Appendix A

Table A.1 Measures from the standard normal distribution

F(z) z F(z) z
0.010 2.327 0.510 0.025
0.020
2.054 0.520 0.050
0.030
1.881 0.530 0.075
0.040
1.751 0.540 0.100
0.050
1.645 0.550 0.125
0.060
1.555 0.560 0.151
0.070
1.476 0.570 0.176
0.080
1.405 0.580 0.202
0.090
1.341 0.590 0.227
0.100
1.282 0.600 0.253
0.110
1.227 0.610 0.279
0.120
1.175 0.620 0.305
0.130
1.126 0.630 0.331
0.140
1.080 0.640 0.358
0.150
1.036 0.650 0.385
0.160
0.994 0.660 0.412
0.170
0.954 0.670 0.439
0.180
0.915 0.680 0.467
0.190
0.878 0.690 0.495
0.200
0.841 0.700 0.524
0.210
0.806 0.710 0.553
0.220
0.772 0.720 0.582
0.230
0.739 0.730 0.612
0.240
0.706 0.740 0.643
0.250
0.674 0.750 0.674
0.260
0.643 0.760 0.706
0.270
0.612 0.770 0.739
0.280
0.582 0.780 0.772
0.290
0.553 0.790 0.806
0.300
0.524 0.800 0.841
(continued)

N.T. Thomopoulos, Essentials of Monte Carlo Simulation: Statistical Methods 147

for Building Simulation Models, DOI 10.1007/978-1-4614-6022-0,
# Springer Science+Business Media New York 2013
148 Appendix A

Table A.1 (continued)

F(z) z F(z) z
0.310
0.495 0.810 0.878
0.320
0.467 0.820 0.915
0.330
0.439 0.830 0.954
0.340
0.412 0.840 0.994
0.350
0.385 0.850 1.036
0.360
0.358 0.860 1.080
0.370
0.331 0.870 1.126
0.380
0.305 0.880 1.175
0.390
0.279 0.890 1.227
0.400
0.253 0.900 1.282
0.410
0.227 0.910 1.341
0.420
0.202 0.920 1.405
0.430
0.176 0.930 1.476
0.440
0.151 0.940 1.555
0.450
0.125 0.950 1.645
0.460
0.100 0.960 1.751
0.470
0.075 0.970 1.881
0.480
0.050 0.980 2.054
0.490
0.025 0.990 2.327
0.500
0.000
Appendix A 149

Table A.2 Probability Continuous distributions:

distributions, random
variables, notation and Standard uniform u ~ U(0,1)
parameters Continuous uniform x ~ CU(a,b)
Exponential x ~ ExpðyÞ
Erlang x ~ Erlðk; yÞ
Gamma x ~ Gamðk; yÞ
Beta x ~ Beta(k1,k2,a,b)
Weibull x ~ We(k1,k2,g)
Normal x ~ N(m,s2)
Lognormal x ~ LN(my,sy2)
Triangular x ~ TRða; b; x~Þ)
Discrete distributions:
Discrete uniform x ~ DU(a,b)
Bernoulli x ~ Be(p)
Binomial x ~ Bin(n,p)
Geometric x ~ Ge(p)
Pascal x ~ Pa(k,p)
Hyper geometric x ~ HG(n,N,D)
Poisson x ~ PoðyÞ
Multivariate distributions:
Multivariate arbitrary x1,. . .,xk ~ MA(p1. . .k)
Multinomial x1,. . .,xk ~ MN(n,p1,. . .,pk)
Multivariate hyper x1,. . .,xk ~ MHG(n,N,D1,. . .,Dk)
geometric
Bivariate normal x1, x2 ~ BVN(m1,m2,s1,s2,r)
Bivariate lognormal x1, x2 ~ BVLN(my1,my2,sy1,sy2,ry)
Multivariate normal x1,. . .,xk ~ MVN(m,S)
Multivariate lognormal x1,. . .,xk ~ MVLN(my,Sy)
150 Appendix A

Table A.3 Continuous uniform u ~ U(0,1) random variates

0.3650 0.4899 0.1557 0.4745 0.2573 0.6288 0.5421 0.1563
0.5061 0.3905 0.1074 0.7840 0.4596 0.7537 0.5961 0.8327
0.0740 0.1055 0.3317 0.1282 0.0002 0.5368 0.6571 0.5440
0.1919 0.6789 0.4542 0.3570 0.1500 0.7044 0.9288 0.5302
0.4018 0.4619 0.4922 0.2076 0.3297 0.0954 0.5898 0.1699
0.4439 0.2729 0.8725 0.7507 0.2729 0.6736 0.2566 0.0899
0.7901 0.2973 0.2353 0.4805 0.2546 0.3406 0.0449 0.4824
0.5886 0.7549 0.9279 0.3310 0.5429 0.0807 0.6344 0.4100
0.9234 0.6202 0.3477 0.1492 0.4800 0.2194 0.9937 0.1304
0.5477 0.9230 0.5382 0.4064 0.8472 0.8262 0.6724 0.7219
0.4952 0.4130 0.6953 0.1791 0.4229 0.5432 0.8147 0.5409
0.2278 0.6192 0.4898 0.6808 0.8866 0.3705 0.3025 0.2929
0.2233 0.5845 0.3635 0.8760 0.4780 0.1906 0.6841 0.7474
0.1617 0.8078 0.2026 0.9568 0.0659 0.0615 0.7932 0.3796
0.1155 0.1738 0.0481 0.7148 0.5330 0.5610 0.2167 0.4680
0.3989 0.9031 0.7460 0.0886 0.6346 0.7130 0.0157 0.4311
0.9854 0.8026 0.6961 0.4176 0.7345 0.2772 0.3566 0.4335
0.6460 0.3478 0.1044 0.1854 0.0777 0.4328 0.9593 0.5420
0.2178 0.3790 0.3958 0.2815 0.5034 0.1387 0.5173 0.9654
0.6573 0.4411 0.6930 0.0645 0.7561 0.7005 0.4971 0.1554
0.7845 0.0503 0.5180 0.7570 0.8007 0.3252 0.9727 0.8043
0.8758 0.4166 0.1231 0.9542 0.7973 0.6963 0.4016 0.0163
0.5097 0.4061 0.1061 0.2761 0.6430 0.8491 0.4980 0.1878
0.3236 0.7708 0.2180 0.4470 0.2360 0.8784 0.6104 0.3744
0.5859 0.9316 0.5172 0.3303 0.8685 0.2591 0.2595 0.1787
0.7423 0.8409 0.2786 0.7030 0.4049 0.8116 0.7418 0.4377
0.3394 0.7106 0.3123 0.7988 0.1518 0.5930 0.9562 0.2431
0.9843 0.6330 0.5989 0.9026 0.5749 0.2452 0.8602 0.0750
0.2457 0.3786 0.3972 0.5266 0.2704 0.5812 0.2097 0.0787
0.6524 0.9003 0.2316 0.9499 0.8462 0.4412 0.4920 0.7695
0.1955 0.3262 0.4132 0.1527 0.6198 0.0994 0.2050 0.6925
0.9914 0.4714 0.0040 0.4258 0.2887 0.7525 0.8913 0.8219
0.0103 0.1517 0.3774 0.1881 0.9795 0.8721 0.5815 0.7294
0.0282 0.8279 0.7834 0.7912 0.3327 0.4509 0.5551 0.8033
0.2076 0.3647 0.5735 0.3442 0.5282 0.4255 0.5730 0.0500
0.9627 0.9331 0.9926 0.8396 0.4093 0.8053 0.9894 0.2584
0.0170 0.3391 0.6925 0.1104 0.1097 0.2906 0.3989 0.5590
0.8079 0.3096 0.3758 0.4010 0.8414 0.4096 0.7246 0.6588
0.6456 0.5161 0.2233 0.5828 0.7485 0.4565 0.9044 0.2830
0.2814 0.3681 0.0142 0.2947 0.9840 0.7613 0.5809 0.6057
Appendix A 151

Table A.4 Standard normal random variates z ~ N(0,1)

0.058 1.167 0.948
0.173
1.114
0.823 1.163
0.847

1.843
0.465
0.503
2.375 0.416
0.291 1.131 0.533

0.369 0.207
1.338 0.367
0.019 1.885
1.382 0.321
0.776 0.003 0.168
0.817
0.380
0.852
0.026 1.273
0.567 0.303 0.302
2.234
0.068 1.506
0.891
0.292

0.460 1.049
0.086
0.627
0.922 1.526
0.500
1.494

1.204
1.251
0.585 0.822 1.785
0.661
0.817 1.110

1.005
1.529
0.219
0.506
0.662 0.638
1.243 0.528

0.636 1.845 2.548 1.332 0.587
0.320 0.385
0.674

1.311 0.065
0.183 0.841
1.055 0.282
1.208
0.364
0.320
0.114
0.752 0.091
0.614
0.174
0.736 1.151
1.169
1.373 0.067
0.288
0.553
0.746 1.651 0.127
2.710
1.830 0.061
0.102 1.228 1.074
1.635 0.383

0.019
0.044 0.580
0.596 2.391
1.648 0.382
0.701
1.580 0.992
0.465
0.452
0.840
2.280 0.237
0.182

1.329 1.847
0.599 0.213 1.323
0.629 0.030 0.447

1.022 1.652
1.785 0.840
0.771 1.062 0.425 0.253

0.212 0.098 1.578
1.564 2.791
0.890
1.356 1.868

1.049
0.556
0.350 1.569 0.482
0.604
0.524 0.486

0.122
2.494
0.842
0.630 1.341 0.364 1.270
0.139
0.545
1.334
0.614 1.533 0.966 0.020 0.938 0.312

0.512 0.867 1.187 0.313
0.480
0.069
0.045 0.720

0.193
0.386
0.030
0.472
1.273 0.230 0.357
0.471

0.836
1.022
0.288 2.560
0.125
1.392
0.255
1.256
1.784 0.587
1.051
0.648 1.813 0.322 0.280
1.066

0.547 1.636
0.219 0.409 1.953 1.191 0.688 1.230

0.477
0.120 0.869
0.199 0.270 1.595
0.745 0.324

1.096
0.362
1.561
0.843 0.301 0.478
1.170 0.473
2.071 0.791 1.278 0.672 1.145
1.655
0.173
0.505
0.061 1.781
0.265 1.101
1.535 2.265 0.219 0.771

0.526
0.385
0.278 0.762
0.514
0.132
0.456 0.244

0.527
0.138 1.715
1.463
1.007
1.651
0.099 1.421

1.220 0.651
1.251
1.132 1.338 0.462
2.048 0.369

0.315 0.677 0.425
1.238 1.432 0.527
0.077 2.720
1.036 0.195
0.095 0.787
0.251
0.577
0.401 0.666

0.754 1.024
1.087 0.073
0.672
1.405 3.332 0.964
0.288
0.456
1.264
0.685
0.234 0.049 0.032
1.068

1.299 0.699
0.775
0.232
1.773 0.352 1.175 0.451

0.417 0.995 0.791
1.750 1.436
1.364 0.797
0.036

1.402 0.500 0.409
0.858
0.322
0.407
1.502
0.523

0.031
2.155 0.615
0.612
1.195
0.519
1.559 1.558
0.483 0.223 1.511 0.493
0.773 0.116 0.349
1.661
152 Appendix A

Table A.5 Standard exponential random variates when E(x) ¼ 1.00

2.247 2.012 0.485 3.367 0.699 4.144 0.592 1.51
2.118 0.866 1.978 1.659 1.46 2.577 0.052 1.742
0.054 2.334 4.419 0.304 0.776 0.42 0.24 0.225
0.882 1.945 0.092 0.224 1.005 0.617 0.337 1.793
0.506 1.569 1.639 0.936 0.44 0.881 1.081 0.875
0.061 0.164 0.38 0.572 0.551 1.941 0.058 2.276
1.516 0.037 0.147 1.106 0.305 1.847 0.236 0.256
0.933 0.106 2.865 0.482 0.427 0.041 2.209 0.68
0.289 0.808 0.045 1.683 0.635 0.789 0.473 0.159
0.236 0.39 0.551 1.352 0.126 0.572 1.741 0.852
0.073 0.978 0.698 1.166 0.434 1.002 0.175 2.371
0.179 0.691 0.034 1.377 1.837 0.349 0.547 0.722
3.754 0.098 1.516 0.045 3.378 8.186 1.167 1.164
3.402 1.187 2.164 0.136 0.163 0.315 0.032 0.392
1.207 1.777 0.091 1.706 1.674 0.226 0.11 0.978
0.619 2.865 0.214 0.354 0.933 0.283 0.375 0.098
1.323 0.558 0.615 0.617 1.94 0.53 1.227 0.472
0.258 0.072 1.562 1.729 0.404 0.545 5.107 1.201
0.415 0.165 2.362 0.715 1.553 0.954 0.424 3.283
0.247 1.487 2.243 0.121 2.342 0.972 2.208 1.414
1.738 0.166 1.576 0.56 0.785 0.074 0.058 1.804
1.069 3.084 0.128 0.485 0.679 2.303 0.186 1.745
0.048 2.424 0.675 1.11 0.068 0.014 3.12 0.236
0.186 0.339 1.387 1.923 0.296 0.427 2.025 1.956
0.21 2.888 0.299 0.018 0.389 0.917 0.476 1.028
0.204 0.059 0.282 0.221 3.73 0.195 1.067 2.397
1.474 1.421 0.493 0.169 0.846 0.128 0.317 1.945
0.835 0.264 0.016 0.295 3.046 0.057 1.916 0.084
2.436 0.055 0.912 0.692 2.082 0.589 1.776 1.751
0.709 1.572 0.563 3.776 0.153 1.117 1.18 1.322
1.918 0.19 1.091 0.323 2.044 1.323 0.502 0.103
1.119 0.371 0.091 1.002 0.796 0.866 1.837 2.713
1.259 1.665 0.386 1.891 1.505 0.482 0.878 0.463
0.884 1.49 0.395 0.305 2.009 0.3 0.173 0.175
0.742 3.262 0.501 0.353 1.115 0.263 1.18 0.398
0.319 1.123 6.492 0.478 0.455 0.612 1.27 0.295
0.624 0.134 0.222 0.281 5.387 0.016 0.397 1.244
0.161 0.39 0.648 2.583 0.04 1.441 0.077 0.994
0.519 1.427 0.191 2.758 0.392 0.072 0.356 1.05
0.178 0.571 2.612 0.629 4.506 0.565 1.453 1.249
Appendix B

Problems

In solving the problems, the student will occasionally need one or more random
variates of the uniform type, u ~ U(0,1), or of the standard normal type, z ~ N(0,1).
These are provided in the Appendix with random variates of each type, Table A.3
for u ~ U(0,1) and Table A.4 for z ~ (N(0,1). On each problem, the student should
begin on the first row and first column to retrieve the random variate, then the first
row and second column, and so forth. Hence, for u ~ U(0,1), the variates are:
0.3650, 0.4899, and so forth. For z ~ N(0,1), they are:
0.058, 1.167, so forth.

Chapter 2

2.1 Using the Linear Congruent method with parameters, m ¼ 16, a ¼ 5, b ¼ 1

and the seed w0 ¼ 7, list the next 16 entries of wi for i ¼ 1 to 16.
2.2 Use the Linear Congruent method with parameters, a ¼ 20, b ¼ 0, m ¼ 64
and w0 ¼ 3 to generate the next three entries of w.
2.3 Use the results of Problem 2.2 and list the three entries of the corresponding
uniform, u, distribution

Chapter 3

3.1 The variable x is continuous with probability density f(x) ¼ 3/8x2 for 0  x
 2. Use the inverse transform method to generate a random variate of x.

N.T. Thomopoulos, Essentials of Monte Carlo Simulation: Statistical Methods 153

for Building Simulation Models, DOI 10.1007/978-1-4614-6022-0,
# Springer Science+Business Media New York 2013
154 Appendix B

3.2 The variable x is discrete with probability distribution:

x
1 0 1 2 3 4
p(x) 0.10 0.20 0.30 0.20 0.15 0.05

Use the inverse transform method to generate a random variate of x.

3.3 The variable x is continuous with probability density f(x) ¼ 3/8x2 for0  x  2.
Use the Accept-Reject method to generate a random variate of x.
3.4 The variable x is continuous with probability density f(x) ¼ 3/8x2 for0  x  2.
Use the inverse transform method to generate a random variate of x that is
restricted to lie within 1 and 2.
3.5 The variable x is continuous with probability density f(x) ¼ 3/8x2 for0  x  2.
Use the inverse transform method to generate a random variate of y ¼ min(x1,
. . ., x8).
3.6 The variable x is continuous with probability density f(x) ¼ 3/8x2 for 0  x
 2 . Use the inverse transform method to generate a random variate of
y ¼ max(x1, . . ., x8).
3.7 The variable x is composed of three distributions, f1(x), f2(x) and f3(x) with
probabilities 0.5, 0.3, 0.2, respectively. f1(x) ¼ 0.1 for 0 < x < 10,
f2(x) ¼ 0.2x for 0 < x < 10 and f3(x) ¼ 0.003x2 for 0 < x, <10. Generate
one random variate of x.
3.8 The variable x is continuous with density f(x) ¼ 0.25x3 0 < x < 2. Generate
a random variate of y ¼ x1 + x2 + x3.
3.9 The variable x is triangular with a minimum value of
10, mode of 0 and
maximum of 20. Generate a random variate of x.
3.10 The variable x is continuous with empirical data of: 5. 8, 12, 20, 25, 3, 6,
10,15. Generate one random variate of x using the composition method.
3.11 The variable x is continuous with grouped empirical data as follows:

[a,b) Frequency
[0, 10) 36
[10–20) 10
[20–30) 4

Generate one random variate of x using the composition method.

Chapter 4

4.1 The variable x is a continuous uniform for
10 < x < 30. Use the inverse
transform method to generate a random variate of x.
4.2 The variable x is exponential with E(x) ¼ 5. Generate a random variate of x.
4.3 The variable x is Erlang with k ¼ 5 and E(x) ¼ 20. Generate a random
variate of x.
Appendix B 155

4.4 The variable x is Gamma with sample data of x ¼ 5:0 and s2 ¼ 10.0.
Generate a random variate of x.
4.5 The variable x is Gamma with sample data of x ¼ 1:0 and s2 ¼ 10.0.
Generate a random variate of x.
4.6 The variable x is Beta with parameters, (k1, k2) ¼ (1, 8) and (a, b) ¼ (10, 90).
Two random Gammas are g1 ¼ 13 for (k1, k2) ¼ 10,1) and g2 ¼ 20 for (k1,
k2) ¼ (8,1). Find the random variate for the Beta.
4.7 The variable x is Weibull with parameters, (k1, k2) ¼ (2, 20). Generate a
random variate of x.
4.8 The variable x is Normal with mean ¼ 100 and variance ¼ 100. Use the
Sine-Cosine method to generate a random variate of x.
4.9 The variable x is Lognormal with mx ¼ 5 and sx ¼ 100. Generate a random
variate of x.
4.10 Generate a random variate for a chi-square variable with degrees of
freedom ¼ 5.
4.11 Generate a random variate for a chi-square variable with degrees of
freedom ¼ 153.
4.12 Generate a random variate for a student’s t with degrees of freedom ¼ 5. Get
z first.
4.13 Generate a random variate for an F distribution with degrees of freedom 5 and
2. Get chi square (df ¼ 5), first.

Chapter 5

5.1 The variable x is discrete with the following probability distribution.

x
1 0 1 2
P(x) 0.50 0.30 0.15 0.05

Generate one random variate of x.

5.2 The variable x is from a discrete uniform distribution where x ranges from
5
to 5. Generate a random variate of x.
5.3 Generate a random variate of x for a Bernoulli with p ¼ 0.30.
5.4 Generate a random variate of x for a Binomial with n ¼ 10 and p ¼ 0.30.
5.5 Generate a random variate of x for a Binomial with n ¼ 500 and p ¼ 0.20.
5.6 Generate a random variate of x for a Binomial with n ¼ 500 and p ¼ 0.001.
5.7 Generate a random variate of x for a Hyper Geometric with N ¼ 20, D ¼ 5
and n ¼ 2.
5.8 Generate a random variate of x for a Geometric with p ¼ 0.30. Note, x is the
number of trials till the first success.
5.9 Generate a random variate for a Pascal with p ¼ 0.30 and k ¼ 5. Note, x is
the number of trials till five successes.
5.10 Generate a random variate for a Poisson with E(x) ¼ 1.5.
156 Appendix B

Chapter 6

6.1 The variables x1, x2, x3, x4 are jointly related by the following probabilities:

x1 0 1
x2 1 2 1 2
x3 x4
0 3 .01 .09 .02 .10
4 .03 .01 .04 .02
1 3 .05 .06 .06 .09
4 .07 .12 .08 .15

Generate one set of random variates for x1, x2, x3, x4.
6.3 Consider the multinomial distribution with k ¼ 4, p1 ¼ .4, p2 ¼ .3, p3 ¼ .2,
p4 ¼ .1 and n ¼ 5. Generate one set of random variates for x1, x2, x3, x4.
6.4 Consider x1, x2 that are related by the bivariate normal distribution with
m1 ¼ 1.0, m2 ¼ 0.8, s1 ¼ 0.2, s2 ¼0.1 and r ¼ 0.5. Generate one random
variate set of x1, x2.
6.6 Consider x1, x2 that are related by the bivariate lognormal distribution with
parameters my1 ¼ 20, my2 ¼ 2, sy1 ¼ 2, sy2 ¼ 0.5 and ry ¼ 0.8, where
yi ¼ ln(xi) for i ¼ 1,2. Generate one random variate set of x1, x2.
6.8 Generate the Cholesky matrix from the variance-covariance matrix:
2 3
16 4 2
4 4 4 15
2 1 1

6.9 The variables x1, x2, x3 are from a multivariate normal distribution with the
following matrices. Generate one random set of x1, x2, x3:
2 3 2 3
20 4 0 0
m¼4 6 5 C¼4 1 3 0 5
10 0:5 0:5 0:5

6.10 The variables x1, x2, x3 are from a multivariate lognormal distribution with the
following matrices from the transformed values of y1, y2, y3. Generate one
random set of x1, x2, x3:
2 3 2 3
2:0 4 0 0
my ¼ 4 0:6 5 Cy ¼ 4 1 3 0 5
1:0 0:5 0:5 0:5
Appendix B 157

Chapter 7

7.1 Consider a Poisson process where A(j) ¼ arrival rate, B(j) ¼ time for j ¼ 1,
2, 3, 4:

j 1 2 3 4 ......
AðjÞ 2 3 5 4
BðjÞ 0 1 2 3

Generate the random times of the first three arrivals.

7.2 Generate the batch size, x, for an arrival where x ¼ y + 1 and y is Posson
distributed with E(y) ¼ 2.4.
7.3 Generate a random variate, x, that is the time to fail for a unit that has four
active redundant units, with times denoted as y, that are Exponential and E
(y) ¼ 100.
7.5 Generate a random variate, x, that is the time to fail for a unit that has four
standby redundant units, with times denoted as y, that are Exponential and E
(y) ¼ 100.
7.7 From the integers of 1–20, generate the sequence of n ¼ 5 of them randomly
without replacement.
7.8 From a deck of N ¼ 52 regular cards, generate a random hand for a player
who will receive five of the cards. Use the same index to identify cards as
listed in the text.

Chapter 9

9.2 Simulation results of n ¼ 11 runs yields x ¼ 100 and s ¼ 18. Compute the
0.95 confidence limits for the true mean. Note, t10, 0.025 ¼ 2.228.
9.3 In Problem 9.2, the analyst wants (U – L) ¼ 5.0. How many more runs are
needed?
9.4 Simulation results of n ¼ 40 runs yield w ¼ 8 units with an attribute. Find the
0.95 confidence limits on the true proportion of units with the attribute.
9.5 In Problem 9.4, the analyst wants (U – L) ¼ 0.04. How many more runs are
needed?
9.6 Consider a machine shop where an order of No ¼ 15 is needed. A simulation
is run where the units started is Ns ¼ 20, and after n ¼ 1,000 simulation runs,
Ng ¼ 958 is the number of good units. The management wants to be 95%
certain that the number of good units will exceed No. Find the 0.95 confidence
interval on the probability that Ng will be equal or larger to No.
9.7 For Problem 9.6, how many more runs, if any, are needed so that the 0.95
confidence interval (from L to U) is always above the 0.95 specification mark?
158 Appendix B

9.9 Suppose two options are run in a simulation with results of n1 ¼ 20, x1 ¼ 1001
¼ 100 and s1 ¼ 30 for option 1, and n2 ¼ 20, x2 ¼ 95 and s2 ¼ 25 for
option 2. Assuming the two variances are the same, find the 0.95 confi-
dence limits on the difference between the two means.
9.10 A simulation is run with four options (i) and four observations (j) of each are
run with results in the table below. Use the one-way-analysis-of-variance
method to determine if all the means of the four options are the same at the
0.05 significance level. Note F3,12,0.05 ¼ 3.49.

Observations (j)
1 2 3 4
Options (i)
1 5 7 6 4
2 3 5 6 2
3 8 9 7 8
4 6 4 4 6

9.12 Using the results of Problem 9.10, compute the 0.95 confidence interval on the
difference between each pair of means, and label any that are significantly
different. Note, t0.025,12 ¼ 2.179.

Chapter 10

10.2 A sample of n ¼ 10 data entries are the following: (10, 13, 9, 7, 8, 12, 15, 10,
3, 8). Compute the following: x(1), x(n), x, s, cov, t.
10.3 From the data of Problem 10.2, compute the estimate of the location
parameter, g.
10.4 Consider the (n ¼ 15) sample data from a continuous uniform distribution:
(1.3, 1.4, 1.8, 2.3, 2.4, 2.5, 2.9, 3.1, 3.4, 3.9, 4.1, 4.7, 5.2, 5.7, 6.1). Find the
maximum likelihood estimates of the min and max parameters, (a, b). Now
find the method of moments estimators for a and b.
10.5 Suppose the n ¼ 12 sample data entries are the following: (10.4, 12.3, 13.5,
14.6, 15.1, 15.8, 16.2, 16.5, 17.3, 16.3, 15.1, 19.4). Assuming the data are
normally distributed, estimate the parameters of the mean and standard
deviation.
10.6 From the n ¼ 8 sample data: (0.7, 1.2, 1.8, 2.4, 4.0,10.3, 0.9, 1.4), estimate
the parameter for an exponential distribution.
10.7 Assume the lognormal variable x, with sample data: (10, 12, 15, 23, 40, 90,
217). Estimate the parameters for this distribution.
10.8 Suppose the variable x is assumed as gamma distributed and a sample of
n ¼ 50 yields the sample average of 33 and the sample variance of 342.
Estimate the parameters for the gamma distribution.
Appendix B 159

10.9 Suppose the variable x is assumed as beta distributed and estimates of the
following are given: mean ¼ 60, mode ¼ 80, min ¼ 0, max ¼ 100. Esti-
mate the parameters for the beta distribution.
10.10 The following (n ¼ 11) sample data are: (3, 3, 5, 7, 8, 8, 11,12,13,15,16).
Assuming the data comes from a discrete uniform distribution, estimate the
maximum likelihood estimate for the min and max (a, b). Now estimate the
parameters using the method of moments.
10.11 Suppose the variable x is from a binomial distribution with n ¼ 10, p is
unknown, and m ¼ 8 samples of x are (3, 2, 1, 5, 3, 4, 3, 2). Find the
maximum likelihood estimate of p.
10.12 Suppose the variable x is from a geometric distribution where p is unknown,
and m ¼ 6 samples of x are (3, 5, 8, 4, 7, 3). Find the maximum likelihood
estimate of p. Recall, x ¼ number of failures till a success.
10.13 Suppose the variable x is from a Pascal distribution with k ¼ 3, p is
unknown, and m ¼ 10 samples of x are (8, 9, 9, 12, 10, 13, 10, 12,
11, 13). Find the maximum likelihood estimate of p. Recall, x ¼ number
of failures till three successes.
10.14 Suppose the variable x is from a Poisson distribution where the parameter is
unknown, and m ¼ 7 samples of x are (3, 5, 2, 7, 4, 4, 1). Find the maximum
likelihood estimate of the parameter.
10.15 Consider the (n ¼ 15) sample data from Problem 10.4 and the maximum
likelihood estimates of the parameters. Assuming the continuous uniform
distribution, list the vectors Xs and Xf for the Q-Q Plot.
10.16 Consider the (n ¼ 11) sample data from Problem 10.10 and the maximum
likelihood estimates of the parameters. Assuming the discrete uniform
distribution pertains, list the vectors Fs and Ff for the P-P Plot.

Chapter 11

11.1 Suppose the variable x is from a continuous uniform distribution and an expert
estimates the minimum value is 50 and the 0.75-quantile is 90. Estimate the
parameters for this distribution.
11.2 Suppose the variable x is from a continuous uniform distribution and an expert
estimates the maximum value is 100 and the 0.20-quantile is 40. Estimate the
parameters for this distribution.
11.3 Assume a variable x from the triangular distribution where an expert estimates
the following: min ¼ 5, most likely ¼ 20 and the max ¼ 30. Estimate the
parameters for the standard triangular distribution.
11.4 Assume a variable x from the beta distribution where an expert estimates the
following: min ¼ 5, mean ¼ 18, most likely ¼ 20 and the max ¼ 30. Esti-
mate the parameters for the beta distribution.
160 Appendix B

11.5 Assume a variable x from the lognormal distribution where an expert

estimates the following: min ¼ 0, most likely ¼ 20 and the 0.95-quantile
¼ 100. Estimate the parameters for the lognormal distribution.
11.6 Assume a variable x from the Weibull distribution where an expert estimates
the following: min ¼ 0, most likely ¼ 20 and the 0.95-quantile ¼ 100. Esti-
mate the parameters for the Weibull distribution.
Appendix C

Solutions

2.1 4, 5, 10, 3. 0, 1, 6, 15, 12, 13, 2, 11, 8, 9, 14, 7

2.2 60, 48, 0
2,3 0.9375, 0.750, 0.000
3.1 1.429
3.2 1
3.3 1.084
3.4 1.526
3.5 1.260
3.6 1.918
3.7 4.899
3.8 4.484
3.9 0.500
3.10 6.978
3.11 4.899
4.1 4.600
4.2 2.271
4.3 8.948
4.4 4.230
4.5 0.00058
4.6 41.515
4.7 13.478.
4.8 114.18
4.9 1.283
4.10 3.535
4.11 151.98
4.12 0.063
4.13 0.697
5.1
1
5.2
1
(continued)

N.T. Thomopoulos, Essentials of Monte Carlo Simulation: Statistical Methods 161

for Building Simulation Models, DOI 10.1007/978-1-4614-6022-0,
# Springer Science+Business Media New York 2013
162 Appendix C

5.3 1
5.4 3
5.5 99
5.6 1
5.7 0
5.8 2
5.9 8
5.10 3
6.1 0,2,0,4
6.3 3,0,2,0
6.4 19.884, 2.326
6.6 2.686, 2.454
6.8 C¼ 4 0 0
1 1.732 0
0.5 0.289 0.666
6.9 X¼ 19.768
9.443
11.028
7.1 0.908, 2.865, 3.562
7.2 x¼6
7.3 67.14
7.5 193.76
7.7 8, 11, 3, 12, 6
7.8 8 H, AD, 6D, AS, KD
9.2 (L,U) ¼ (87.908, 112.091)
9.3 188 more
9.4 (L,U) ¼ (0.076, 0.324)
9.5 1,497 more’
9.6 (L,U) ¼ (0.946, 0.970)
9.7 1,415 more
9.8 (L,U) ¼ (
12.11, 22.11)
9.9 (L,U) ¼ (
0.1917, 0.0317)
9.10 F ¼ 6.61 Significant
9.12 1v2 0.476, 2.524 s
1v3
3.524,
1.475 s
1v4
0.524, 1.524 ns
2v3
5.024,
2.976 s
2v4
2.024, 0.024 ns
3v4 1.976, 4.024 s
10.2 x(1) ¼ 3
x(10) ¼ 15
x ¼ 9:5
s ¼ 3.375
cov ¼ 0.355
t ¼ 1.190
10.3
1
10.4 MLE: a ¼ 1.3, b ¼ 6.1
MOM: a ¼ 0.746, b ¼ 6.025
(continued)
Appendix C 163

10.5 N(15.208, 2.3552)

10.6 0.352
10.7 LN(3.457, 1.1392)
10.8 y ¼ 0:096
k ¼ 3.168
10.9 (a, b, k1, k2) ¼ (0,100,1.8,1.2)
10.10 MLE: a ¼ 3, b ¼ 16
MOM: a ¼ 1, b ¼ 17
10.11 0.2875
10.12 0.167
10.13 0.219
10.14 y ¼ 3:714
10.15 Xs ¼ (1.3,1.4, 1.8, 2.3, 2.4, 2.5, 2.9, 3.1, 3.4, 3.9, 4.1,4.7, 5.2, 5.7, 6.1)
Xf ¼ (1.46, 1.78, 2.10, 2.42, 2.74, 3.06, 3.38, 3.70, 4.02, 4.34, 4.66, 4.98, 5.30, 5.62, 5.94)
10.16 Fs ¼ (.045, .136, .227, .318, .409, 500, .591, .683, .774, .865, .955)
Ff ¼ (.071, .071, .214, .357, .429, .429, .643, .714, .786, .928, 1.000)
11.1 103.33
11.2 25
11.3 (0. 0.6, 1)
11.4 (5, 30, 1.3, 1.2)
11.5 LN(3.470, 0.6862)
11.6 k1 ¼ 1.44
k2 ¼ 45.54
References

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Fishman, G.S., Moore, L.R.: A statistical evaluation of multiplicative congruent random number
generators with modulus 231 -1. J. Am. Stat. Assoc. 77, 129–136 (1982)
Gentle, J.E.: Cholesky Factorization. In: Numerical Linear Algebra for Applications in Statistics,
pp. 93–95. Springer, Berlin (1958)
Hahn, G.J., Shapiro, S.S.: Statistical Models in Engineering. Wiley, New York (1994)
Hastings Jr., C.: Approximation for Digital Computers. Princeton University Press, Princeton
(1955)
Hines, W.W., Montgomery, D.C., Goldsman, D.M., Borror, C.M.: Probability and Statistics in
Engineering. Wiley, New Jersey (2003)
Kelton, W.D., Sadowski, R.P., Sturrock, D.T.: Simulation with Arena. McGraw Hill, New York
(2007)
Law, A.M.: Simulation Modeling and Analysis, 4th edn. McGraw Hill, Boston (2007)
Lehmer, D.H.: Mathematical methods in large scale computing units. Ann. Comput. Lab. 26,
142–146 (1951). Harvard University
Lewis, P.S.W., Goodman, A.S., Miller, J.M.: A pseudo random number generator for the system/
360. IBM Syst. J. 8, 136–146 (1969)
Payne, W.H., Rabung, J.R., Bogyo, T.P.: Coding the lehmer pseudorandom number generator.
Commun. Assoc. Comput. Mach. 12, 85–86 (1969)
Rand Corporation: A Million Random Digits with 100,000 Normal Deviates, Santa Monica (1946)
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Schever, E.M., Stoller, D.S.: On the generation of normal random vectors. Technometrics 4,
278–281 (1962)
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N.T. Thomopoulos, Essentials of Monte Carlo Simulation: Statistical Methods 165

for Building Simulation Models, DOI 10.1007/978-1-4614-6022-0,
# Springer Science+Business Media New York 2013
Index

A Chi-square variate, 41–42

Accept-reject (AR) method, 5, 15, 17–18, Cholesky decomposition, 57, 66–68, 70
31, 32 COBOL, 2
Active redundancy, 6, 71, 73–74, 78 Coefficient of variation (COV), 85–89,
Approximation formula, 5, 27, 41, 44, 96 115–118
Arrival rate, 54, 72, 80, 83, 91 Coefficients, 84, 124
Assembly line, 80, 100, 108 Collecting the data, 114
Autocorrelation, 13, 114–115 Comparing p1 and p2, 105–106
Average, 4, 6, 7, 12, 54, 55, 71–73, 81, 82, Comparing two options, 100–101
85–89, 91, 92, 101, 109, 110, 112, Comparing x1 and x2, 101
114–117, 119, 121–126, 128, 130, Component, 73–76, 99
131, 137 Composition, 21, 24, 25
Computer languages, 2
Computer simulation, 2, 6, 14, 26, 78–80, 83,
B 90, 91, 135, 145
Basic, 2 Computer simulation software, 3
Basic fundamentals, 3–4 Conditional, 63, 64, 66
Batch arrivals, 6, 71, 73, 78 Conditional distributions, 63–64
Batch size, 73, 82 Confidence interval, 4, 6, 91–98, 100–107, 111,
Bathtub, 34, 118, 139 112
Bernoulli, 5, 45, 47–49, 55 Confidence limits, 93–95, 97, 98, 100–103,
Beta, 5, 7, 27, 33–35, 44, 116–118, 123, 105–107, 111
137–140 Congestion time, 100, 101, 108
Beta function, 34 Congruent, 10–11, 14
Binomial, 5, 45, 48–49, 52, 55, 60, 116, 119, Constant, 6, 53, 71, 72, 78
124, 125, 133, 134 Continuous, 2–5, 7, 15–22, 24, 27–44, 57, 113,
32-bit word length, 11–12, 14 116, 126, 132, 135, 137, 139
Bivariate lognormal, 5, 47, 65, 66, 70 Continuous distributions, 22, 78, 117, 120,
Bivariate normal, 5, 57, 62, 64–65, 68, 70 127, 128
Buffer, 82–84 Continuous uniform, 5–7, 11, 12, 26–31, 37,
38, 44, 46–51, 55, 58, 73, 75, 91, 92,
116, 117, 120, 121, 127, 129, 137–138
C Continuous variable, 16, 139
C++, 2 Control variable, 6, 7, 91, 100, 113
Candidate, 7, 113, 116, 117, 119 Convolution method, 38
Central limit theorem, 30, 38, 41, 94–95, 104 Correlation, 63, 65
Chi square, 5, 12–13, 27, 40–44 Covariance, 63, 66–68

N.T. Thomopoulos, Essentials of Monte Carlo Simulation: Statistical Methods 167

for Building Simulation Models, DOI 10.1007/978-1-4614-6022-0,
# Springer Science+Business Media New York 2013
168 Index

Cumulative distribution, 18, 20, 25, 36, 58, 59, Forecast model, 84–89
127, 130, 137, 143 FORTRAN, 2
Cumulative distribution function (CDF), Frontline, 3
16–18, 21, 23–25, 28, 30, 35, 46, 48, 51,
52, 126, 132–135
Cycle, 10–14, 81–84 G
Cyclical, 6, 79, 83, 84, 90 Gamma, 5, 27, 31–33, 41, 44, 74–76, 91,
116–118, 122–123
Gamma function, 31, 35
D Gas station, 54, 96
Data, 2, 9, 24, 69, 79, 91–112, 113, 137–145 GAUSS, 2
Database, 84–85, 90 Geometric, 5, 45, 51, 52, 55, 116, 119–120,
Defectives, 50, 60, 61, 99 125, 133, 134
Degrees of freedom, 40–44, 93–95, 102–105, Goodness-of-fit, 13, 126, 132
109–112
Demand history, 84, 85, 87–89
Demand pattern, 85–89 H
Digits, Hastings approximation, 36–37
Discrete, 3–5, 7, 15, 16, 21, 45–55, 57, 78, 113, Hastings method, 37
114, 116, 124, 132, 135 Horizontal, 84–87, 89
Discrete arbitrary, 5, 45–46 Hyper geometric, 5, 45, 50, 55
Discrete distributions, 119, 123–124 Hypothesis, 12, 108, 110
Discrete uniform, 5, 46–47, 76, 77, 116, 119,
123, 124, 133
Discrete variable, 15–17 I
Idle time, 55, 80, 92, 100, 101, 108
Independence, 114
E Inter-arrival time, 72
Empirical, 4, 7, 114, 126, 132, 135, 137, Inventory, 7, 55, 85–87, 90, 113
139–142, 144, 145 Inventory manager, 7, 85–89, 113
Empirical grouped data, 25–26 Inverse function, 16, 20–22, 126
Empirical probability, 127 Inverse transform method (IT), 5, 15–17, 19,
Empirical ungrouped data, 24–25 24–26, 29, 36, 37
Emulate, 4, 6, 7, 12, 26, 79, 90, 91, 113, 118
Equilibrium, 4, 6, 55, 79–82, 84, 90
Erlang, 5, 21, 27, 30–31, 44 J
Estimating parameters, 120–126 JAVA, 2
Excel, 3 Joint probability, 5, 57, 58
Expected value, 12, 13, 23, 28–30, 34, 35, 42,
43, 45, 47–51, 53, 63, 73, 99, 101, 105,
109, 124, 125 L
Exponential, 5, 27–29, 31, 35, 44, 53, 54, Lehmer, D.H., 10
71–75, 99, 116, 117, 121–122, 130–131 Length of the cycle, 12
Lexis ratio, 115, 119, 120
Linear congruent generators, 10–11
F Linear congruent method, 14, 153
F distribution, 43 Location parameter, 91, 115–116, 118,
Fishers’ F, 5, 27, 43–44 141–143
Fixed time horizon, 71 Lognormal, 5, 7, 27, 39–40, 44, 116–118, 122,
Flipping coins, 2, 4, 9 131, 132, 138, 141–142
Forecast, 84–89 Los Alamos National Laboratory, 1
Forecast error, 85–89 Lower limit, 104, 108, 111
Forecasting, 84–85, 87, 88, 90 Lower-tail, 43
Index 169

M Number of failures, 51, 52, 119, 120, 125, 133

Maintenance, 6, 54, 79, 83, 91 Number of trials, 51, 52, 65, 74, 75, 119,
Manhattan project, 1, 3 120, 155
Marginal distribution, 59, 62–63
Matrices, 66–69, 156
Maximum, 20, 115, 116, 123, 124, 127 O
Maximum likelihood, 120, 121, One-way analysis of variance, 4, 108–111, 158
123–125, 133 Options, 100–108, 110, 111, 158
Maximum value, 7, 19–20, 137–140 Order statistics, 18–20
Mean, 4, 6, 7, 12, 13, 23, 28, 29, 31–33, 36, Outlier, 85, 87, 88
38–42, 49, 52, 60, 63–68, 73–75, 91–95, Output data, 4, 6, 79–83, 90–112
101–105, 108–112, 117–125,
140–142
Mean squares, 109, 110 P
Memoryless, Pair, 13, 64–66, 110, 126–128, 132, 158
Method of moments, 120–124 Parameter, 3, 4, 7, 10, 12, 14, 28, 30, 31, 35,
Metropolis, 1 40–42, 46, 49, 50, 52, 53, 66, 73, 75,
Microsoft, 3 85–89, 91, 113–116, 118–126, 130, 135,
Middle-square method, 1 137, 138, 141–144, 158, 159
Minimum, 16, 17, 19, 54, 72, 74, 75, 85, 91, Partial expectation, 58
115–117, 123, 124, 127, 138 Partial variance, 58
Minimum value, 7, 19, 20, 22, 74, 76, 99, 115, Partitions, 82–84
137–140 Partitions and buffers, 82–84
Mode, 17, 22, 23, 30, 34, 35, 118, 123, Pascal, 5, 21, 45, 52, 55, 116, 120, 125, 149,
139–143, 145 155, 159
Modular, 9–10 Percentage-point, 94
Modular arithmetic, 9–10 Physical methods, 2
Modulo, 9–11 Poisson, 5, 45, 49, 53–55, 73, 91, 116, 120,
Monaco, 1 125–126, 135, 149
Monte Carlo methods, 1–3 Poisson approximation, 49
Monte Carlo simulation, 3 Poisson process, 6, 71–72, 78, 157
Most likely, 7, 22, 23, 137, 139–141, 143 Poker, 6, 71, 77, 78
Multinomial, 3, 5, 57, 59–60, 70 Pooled variance, 102, 104
Multiplier, 12, 14 Population, 50, 60, 61, 76
Multivariate discrete arbitrary, 57–58 P-P Plot, 132–135
Multivariate hyper geometric, 3, 5, p-quantile, 7, 54, 137
60–61, 70 Probability density, 5, 16, 19, 21, 23, 27, 28,
Multivariate lognormal, 3, 57, 68–70 30, 34, 36, 40, 41, 153, 154
Multivariate normal, 3, 5, 57, 66–68, 70 Probability distribution, 3–7, 15, 26, 27, 36,
Multivariate random, 5, 57–70 44–46, 55, 57, 58, 61, 64, 70, 71, 79,
113–135, 137–145, 149, 154, 155
Probability fit, 127, 129
N Production, 100
Natural logarithm, 29, 32, 37, 39, 51, 118, 122, Proportion, 4, 6, 7, 91, 92, 96–101, 105–108,
130, 131, 141 112, 157
Negative binomial, 52 Proportion type data, 92, 96–100
No Data, 7, 137–145 Pseudo random numbers, 3, 13–14
Nonterminating, 4, 6, 79–84, 90
Normal, 5, 27, 30, 34–44, 49, 68, 85–89,
93–94, 96–98, 101–104, 116–118, 121, Q
128–131, 141, 149 Q-Q Plot, 126–132, 159
Number Months History, 85 Quantile, 54, 126–131, 137, 138, 141–143,
Number of fails, 119, 120, 125 145, 159, 160
170 Index

a-Quantile, 137, 141–143, 145 Sine-Cosine method, 38, 155

Queue, 81, 82, 92 Skewed to the left, 118, 139
Skewed to the right, 118, 139
Solver, 3
R Sorted, 19, 24, 115, 116, 121, 126–128, 130,
Ramp down, 34 132, 133, 135
Ramp up, 34 Sorted values, 19, 128
Rand corporation, 1–2 Special applications, 6, 71–78
Random integers, 6, 71, 76–78 SPSS, 2
Random integers without replacement, 76–78 Standard beta, 33–35
Random multinomial, 60 Standard deviation, 36, 40, 64–66, 85–87, 89,
Random number, 2–4, 9, 13, 14, 83, 86, 88, 89 93, 95, 96, 100, 102–104, 115–117, 121,
Random number generators, 2, 4, 9–14, 26 122, 128, 130, 131, 142
Random variable, 4, 5, 7, 11, 12, 15–22, 24, 26, Standard error, 85–87, 89, 93, 95, 97, 98,
27, 29, 30, 35, 45, 53, 57, 59, 61, 92, 102–104, 106, 107, 111
113, 114, 116, 117, 119, 120, 135, 149 Standard exponential, 129, 152
Random variate, 1, 3–6, 15–55, 57–71, 73–76, Standard normal, 5, 27, 36–42, 49, 64, 65,
78, 91, 92, 95, 150–157 67–69, 94, 106, 128, 131, 147, 151, 153
Redundancy, 6, 71, 73–76, 78 Standby redundancy, 6, 71, 75–76, 78
Reliability, 14, 73–76 Statistical analysis, 40, 42, 43, 80, 84
Repair shop, 6, 79, 91 Statistical measures, 7, 83, 113, 115
Replenish, 85–89 Steady state, 4
Residual error, 109, 110 Student’s t, 5, 27, 42, 47, 94–96, 102, 105,
Rolling dice, 2, 4, 9 111, 155
Roulette wheel, 2 Subcomponent, 74, 75
Summation, 21–22
Sum of squares, 109, 110
S Symmetric, 118
Sample, 1, 4, 7, 12, 13, 18, 49, 50, 60, 61, 76,
93, 94, 96, 105, 109, 110, 113–117, 119,
121, 122, 124–126, 128–133, 135, T
137–142, 144, 145, 155, 158, 159 Terminating system, 6, 79, 80, 84, 90, 97, 101,
Sample mean, 93–95, 101, 104, 111, 121, 104, 105, 107, 108, 112
124, 125 Time series, 84
Sample variance, 43, 93, 102, 119, 121, 122, Transforming data, 116, 117
124, 158 Transforming variables, 116
SAS, 2 Transient, 4, 6, 79–84, 90, 153, 154
Seasonal, 84, 88, 89 Transient stage, 4, 6, 55, 79–83
Seed, 10, 11, 13, 14, 153 Treatments, 108–110
Sequence, 10–14, 76–77, 100, 108, 114, 157 Trend, 84, 88, 89
Service, 7, 30, 54, 55, 80–83, 91, 92, 96, 113 Trials, 3, 48, 49, 51, 52, 59, 60, 65, 74–76,
Shuffling cards, 2, 4, 9 96, 99, 100, 119, 120, 124, 125,
Significant test, 102–103, 107–108 133, 155
Simulation, 2, 3, 5, 12, 14, 15, 25, 27, 42, 54, Triangular, 7, 22, 23, 137–139, 149, 154
65, 74, 76, 80, 82, 85, 86, 92, 95, 110, Triangular distribution, 22–23, 139, 159
138, 141, 142, 157 Truck dealership, 54
Simulation model, 2–4, 6, 7, 9, 14, 17, 23, 24, Truncated variables, 17–18
26, 29, 42, 47, 54, 55, 63, 71, 73–75,
78–80, 82–92, 96, 97, 99, 101, 104, 105,
107, 108, 110, 113, 114, 135, 137–142, U
144, 145 Ulam, 2
Simulation run, 6, 31, 36, 41, 44, 73, 74, 76, Uniform variates, 11, 12, 16, 18, 21, 23–26, 29,
79–90, 95, 101, 104, 105, 108, 157 30, 36–38, 47–49, 58
Index 171

Upper and lower limits, 93–95, 97, 101–108, Vector, 66–69, 127, 128, 159
111 Visual Basic, 2
Upper-tail, 43, 94 Von Neumann, J., 1
U.S. Air Force, 1–2

W
V Weibull, 5, 7, 27, 35–36, 44, 117–119, 137,
Variable type data, 92–96, 101, 108–112 138, 142–145, 149, 155, 160
Variance, 4, 12, 23, 28, 30–35, 39–43, 45, What if, 6, 7, 91, 113
47–53, 58, 60, 63, 64, 66, 67, 92, 93, 95, When need more accuracy, 96, 98–100
97, 98, 101–104, 107–109, 111, When n is small, 48
118–124, 141, 155, 158 When s1=s2, 102–103
Variance-covariance, 67, 68, 156 When s16¼s2, 103
Variate, 12, 15, 26, 31, 32, 38, 49, 53, 55, Without replacement, 6, 50, 60, 61, 71,
58–59, 61, 69, 153 76–78, 157