srver busy

Store time of arrival
of this customer
Schedule a departure
event for this customer
Return
Flowchart Departure event:
Departure
event
Is queue
empty?
Make the server

idle
Substract 1 from the

number in queue
Eliminate departure
event from the
consideration
Compute delay of
customer entering service
and gather statistics
Add 1 to the number of

customers delayed
Schedule a departure
event for this customer
Move each customer in

queue (if any)up one place
Return
Results: (Program printout with output as per the format)
Questions:
1. Name a few special purpose simulation languages and simulation packages?
2. Name any two features that are relevant when selecting

software.
simulating simulation
Outcomes:
Conclusion:

References:
line.
and the Management.
Experiment No.: 6
Title: Implementation of Uniformity test
Batch:
Roll No.:
Experiment No.: 6
Aim: To implement Kolmogorov -Smirnov test or Chi-square test to perform uniformity test
of generated random numbers.
Theory
Problem Statement:
Write function in C / C++ / java or macros in MS-excel to implement Kolmogorov-Smirnov
test or Chi-square test.
Concepts:
Random Numbers generated using a known process or algorithm is called Pseudo random
Number.The random numbers generates must possess the property of :
1. Uniformity
2. Independence
Uniformity :
Independence:
drawn value.
Each random number R must be an independent sample drawn from a continuous uniform
distribution between 0 & 1
i.e.p.d.f. is given by
f(x) = 1
0x1
0
otherwise
The expected value of each Ri is given by
E(R) = 1
1 0
0x dx = [x2/2 ] = 1/2
And variance is given by
1
2
V(R) = 0x dx = [x3/3 ] = 1/3 1/4 = 1/12
Tests for Random numbers
1) Uniformity Test
A basic test that is to be performed to validate a new generator is the test of uniformity. Two
different testing methods are available, they are
a. Kolmogorov- Smirnov Test
b. Chi-square Test
Both of these measure the degree of agreement between distance of sample of generated
random numbers and the theoretical uniform distributions.
1) Kolmogorov-Smirnov Test: This test compares the continuous cdf F(x) of the uniform
distribution to the empirical cdf SN(x) of sample of N distribution
By definition,
F(x) = x
0x1
If the sample from random no. generated is R1, R2, ,RN then the empirical cdf SN(x) is
defined as
No. of R1, R2, ,RN which are x
SN(x) =
N
As N becomes larger SN(x) should become better approximation to F(x) provided the null
hypothesis is true.
The Kolmogorov-Smirnov distance test is best on largest absolute
deviation between F(x) & SN(x) over range of random variable.
2) Chi-square Test: The chi-square test uses sample statistic

2
OiEi
(0)2 =
=1
Ei
Where, Oi = Observed frequency in ith class

Ei = Expected frequency in ith class
n = is the no. of classes
Procedure:
(Write the algorithm for the test to be implemented and follow the steps given below)
Steps:
Implement either Kolmogorov-Smirnov Test or Chi-square Test using C / C++ / java
or macros in MS-excel
Generate 5 sample sets (Each set consisting of 100 random numbers) of Pseudo
random numbers using Linear Congruential Method.
Execute the test using all the five sample sets of random numbers as input and using
=0.05.
Draw conclusions on the acceptance or rejection of the null hypothesis of
independence.
Questions:
3. List down the pros and cons of the Kolmogorov - Smirnov test and Chi- Square test.
Outcomes:
Conclusion:
References:
1. "Linear Congruential Generators" by Joe Bolte, Wolfram Demonstrations Project.
2. Severance, Frank (2001). System Modeling and Simulation. John Wiley & Sons, Ltd.
p. 86. ISBN 0-471-49694-4.
generator only in case that the state is declared as 8 bytes. If the state is larger (an
array), the generator becomes an additive feedback generator and the period increases.
See the simplified code that reproduces the random sequence from this library.
6. In spite of documentation on MSDN, RtlUniform uses LCG, and not Lehmer's
algorithm, implementations before Windows Vista are flawed, because the result of
multiplication is cut to 32 bits, before modulo is applied
9. Matsumoto, Makoto, and Takuji Nishimura (1998) ACM Transactions on Modeling
and Computer Simulation
10. S.K. Park and K.W. Miller (1988). "Random Number Generators: Good Ones Are
Hard To Find". Communications of the ACM31 (10): 11921201.
doi:10.1145/63039.63042.
11. D. E. Knuth. The Art of Computer Programming, Volume 2: Seminumerical
Algorithms, Third Edition. Addison-Wesley, 1997. ISBN 0-201-89684-2. Section
3.2.1: The Linear Congruential Method, pp. 1026.
12. P. L'Ecuyer (1999). "Tables of Linear Congruential Generators of Different Sizes and
Good Lattice Structure". Mathematics of Computation68 (225): 249260.
doi:10.1090/S0025-5718-99-00996-5.
13. Press, WH; Teukolsky, SA; Vetterling, WT; Flannery, BP (2007), "Section 7.1.1.
Some History", Numerical Recipes: The Art of Scientific Computing (3rd ed.), New
York: Cambridge University Press, ISBN 978-0-521-88068-8
14. Gentle, James E., (2003). Random Number Generation and Monte Carlo Methods, 2nd
edition, Springer, ISBN 0-387-00178-6.
15. Joan Boyar (1989). "Inferring sequences produced by pseudo-random number
generators". Journal of the ACM36 (1): 129141. doi:10.1145/58562.59305. (in this
paper, efficient algorithms are given for inferring sequences produced by certain
pseudo-random number generators).
Experiment No.: 7
Title: Implementation of Frequency test
Batch:
Roll No.:
Experiment No.:7
Aim: To implement Autocorrelation test to perform frequency test for the generated
random numbers.
Theory
Problem Statement:
Write function in C / C++ / java or macros in MS-excel to implement Autocorrelation test .
Concepts:
Random Numbers generated using a known process or algorithm is called Pseudo random
Number. The random numbers generates must possess the property of :
3. Uniformity
4. Independence
Uniformity :
Independence:
drawn value.
Each random number R must be an independent sample drawn from a continuous uniform
distribution between 0 & 1
i.e.p.d.f. is given by
f(x) = 1
0x1
1
otherwise
The expected value of each Ri is given by
E(R) = 1
1 0
0x dx = [x2/2 ] = 1/2
And variance is given by
1
2
V(R) = 0x dx = [x3/3 ] = 1/3 1/4 = 1/12
Tests for Independence:
These tests are done to check the independence of sequence of random numbers.
1)Runs Test
This test analyses an orderly grouping of numbers in a sequence to test the hypothesis of
independence
The Runs test used are:

i) Runs Up and Down
ii) Runs above and below the mean
iii) Runs test for testing length of runs
2) Auto correlation Test: The test for auto correlation is concerned with dependence
between numbers in a sequence. The test computes auto correlation between every m
numbers starting with the ith number. Thus autocorrelation limit between following numbers
would be of interest.
Ri , Ri+m , Ri+2m , Ri+(M+1)m
where M is the largest integer such that i+(M+1)m N where N is total number of values in
the sequence.
Since the nonzero autocorrelation implies a lack of independence, the following test is
appropriate:
H 0 : im 0,
if numbers are independen t
H 1 : im 0,
if numbers are dependent
For large values of M, the distribution of the estimator of im, denoted im is approximately
normal,if the values Ri , Ri+m , Ri+2m , Ri+(M+1)m are uncorrelated.
The test statistics is
Z0
im
im
with a mean of 0 and variance of 1,under the assumption of independence , for large M.
If -Z/2 Z0 Z/2 , H0 is rejected for the significance level .
3)Gap Test: The gap test is used to determine the significance of the interval between
reoccurrence of the same digit. A gap of length x occurs between reoccurrence of same digit.
4)Poker Test: The poker test for independence is based on frequency with which certain
digits are repeated in a series of numbers in each case a pair of like digits appear in the
numbers that were generated. In 3 digit sample of numbers there are three possibilities which
are as follows:
i) The individual numbers can all be different
ii) The individual numbers can all be same
iii) There can be one pair of like digits.
Procedure:
(Write the algorithm for the Autocorrelation test and follow the steps given below)
Steps:
Implement Autocorrelation test using C / C++ / java or macros in MS-excel.
Generate 5 sample sets (Each set consisting of 100 random numbers) of random
numbers using random number generator developed in the first experiment.
Execute the test using all the five sample sets of random number as input and using
=0.05.
Draw conclusions on the acceptance or rejection of the null hypothesis of
independence.
Questions:
1. Define the hypothesis for
a) Testing of Uniformity
b) Testing of Independence
Outcomes:
Conclusion:

References:
1. Linear Congruential Generators" by Joe Bolte, Wolfram Demonstrations Project.
2. Severance, Frank (2001). System Modeling and Simulation. John Wiley & Sons, Ltd.
p. 86. ISBN 0-471-49694-4.
generator only in case that the state is declared as 8 bytes. If the state is larger (an
array), the generator becomes an additive feedback generator and the period increases.
See the simplified code that reproduces the random sequence from this library.
6. In spite of documentation on MSDN, RtlUniform uses LCG, and not Lehmer's
algorithm, implementations before Windows Vista are flawed, because the result of
multiplication is cut to 32 bits, before modulo is applied
9. Matsumoto, Makoto, and Takuji Nishimura (1998) ACM Transactions on Modeling
and Computer Simulation
10. S.K. Park and K.W. Miller (1988). "Random Number Generators: Good Ones Are
Hard To Find". Communications of the ACM31 (10): 11921201.
doi:10.1145/63039.63042.
11. D. E. Knuth. The Art of Computer Programming, Volume 2: Seminumerical
Algorithms, Third Edition. Addison-Wesley, 1997. ISBN 0-201-89684-2. Section
3.2.1: The Linear Congruential Method, pp. 1026.
12. P. L'Ecuyer (1999). "Tables of Linear Congruential Generators of Different Sizes and
Good Lattice Structure". Mathematics of Computation68 (225): 249260.
doi:10.1090/S0025-5718-99-00996-5.
13. Press, WH; Teukolsky, SA; Vetterling, WT; Flannery, BP (2007), "Section 7.1.1.
Some History", Numerical Recipes: The Art of Scientific Computing (3rd ed.), New
York: Cambridge University Press, ISBN 978-0-521-88068-8
14. Gentle, James E., (2003). Random Number Generation and Monte Carlo Methods,
2nd edition, Springer, ISBN 0-387-00178-6.
15. Joan Boyar (1989). "Inferring sequences produced by pseudo-random number
generators". Journal of the ACM36 (1): 129141. doi:10.1145/58562.59305. (in this
paper, efficient algorithms are given for inferring sequences produced by certain
pseudo-random number generators).
Experiment No. 8
Title: Simulation of Cafeteria
Batch:
Roll No.:
Experiment No.:8
Aim: To Implement the model for Cafeteria using Extend Sim and estimate system
performance
.
Resources needed: Extend Sim 7
Theory
Problem Statement:
People arrive at a self-service cafeteria at the rate of one every 30 sec (Arrivals are Poisson
distributed). 40% got to sandwich counter, where one worker makes a sandwich in
approximately 60 sec. The rest go to the main counter; where one server spoons the prepared
meal onto a plate in approximately 45 sec. All the customers must pay a single cashier, which
takes approximately 25 sec., for all customers eating takes approximately 20 min. After
eating 10% of the people go back for dessert, spending an additional 10 min (approx)
altogether in the cafeteria. Simulate until 100 people have left the cafeteria, how many people
are left in the cafeteria and what are they doing at the time the simulation ends. Except for the
arrivals all the other data are exponentially distributed.
Model the problem as a queuing system.
Animate the model in 2D.
Run the simulation till 100 people have departed from the system.
Plot and verify the following results
Length of the queue against the number of jobs exited from the system.
Display how many people are in the system when the simulation ends and what they are
doing.
Concepts:
A basic Discrete Event Model
The most common Discrete Event Model involves the handling of one or more waiting lines
or queues, such as those found in supermarkets or factories.
Conceptual Model assumptions:
The Job Shop model represents a business operation where Jobs can be processed.
The assumptions for the model are:
The model runs until 100 customers are exited from the system
Arrival of the customer is Poisson distributed with mean 30.
All other service times are exponentially distributed with the specified means
The blocks come from the Item, Value, and Plotter libraries
Procedure:
(Write the algorithm for the Autocorrelation test and follow the steps given below)
Steps:
Starting a model and setting simulation parameters
The following steps are typical when starting any discrete event model.
Open a new model worksheet
Give the command Run > Simulation Setup. In the Setup tab enter the simulation
parameters:
o Global time units: seconds
If they arent already open, open the Item, Plotter, and Value libraries
Place an Executive block (Item library) on the top left corner of the model worksheet
Open dialog of the Executive block ; control tab; select options;
o Stop Simulation: when count connector value>= ; enter 100.
The Executive block does event scheduling and manages discrete event simulations. It must
be present in every discrete event model.
Start small
In building any simulation model, it is easiest to start with a simple subset of the process and
add detail until you arrive at a completed model that approximates the system thats being
modelled. This allows you to test at various stages while making the model building process
more manageable.
The following table lists the blocks that will be added to the worksheet and their use in the
model.
Except for the Plotter block from the Plotter library and random number block from value
library, the blocks in the table are from the Item library.
Name (Label)
Block Function
Create block (customers)
Generates items or values, either randomly or on

schedule. If used to generate items, it pushes them into
the simulation and should be followed by a queue-type
block.
Purpose in Cafeteria Model

Generates customers that arrive as per Poisson process
Set (Item > Properties)
Attaches user-assigned properties (attribute, priority,

and quantity) to items passing through.

Set property as preference (sandwich or meal) and further dessert or no dessert
Queue block(Entry Line)
Acts as a sorted queue or as a resource pool queue. As a

sorted queue, holds items in FIFO or LIFO order, or
sorts items based on their attribute or priority.

Holds the customers and, when the server is available, releases one by one in first-in, first-out
order.
Select Item In (Item > Routing)
Selects an input and outputs its item.

For merging two inputs (customers coming from sandwich counter and meal counter
towards) and output one (one cashier).
Select Item Out (Item > Routing) Sends each item it gets to a selected O/P
Apply the routing rule 40% go to sandwich counter, others go to meal counter and the dessert
routing rule 10% have dessert and others dont have.
Activity block(Server)
Processes one or more items simultaneously. Processing

time is a constant or is based on a distribution or an
items attribute.
Purpose in cafeteria Model

Serves the customers as per the service distribution i.e. exponentially distributed
Random Number block
Generates random numbers
Purpose in cafeteria Model

Outputs values to a Set block as per the look up table
Exit (Exit)
Removes items from the simulation and counts them as

they leave.

Exits the customers from the model.
Plotter, Discrete Event

Reports the length of the waiting line and how many jobs has been processed.
Starting at the right of the Executive block, place the blocks on the model worksheet
in a line from left to right, based on their order in the table.
Label the blocks as the system entities.
Enter the dialog parameters and settings for each block
Make the connections
Run the simulation
Verify the results
Animate the model

Program: (Printed model developed in Extend Sim)
Output: (Printed results i.e. the plotter data)
Questions:
1. List down the benefits of using a special purpose package such as Extend Sim to
implement and run the simulation problem
Outcomes:
Conclusion:

References References:
3. ExtendSim 8 Manual (Departmental Library)
Experiment No.: 9
Title: Simulation of Manufacturing System
Page No:
Batch:
Roll No.:
Experiment No.: 9
Aim: To Implement the model for Manufacturing System using Extend Sim and estimate
system performance
Resources needed: Extend Sim 7
Theory
Problem Statement:
In a manufacturing unit three types of items (numbered as 1, 2, or 3 depending on the type
of item it will be) arrive on an assembly line exponentially with a mean 1.Out of these 25%
are type 1; 50% are type 2 and 25 % are type 3 respectively. At one step of the assembly
process, there are four machines. Two of the machines can work on all three types, but one
of the machines is old and can work on types 1 and 2, and the fourth machine can only
work on type 3. All the machines process one item at a time and take constant time of one
unit to process each item. Plot the utilization of each machine.
Model the problem as a queuing system.
Animate the model in 2D.
Run the simulation till 480 min I,e 8 hours.
Plot and verify the following results
Length of the queue against the number of jobs exited from the system.
Concepts:
A basic discrete event model
The most common discrete event model involves the handling of one or more waiting lines
or queues, such as those found in supermarkets or factories.
Conceptual Model assumptions:
The Job Shop model represents a business operation where Jobs can be processed.
The assumptions for the model are:
The model runs for a simulated time of 8 hours (480 minutes)
Arrival of the items is exponentially distributed with a mean of 1.
Processing times for jobs are constant (I unit each)
The blocks come from the Item, Value, and Plotter libraries
Procedure:
Starting a model and setting simulation parameters
The following steps are typical when starting any discrete event model.
Open a new model worksheet
Give the command Run > Simulation Setup. In the Setup tab enter the simulation
parameters:
o End time: 480
o Global time units: minutes
If they arent already open, open the Item, Plotter, and Value libraries
Place an Executive block (Item library) on the top left corner of the model
worksheet
The Executive block does event scheduling and manages discrete event simulations. It must
be present in every discrete event model.
Start small
In building any simulation model, it is easiest to start with a simple subset of the process
and add detail until you arrive at a completed model that approximates the system thats
being modelled. This allows you to test at various stages while making the model building
process more manageable.
The following table lists the blocks that will be added to the worksheet and their use in the
model.
Except for the Plotter block from the Plotter library and random number block from value
library, the blocks in the table are from the Item library.
Name (Label)
Block Function
Create block (items)
Generates items or values, either randomly or on

schedule. If used to generate items, it pushes them
into the simulation and should be followed by a
queue-type block.
Purpose in Manufacturing Model

Generates items that arrive exponentially with mean 1
Set (Item > Properties)
Attaches user-assigned properties (attribute, priority,

and quantity) to items passing through.

Set property as Type (1, 2, 3)
Queue block (Buffer)
Acts as a sorted queue or as a resource pool Queue.

As a sorted queue, holds items in FIFO or LIFO order,
or sorts items based on their attribute or priority.

Holds the items based on the type when the machine is available, and releases them one by
one in first-in, first-out order.
Select Item In (Item > Routing)
Selects an input and outputs its item.

For merging the inputs (items coming from the buffers) and output one (to a particular
machine).
Select Item Out (Item > Routing) Sends each item it gets to a selected O/P
Apply the routing rule (items to be routed to the specified buffer)
Activity block (Machine)
Processes one or more items simultaneously.

Processing time is a constant or is based on a
distribution or an items attribute.

Processes the items as per the service time i.e. constant
Random Number block
Generates random numbers

Outputs values to a Set block as per the look up table
Exit (Exit)
Removes items from the simulation and counts them

as they leave.

Exit the items after being processed from the system.
Starting at the right of the Executive block, place the blocks on the model worksheet
in a line from left to right, based on their order in the table.
Label the blocks as the system entities.
Enter the dialog parameters and settings for each block
Make the connections
Run the simulation
Verify the results

Animate the model

Program: (Printed model developed in Extend Sim )
Output: (Printed results i.e. the plotter data)
Questions:
1. Give the significance of Validation and verification in simulation?
Page No:
Outcomes:
Conclusion:

References References:
3. ExtendSim 8 Manual (Departmental Library)
Experiment No.: 10
Title: Case Study 2
Processor and Memory simulation using virtual lab.

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Results: (Program printout with output)

2. List the methods for generating random numbers.

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The Periodicity and Density obtained are as follows:

Signature of faculty in-charge with date

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Aim: To simulate Single Channel Queuing System

Resources needed: Microsoft Excel / Open Office

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7. Events: It is a set of circumstances that causes an instantaneous change in the state of

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2) Flowchart Departure event:

Begin server Idle

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Results: (Program printout as per the format)

2) List the queue disciplines used in simulation?

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Resources needed: Microsoft Excel / Open Office

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Procedure / Approach /Algorithm / Activity Diagram:

Results: (Program printout as per the format)

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2. What is the difference between primary event and secondary event?

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Resources needed: C / C++ / java

By learning to simulate in a general-purpose language, one must pay attention to

Characteristics of Queuing System:

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Schedule the next

Add 1 to the number of

Make the srver busy

Flowchart Departure event:

Make the server

Substract 1 from the

Add 1 to the number of

Move each customer in

Results: (Program printout with output as per the format)

2. Name any two features that are relevant when selecting

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Signature of faculty in-charge with date

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2) Chi-square Test: The chi-square test uses sample statistic

Where, Oi = Observed frequency in ith class

Results: (Program printout with output)

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Signature of faculty in-charge with date

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