IE603: Discrete Event System Simulation,

ENDSEM EXAM,

Saturday, 19/09/11, 2.30pm-5.30pm

Instructions: This is a closed book/ closed notes exam. On A-4 size formula sheet permitted. Calculator allowed. No borrowing stuff. Suppose a question is not clear, make appropriate and reasonable assumption and answer the question. No clarifications during the examination. (35% weightage: 70 marks + 4 bonus marks)

Q1 (10 marks) You have made the following observations of the processing times (in min) of a milling operation of a factory (arranged in non-decreasing order for easy reading). You need to fit an appropriate theoretical distribution to the above data. 3.16 3.94 3.3 4.01 3.32 4.12 3.41 4.14 3.42 4.28 3.49 4.29 3.52 4.35 3.62 4.38 3.68 4.47 3.69 4.48 3.69 4.59 3.69 4.82 3.70 5.00 3.79 5.47

You sought the help of your maggu friend. Your friend, after meditating on the data set for sometime, suggests that you use 3 + Weibull(k=2, =1). Using an appropriate statistical test (any single test), check if your friends suggestion can be accepted. Q2 (12 marks) Suppose a random variable X has the density function: f(x) =xe
x

,x0

Describe an algorithm to generate X using acceptance-rejection technique with an exponential density with rate . Also, determine value of that minimize the expected number of iterations of algorithm. Q3 (4+6=10 marks) You are conducting steady-state Rep 1 performance analysis of a simulation model. You had run 3 the model, and estimated the warm-up period to be 5 hours. Now, you have again run the model for 5 2 replications, each of run length 15 hours (of which first 5 1 hours is warm-up). The obtained output data, i.e., number in queue (y-axis) as it changes over time (x-axis) 0 1 2 3 4 5 6 7 8 9 10 is shown. The first 5 hours of data, i.e. warm-up period, has been removed.
Rep 2 3 2 1 0 1 2 3 4 5 6 7 8 9 10
Rep 4 3 2 1 0 1 2 3 4 5 6 7 8 9 10
3 2 1 0 1 2 3 4 5 6 7 8 9 10 Rep 3

Rep 5 3 2 1 0 1 2 3 4 5 6 7 8 9 10

(a) Construct point estimates and 90% CI estimate for the expected number in queue. (b) Your lazy friend, meanwhile, did not perform any warm-up period estimation and removal. The friend simulated 20 replications of the model, and obtained a 90% CI of the expected number in queue as 1.050.155. Is your model output (with warm-up removed) and your lazy friends model output (warm-up not removed) significantly different? 1

IE603: Discrete Event System Simulation,

ENDSEM EXAM,

Saturday, 19/09/11, 2.30pm-5.30pm

Q4 (8 marks) Your chaddi buddy is working in a company which has the following sales incentive plan: In the months when sales are lower than Rs.100,000, your buddy get an absolute salary of Rs.20,000. If the monthly sales achieved are between Rs.100,000 and Rs.150,000, then he/she is paid 20% of the total sales. Finally, if the monthly sales figure is larger than Rs.150,000, then he/she get 30% of the total sales. Assume the monthly sales achieved by your buddy in exponential distributed with mean Rs.150,000. Using simulation, estimate your chaddi buddys mean monthly salary over 4 months. Random numbers for your use, as needed: 0.32, 0.78, 0.56, 0.25, 0.72, 0.98, 0.44, 0.08, 0.19, 0.51, 0.82 Q5(5+5=10 marks) Random variable X has the following triangular density:

f(x) =min(x, 2 x), 0 x 2

Develop an algorithm to generate this variate using: (a) Composition technique (b) Convolution technique Q6 (3 marks each, total 24 marks) (i) What are the properties of a good random number generator? (ii) Describe at least 3 scenarios/ situations when use of simulation to analyze systems is NOT appropriate. (iii) In simulation-based optimization we can specify two types of constraints. What are they and how are they different? (iv) Explain the rationale behind the use of CRN when comparing alternate systems, and how do we implement CRN properly. (v) We have a detailed and a valid stochastic simulation model of a system. Argue as to why we may need to build a less accurate, deterministic linear regression model based on the simulation outputs. (vi) How can we generate arrivals for a stationary Poisson process? (vii) In Anylogic, how (and what for) do we use the Hold module? (viii) Suppose we want to run multiple replications of a model in Anylogic. Where and how do we specify the number of replications in AnyLogic? * * * G O O D
PDF of Weibull distribution:

L U C K * * *
CDF of Weibull distribution:

f ( x) =

x k 1e ( x / ) for x 0.
k

F ( x) = 1 e ( x / )

for x 0

2( x a ) (b a )(c a ) , a x b 2(c x) PDF of Triangular distribution is given as f ( x ) = , b<xc (c b)(c a ) 0, otherwise

IE603: Discrete Event System Simulation,

ENDSEM EXAM,

Saturday, 19/09/11, 2.30pm-5.30pm

t-distribution table

IE603: Discrete Event System Simulation,

ENDSEM EXAM,

Saturday, 19/09/11, 2.30pm-5.30pm

Chi Square Table