ISYE6644 (Simulation) Midterm 1 Questions, Exams of Business Ethics

ISYE6644 (Simulation) Midterm 1 Questions

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ISYE6644 (Simulation) Midterm 1 Questions
1.What are some characteristics of simulation models?: 1. Discrete (vs.
contin- uous)
2.Stochastic (vs. deterministic)
3.Dynamic (vs. static)
2.What is simulation?: Simulation is the imitation of a real-world process
of system over time.
Simulation involves the generation of an artificial history to draw
inferences concern- ing the operating characteristics of the real system
that is represented.
3.What is simulation good for?: 1. Describe / analyze real or conceptual
system behavior.
2.Ask "what if" questions.
3.Aid in system design and optimization
4.Can simulate almost anything
4. What are the reasons to simulate?: 1. Will the system accomplish its
goals?
2.Current system won't accomplish its goals, now what?
3.Need incremental improvement.
4.Create a specification or action plan
5.Solve a problem, like a bottleneck.
6.Resolve disputes
7.Sell an idea
5. What are the advantages of simulation?: 1. Can study models too
complicated for analytical / numerical treatment
2.Study detailed relations that might be lost in the analytical or numerical
treatment
3.Use as a basis for experimental studies of systems
4.Use to check results and give credibility to conclusions obtained by
other methods.
5.Reduce design blunders
6.Really nice demo method
7.(sometimes) very easy
6. What are the disadvantages of simulation?: 1. Sometimes not so easy
2.Sometimes very time consuming / costly
3.Simulations give "random" output (and lots of misinterpretation
of results is possible)
4.To do a certain problem, better methods than simulation may exist
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ISYE6644 (Simulation) Midterm 1 Questions

  1. What are some characteristics of simulation models?: 1. Discrete (vs. contin- uous) 2.Stochastic (vs. deterministic) 3.Dynamic (vs. static)
  2. What is simulation?: Simulation is the imitation of a real-world process of system over time. Simulation involves the generation of an artificial history to draw inferences concern- ing the operating characteristics of the real system that is represented.
  3. What is simulation good for?: 1. Describe / analyze real or conceptual system behavior. 2.Ask "what if" questions. 3.Aid in system design and optimization 4.Can simulate almost anything
  4. What are the reasons to simulate?: 1. Will the system accomplish its goals? 2.Current system won't accomplish its goals, now what? 3.Need incremental improvement. 4.Create a specification or action plan 5.Solve a problem, like a bottleneck. 6.Resolve disputes 7.Sell an idea
  5. What are the advantages of simulation?: 1. Can study models too complicated for analytical / numerical treatment 2.Study detailed relations that might be lost in the analytical or numerical treatment 3.Use as a basis for experimental studies of systems 4.Use to check results and give credibility to conclusions obtained by other methods. 5.Reduce design blunders 6.Really nice demo method 7.(sometimes) very easy
  6. What are the disadvantages of simulation?: 1. Sometimes not so easy 2.Sometimes very time consuming / costly
  7. Simulations give "random" output (and lots of misinterpretation of results is possible) 4.To do a certain problem, better methods than simulation may exist

7. We are interested in modeling the arrival and service process at the local McBurger Queen burger joint. Customers come in every once in a while, stand in line, eventually get served, and off they go. Generally speaking, what kind of model are we talking about here? (More than one answer below may be right.)

-manufacturing -queueing models

  1. Who was Harry Markowitz?: He was one of the first guys to develop a language called SIMSCRIPT. He also won a nobel prize for some of the work he did in optimizing financial portfolios (portfolio theory).
  2. In terms of simulations origins in manufacturing, what are some of the ways that simulation was/is used?: 1. Calculated the movement of parts and interaction of system components. 2.Evaluates part flow thru the system 3.Examines conflicting demand for resources 4.Studies contemplated changes before their introduction 5.Prevent design blunders
  3. YES or NO? Has anyone closely related to the field of computer simulation ever won a Nobel Prize?: Yes - Harry Markowitz won the 1990 Nobel Prize in Eco- nomics for his work in the field of portfolio optimization. He is highly regarded in the simulation community for his conception and development of the general-purpose simulation language SIMSCRIPT.
  4. Who is Dr. Harold Shipman?: He killed his patients using heroin overdoses Caught after carelessly revising a patient's will, leaving all her assets to himself Doctored his records to show his patients had needed morphine but the software recorded the dates of these modifications hung himself in prison 16. Which of the following are areas where simulation has found substantial applica- tion? (More than one answer below may be correct.) A) Inventory and Supply Chain Analysis B) Financial Analysis C) Manufacturing D) Health Systems E) Transportation Systems: All of em 17. Why might simulation be a good tool to analyze supply chains? (More than one answer below may be correct.)

A) Supply chains are always deterministic systems. B) Supply chains often have complicated network structures, making exact analysis difficult.

23. Suppose customers to a barber shop show up at times 4 and 11. Moreover, suppose that it takes the barber 12 minutes to serve customer 1 and then 14

minutes to serve customer 2. When does customer 2 leave the barber? A) 18 B) 25 C) 30 D) 40: C) 30 - Since customer 2's service starts only when customer 1 leaves, which happens at time 4 + 12 = 16.

  1. At a high level, how are random numbers generated in a computer?:
  2. Generate pseudo-random numbers (PRNs) using a deterministic algorithim (not really random but appears to be)
  3. Generate other random variables by starting with the PRN and applying transfor- mations to get any other type of random variable. 25. Suppose we are using the (terrible) pseudo-random number genera- tor 5K5V=( 5 m 5 oKd 5 (V8), w 1 +it 3 h) starting value ("seed") 5K0=F 1 i.nd the second PRN, 5H2=5K2/5Z=5K2/8. A) 0 B) 1/ C) 3/ D) 3: C) 3/ 5K1=(55Km 0 +o 3 d)(8) = 8 mod(8) = 0, and then 5K2=(55Km 1 +o 3 d)(8) = 3 mod(8) = 3. So 5H2=5K2/8=3/ 26. Suppose that we generate a pseudo-random number U = 0.728. Use this to generate an Exponential(5 =r 3 a)ndom variate. A) -0. B) 0. C) -0. D) 0.952: B) 0. 5K= (1/5 ) 5[(5H)= (1/ 3 S) o t 5 h[e( 0 a. 7 n 2 s 8 w)e=r 0 i.s 10 (b 5 ) 8. .Note: It turns out that 5K= (1/5 ) 5[(1 5H)= (w 1 /o 3 u)ld 5 a[ls( 0 o. 2 h 7 a 2 ve)=b 0 e. 4 e 3 n 4 a 0 n acceptable answer. Can you see why?
  4. When analyzing randomness, what are the two general cases to consid- er?: Terminating Solutions

Steady-State Simulations

  • Interested in long-term behavior
  • Example: Long-running assembly line
  1. How are terminating solutions analyzed?: Usually analyzed via independent replications.
  2. Make independent runs (replications) of the simulation, each under identical conditions
  3. Sample means from each replication are assumed to be approximately i.i.d. normal 3.Use classical statistics techniques on the i.i.d. sample means (not on the original observations)
  4. How are steady-state simulations analyzed?: First deal with initialization (start-up) bias
  • usually "warm up" simulation before collecting data
  • failure to do so can ruin statistical analysis Many methods for dealing with steady-state
  • ex: batch means 30. What is the method of batch means in analyzing steady-state simulations?- : -Make one long run (vs. many shorter reps) -warm up simulation before collecting data -chop remaining observations into contiguous batches -sample means from each batch are approximately i.i.d. normal -use classical statistics on the i.i.d. batch means
  1. TRUE or FALSE? Simulation outputs such as consecutive customer wait- ing times are almost always independent and identically distributed normal random variables.: False - Output is pretty much never i.i.d. normal 32. Let's simulate a bank that closes at 4:30 p.m. What kind of simulation approach would you take? A) Steady-state simulation B) Terminating simulation C) Arnold SChwarzenegger simulation D) I'm from the university of georgia. What is simulation? and what is a bank?: B) Terminating Simulation
  2. What is the derivative of X^k: kx^k-
  1. What is the derivative of e^x: e^x

Correct:

In order to be a legit p.d.f., f(x) must integrate to 1; but lo and behold.. .+Rf(x)dx=+ 03exdx=3.

46. Suppose X is a continuous random variable with cumulative distribution function F(x). What is the distribution of the nasty random variable F(X)? A) Normal B) Unif (0,1) C) Exponential D) Weibull: Unif (0, 1) - this is the Inverse Transform Theorem 47. Suppose U is a Unif (0,1) random variable. Name the distribution of X= n(1 U). A) Normal B) Unif (0, 1) C) Exponential D) Weibull: C) Exponential

  1. The abbreviation "m.g.f." stands for...: Moment Generating Function
  2. What is the concept of double expectation?: Idea: the average expected value of all of the conditional expected values is the overall population average.
  3. TRUE or FALSE? If 5 aKnd 5 aLre uncorrelated, then they're independent.: False
  4. What is the most-important theorem in the universe?: Central limit theorem
  5. What is the central limits theorem?: In probability theory, the central limit theorem establishes that, in some situations, when independent random variables are added, their properly normalized sum tends toward a normal distribution even if the original variables themselves are not normally distributed.
  6. Let's take a bunch of independent observations from a "well- behaved" distribution. The Central Limit Theorem says that the standardized sample mean of those observations converges to what distribution?: Normal
  7. What are three things that help define what a statistic is?: 1) a statistic is a function of the observations X1 through Xn and not dependent on any unknowns. So basically something like the mean, cause you know all the parameters
  1. TRUE or FALSE? The sample mean is always unbiased for the true mean. And, while we're at it, the sample variance is always unbiased for the true variance.: True 57. Suppose that we are using some estimator 5 tGo estimate an unknown parameter 5 Fu.rther suppose that 5 hGas a bias of 3 and a variance of 5. What is 5 sGm' ean squared error?: MSE = 5¡5ÂV 5 aºr 5 iaÌ 2 nc+e = 14. 58. TRUE or FALSE? The length of a confidence interval increases as you demand higher confidence (larger 1 - :) T. rue
  2. TRUE or FALSE? A 95% confidence interval means that you are 95% sure that the true parameter lies somewhere in the interior of the interval.: True 60. Which step is 5e[s 5 s\ 5 eantial for a successful simulation study? A). Problem formulation B). Model validation C) experimental design D) output analysis E) attendance at the university of georgia: E) attendance at the university of georgia
  3. What is an entity in a simulation?: Entities can be permanent (like a machine), or temporary like customers, and can have various properties or attributes (priority of a customer or averaged speed of a server).
  4. What is a system?: A system is a collection of entities that interact together to accomplish a goal.
  5. What is a model?: A model is an abstract representation of a system.
  6. What is the system state?: A set of variables that contains enough information to describe the system. Think of the state as a snapshot of the system? ex knowing how many people are in the queue and if the server is busy for a single server queue model
  7. What is a list (or queue)?: an ordered list of associated entities (for instance, a linked list, or a line of people).
  8. What is an event?: An event is a point in time at which the system state changes (and which can't be predicted with certainty beforehand). Ex: an arrival event, a departure event, a machine breakdown event.
  1. What is an activity?: An activity is a duration of time of specified length (aka an unconditional wait) ex: constant service times, customer interarrival times.

76. What are we allowed to do on the future event list?

A) Insert new events B) delete events C) move events around D) all of the above: D) all of the above

  1. What is a linked list?: Singly and doubly linked lists intelligently store the events in an array that allows the chronological order of the events to be accessed. Such lists easily accommodate insertion, deletion, switching of events, etc.
  2. What is the event-scheduling approach?: Concentrate on the events and how they affect the system state. Help the simulation evolve over time by keeping track of every freaking event in increasing order of time of occurrence. This is a book keeping hassle.
  3. What is the process-interaction approach?: 1. Create customers every once in a while. 2.Process (serve) them, maybe after waiting in line. 3.Dispose of the customers after they're done being processed. 80. What is the name of the primary modeling approach that we will be using in this class, especially when we do Arena? Event-scheduling Process-interaction continuous modeling mixed modeling event-interaction: process-interaction
  4. How many simulation languages are there?: More than 100 commercial languages in the ether. 82. When selecting a simulation language, what characteristics do you have to take into consideration? Cost Ease of use Modeling "world view" (e.g., event-scheduling or process-interaction) Random variate generation capabilities