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Exam in
ET2534 Simulation (4.5 hp)
2014-08-20

No aids and no separate paper allowed!

Answers on separate paper or torn-apart papers will be disregarded.

You may answer the questions in English or Swedish.

Grades will be given as follows:

P 60 54 48 42 36 30 0
ECTS A B C D E F

Good luck ! Markus Fiedler & Farnaz Fotrousi

Part A
Please observe that the credits you get are not proportional to the amount of text you deliver. Please answer
the questions to the point. The margins must be saved for teacher comments and credits.

1. Name and explain two pitfalls of simulation. 4p

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2. Write down the steps in a simulation study. 5p

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3. Describe the difference between next-event and fixed-increment time advance. 4p

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4. When is it better to use home-made simulation software, when is it better to use a simulator? 4p

Home-made simulation software: ......................................................................................................................

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Simulator: .................................................................................................................................................................

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5. What is the impact of randomness on simulation results? 3p

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6. What happens with the size of a confidence interval when the number of batches decreases? Why? 3p

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7. How to get multiple streams out of a pseudo random-number generator (PRNG)? 4p

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8. Describe the principle behind the Variance Reduction Technique “Common Random Numbers”. 3p

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9. Name two differences between “Common Random Numbers” and “Antithetic Variates”. 2p

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2. ................................................................................................................................................................................ 32 p
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Part B
Please mark the right answer by checking the corresponding checkbox. There is exactly one correct answer, i.e.
mark, per question. Marking the correct answer gives you 2 credits; no marking, marking the wrong answer, or
marking more than one answer gives you 0 credits.
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1. What is a disadvantage of simulation? 2p
" Flexible modelling
" Ultra-fast execution
" Approximative solution
" Assembler programming
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2. Which one is the event loop of a simulation? 2p
" The inner loop
" The outer loop
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3. Which is the incorrect order when it comes to reporting simulation results? 2p
" Validation # Verification # Credibility
" Verification # Validation # Credibility

4. What is the role of replications? 2p

" Allow for subsequent measurements (within batches)
" Allow to run simulations in parallel
" Shorten the simulation time
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5. In order to reduce the size of the confidence interval by factor f 2, you need to
increase the effort by 2p
" Approximately factor f 4
" Approximately factor f 2
" Approximately factor f 1
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6. For which number of batches do you need to make sure that the error between estimated and
real mean value is normally distributed (so that you can use the Student t-distribution)? 2p
" n = 20
" n = 40
" n = 100
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7. Increasing the number of batches from 100 to 10000 and decreasing their size by factor 10 2p
" Decreases the size of the confidence interval roughly by factor 10
" Decreases the size of the confidence interval roughly by factor 10
" Decreases the size of the confidence interval roughly by factor 100
" Decreases the size of the confidence interval roughly by factor 1000 (14 p)
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8. When are you not allowed to use confidence analysis? 2p
" When the measured values are drifting (i.e. exhibit a clearly identifiable trend)
" When the measured values are likely independent and stationary
" When the measured values are stationary, but dependent

9. What is the disadvantage of a transient phase? 2p

" Slows down the simulation
" Speeds up the simulation
" Introduces correlation

10. The Inverse Transform Method 2p

" Produces random variates F-1(Ui)
" Produces random numbers {1 – Ui}

11. The Acceptance-Rejection Method 2p

" Ensures a 1:1 relationship between the numbers of Random Numbers and Random Variates
" Ensures a 2:1 relationship between the numbers of Random Numbers and Random Variates
" Cannot ensure any specific relationship (N:1 or N:2 relationship, where N is random)

12. Which Variance Reduction Technique relies on subsequent runs from the same state, say A? 2p
" Common Random Numbers
" Antithetic Variates
" Indirect Estimation
" Conditional Probabilities

13. How can you likely reduce positive correlation that is too high? 2p
" Using shorter batches
" Using longer batches
" Using less batches
" Using more batches

14. Can the RNG seeds in the Replication-Deletion method be chosen freely? 2p
" Yes
" No
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Total: 28 p

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