SIMULATION AND MODELING

INDEX

Page
No. Topic Date Sign
No.

1 Single-Channel Queuing Model 2-6

2 Multi-Channel Queuing Model 7-10

3 Inventory System 11-14

4 Discrete Distribution 15-25

5 Continuous Distribution 26-42

6 Generation of Random Numbers 43-48

7 Random Numbers Tests 49-64

8 Acceptance-Rejection Technique 65-69

Practical-01

1
 Single-Channel Queuing Model
Write a C/C++/Excel Program to simulate a Single-Channel Queuing Model.
For C/C++ Programming use the library functions to generate the n-digited random
numbers.
For Excel use the in-built function to generate the n-digited random numbers.

Distribution of Time between Arrivals

Accept probability values for the Inter-arrival time between (1 minute – 6 minutes).
Generate the Random-digit assignment.

Distribution of Service Time

Accept probability values for the Service Time between (1 minute – 6 minutes). Generate
the Random-digit assignment.

Total No. of Customers N=20.

Prepare a simulation table and answer the following queries such as find
i) Avg. waiting time (minutes)
ii) Probability that a customer has to wait
iii) Probability of idle server
iv) Avg. service time (minutes)
v) Avg. time between arrivals (minutes)
vi) Avg. waiting time of those who wait (minutes)
vii) Avg. time customer spends in the systems (minutes)

Theory: Simulation of queuing system:

 A queuing system is described by its calling population, the nature of the arrivals
the service mechanism, the system capacity, and the queuing discipline.
 Thus for simulation of queuing system, we need to generate arrivals and service
times. The
time for arrivals and service times should be random( as time represents real world situation).
These random times are generated with the help of random no’s.

Example: Single Channel Queue

In the single queue, the system works an (First-In-First-Out) FIFO by a single
server or channel.
In a single channel queuing system, inter-arrival times and service times are
generated from the distributions of random numbers

-2-
Given Data:
Distribution of Service Time:
Accept probability values for the Service Time between (1 minute – 6 minutes).
Generate the Random-digit assignment.
Service-Time Distribution:
Service Time Distribution

Service
Cumulative
Time Probability
Probability
(Minutes)

1 0.10 0.10
2 0.20 0.30
3 0.30 0.60
4 0.25 0.85
5 0.10 0.95
6 0.05 1.00

This is service-time distribution in which service time varies from 1 to 6 minutes with the
probabilities.

Distribution of Time between Arrivals:

Accept probability values for the Inter-arrival time between (1 minute – 6 minutes).
Generate the Random-digit assignment.

This is the simulation study for Single-Channel Queuing System

Distribution of Time between Arrivals

Time
between Cumulative
Probability
Arrivals Probability
(Minutes)
1 0.125 0.125
2 0.125 0.250
3 0.125 0.375
4 0.125 0.500
5 0.125 0.625
6 0.125 0.750
7 0.125 0.875
8 0.125 1.000

Explanation of Simulation Table for Single Channel Queuing System

-3-
 Column Description
Customer the customers in order of their arrival.

Inter-arrival Time the inter-arrival time of the customer at the random fashion.

Arrival Time the arrival time of the previous customer and the present customer.

Service Time the estimated time taken by the system to complete the service.

Time Service the starting time of the service.

Waiting Time in Queue the time taken by the customers wait in queue.

Time Service Ends the time at which the service to customers ends.

Time Customer spends the total time taken by the customer to complete its service in the system.

Idle Time of Server the time at which server was in idle state.

1.

2.

3.

4.

5.

6.

7.

Simulation Table for Queuing Example:

-4-
 Clock Clock Clock
Time
Customer
Waiting Spends
Interarrival Service Time Time Time in Idle Time
Time Arrival Time Service in Queue Service System of Server
Customer (Minutes) Time (Minutes) Begins (Minutes) Ends (Minutes) (Minutes)
1 0 0 4 0 0 4 4 0
2 8 8 4 8 0 12 4 4
3 1 9 2 12 3 14 5 0
4 1 10 2 14 4 16 6 0
5 5 15 2 16 1 18 3 0
6 6 21 3 21 0 24 3 3
7 6 27 6 27 0 33 6 3
8 1 28 4 33 5 37 9 0
9 5 33 2 37 4 39 6 0
10 6 39 5 39 0 44 5 0
11 3 42 4 44 2 48 6 0
12 7 49 3 49 0 52 3 1
13 2 51 1 52 1 53 2 0
14 1 52 4 53 1 57 5 0
15 3 55 4 57 2 61 6 0
16 4 59 2 61 2 63 4 0
17 4 63 4 63 0 67 4 0
18 4 67 1 67 0 68 1 0
19 4 71 3 71 0 74 3 3
20 4 75 3 75 0 78 3 1
75 774 63 799 25 862 88 15

VBA Code:

To insert the Visual Basic Code Tools → Macro → Visual Basic Editor

Module:

Option Explicit

-5-
Function Discrete(Prob As Range, Value As Range)
Dim lRowLast, row As Long
Dim UpperLimit As Double, U As Single
U = Rnd()
lRowLast = Prob.Rows.Count
For row = 1 To lRowLast
UpperLimit = Prob.Cells(row, 1).Value
If U <= UpperLimit Then
Discrete = Value.Cells(row, 1).Value
Exit Function
End If
Next row
Discrete = 0
End Function

Sheet1:

Private Sub RunTrial_Click()

Sheet1.Calculate
End Sub

Solutions of the queries:

Average Waiting time 1.25

Probability that a Customer has to wait 0.5
Probability of an idle Customer 0.0174
Average Service Time (Minutes) 3.15
Average Time Between Arrivals (Minutes) 3.947
Average waiting Time of those who wait (Minutes) 2.5
Average time customer spends in the system (Minutes) 4.4

Practical-02

Multi-Channel Queuing Model

Write a C/C++/Excel Program to simulate a Multi-Channel Queuing Model (e.g. Able
and Baker) with one of the servers getting the higher preference.

-6-
For C/C++ Programming use the library functions to generate the n-digited random
numbers.
For Excel use the in-built function to generate the n-digited random numbers.
Given:
Inter-arrival Distribution of cars
Accept probability values for the Inter-arrival time between (1 minute - 4 minutes).
Generate the Random-digit assignment.
Service Distribution of Able
Accept probability values for the Service Time between (2 minutes - 5 minutes).
Generate the Random-digit assignment.
Service Distribution of Baker
Accept probability values for the Service Time between (3 minutes - 6 minutes).
Generate the Random-digit assignment.
Total No. of Customers N=20.

Prepare a simulation table and do the subsequent analysis for 20 service completions
and answer the following queries such as find:
1) Percentage of time Able and Baker individually where busy over total
service time.
2) Percentage of arrivals had to wait.
3) The average waiting time for all the customer
4) The average waiting time for the customer who had to wait.
Draw the conclusion regarding the system and cost of waiting.

Theory: The Able-Baker Carhop Problem

This example illustrates the simulation procedure when there is more than one
service channel.
Consider a drive-in restaurant where carhops take orders and bring food to the car.
Cars arrive in the manner shown in the table of Inter-arrival Distribution of Cars.

Given Data:
The time between calls ranges from 1 to 4 minutes with distribution as shown in
following table:
Inter-arrival Time Distribution of Cars:

Inter-arrival Probability Cumulative

Time Probability
1 0.25 0.25
2 0.40 0.65
3 0.20 0.85
4 0.15 1.00
There are two carhops – Able and Baker. Able is better able to do the job and works a bit
faster than baker. A simplifying rule is that Able gets the customer if both carhops are
idle. Perhaps, Able has seniority.

-7-
Service Distribution of Able:
Accept probability values for the Service Time between (2 minutes - 5 minutes).
Generate the Random-digit assignment.

Service Distribution of Baker:

Accept probability values for the Service Time between (3 minutes - 6 minutes).
Generate the Random-digit assignment.

Service Time Distribution

Able Baker
Service Cumulativ Service Cumulativ
Probabilit Probabilit
Time e Time e
y y
(Minutes) Probability (Minutes) Probability
2 0.30 0.30 3 0.35 0.35
3 0.28 0.58 4 0.25 0.60
4 0.25 0.83 5 0.20 0.80
5 0.17 1.00 6 0.20

The problem is to find how well the current arrangement is working, This is the simulation
study for Multi-Channel Queuing System.

Explanation of Simulation Table for Multi Channel Queuing system:

Column Description

Caller No the customers in order of their arrival

Inter-arrival Time the inter-arrival time of the customer at the random fashion

Arrival Time the arrival time of the previous customer and the present customer

Able Available the time when able is available

Baker Available the time when baker is available

Server Chosen the available server chosen for the service
Service Time the estimated time for the completion of service

Time Service Begins the starting time of the service

Service-Completion the time at which service is completed
Time
Caller Delay the time for which the customer as to wait for service

Simulation Table for Carhop Example :

-8-
VBA Code:

-9-
To insert the Visual Basic Code Tools → Macro → Visual Basic Editor

Module:

Option Explicit
Dim lCountCalls As Long
Function Discrete(Prob As Range, Value As Range)
Dim lRowLast, row As Long
Dim UpperLimit As Double, U As Single
U = Rnd()
lRowLast = Prob.Rows.Count
For row = 1 To lRowLast
UpperLimit = Prob.Cells(row, 1).Value
If U <= UpperLimit Then
lCountCalls = lCountCalls + 1
Discrete = Value.Cells(row, 1).Value
Exit Function
End If
Next row
Discrete = 0
End Function

Sheet1:
Private Sub RunTrial_Click()
Sheet1.Calculate
End Sub

Observation:
a) Over the 41-minutes period Able was busy 95.12% of the time.
b) Over the 42-minute period Baker was busy 78.57% of the time. The seniority rule
keeps Baker less busy (and gives Able more tips).
Nine of the 20 arrivals i.e. 45% had to wait.
The average waiting time for all customers was about 1.2 minutes (72 seconds).
The average waiting time for customers who had wait is 3 minutes.

Conclusions:
In summary, this system seems well balanced. One server cannot handle all the diners,
and three servers would probably be too many. Adding an additional server would surely
reduce the waiting time. However, the cost of waiting would have to be quite high to
justify an additional server.

Practical-03

Inventory System

-10-
Write a C/C++/Excel Program to simulate an Inventory System:
(“The Newspaper Seller’s Problem”).
For C/C++ Programming use the library functions to generate the n-digited random
numbers.
For Excel use the in-built function to generate the n-digited random numbers.
Given:
Distribution of Newspapers Demanded

Demand Probability Distribution

Demand Good Fair Poor
40 0.03 0.10 0.44
50 0.05 0.18 0.22
60 0.15 0.40 0.16
70 0.20 0.20 0.12
80 0.35 0.08 0.06
90 0.15 0.04 0.00
100 0.07 0.00 0.00

Random digit assignment for Type of Newsday

Accept the probabilities for the three type of news days: Good, Fair and Poor.

Prepare the simulation table for Purchase of 70 newspapers and find out the total
profit.
Total Profit = (revenue from sales) – (cost of newspapers) –
(lost profit from excess demand) + (salvage from sale of scrap papers)

Theory: An important class of simulation problems involves inventory systems. The total
cost(or total profit) of an inventory system is the measure of performance.
In the following example for deciding how many newspaper to buy, only a single
time period specifies length is relevant, and only a single procurement is made. Inventory
remaining at the end of the single time period is sold for scarp or discarded.

Example: The News Dealer’s Problem

A classical inventory problem concerns the purchase and sales of newspapers. The
newsstand buys the papers for 33 cents each and sells them for 50 cents each.
Newspapers not sold at the end of the day are sold as scrap for 5 dents each. Newspapers
not sold at the end of the are sold as scrap for 5 cents each. New papers can be purchased
in bundles of 10. Thus, the newsstand can buy 50, 60, and so on. There are three types of
Newsday: “good”; “fair”; and “poor”; they have the probabilities 0.35, 0.45, and 0.20,
respectively. The distribution of newspaper demanded on each of these days is given in
following Table
Given Data:
Distribution of Newspapers Demanded :

-11-
 Demand Probability Distribution
Demand Good Fair Poor
40 0.03 0.10 0.44
50 0.05 0.18 0.22
60 0.15 0.40 0.16
70 0.20 0.20 0.12
80 0.35 0.08 0.06
90 0.15 0.04 0.00
100 0.07 0.00 0.00
The problem is to compute the optimal number of papers the newsstand should purchase.
This will be accomplished simulation demands for 20 days and recording profits from
sales each day.

The profits are given by the following relationship:

Total Profit = (revenue from sales) – (cost of newspapers) – (Lost profit from excess
demand) + (salvage from sale of scrap papers)

Following table provide the random digit assignments for the types of newsday’s and the
demands for those newsdays.
Random-Digit Assignment for Type of Newsday:

Type of Newsday
Cumulative
Type Probability
Probability
Good 0.35 0.35
Fair 0.45 0.80
Poor 0.20 1.00

Random-Digit Assignment for Newspapers Demanded:

Distribution of Newspapers Demanded

Demand Probabilities Cumulative Probabilities
Demand
Good Fair Poor Good Fair Poor
40 0.03 0.10 0.44 0.03 0.10 0.44
50 0.05 0.18 0.22 0.08 0.28 0.66
60 0.15 0.40 0.16 0.23 0.68 0.82
70 0.20 0.20 0.12 0.43 0.88 0.94
80 0.35 0.08 0.06 0.78 0.96 1.00
90 0.15 0.04 0.00 0.93 1.00 1.00
100 0.07 0.00 0.00 1.00 1.00 1.00

To solve this problem by simulation requires setting a policy of buying a certain number
of papers each day, then simulating the demands for papers over the 20-day time period

-12-
to determine the total profit. The policy(number of newspaper purchased) is changed to
other values and the simulation repeated until the best value is found.

Given Data:

Purchase Price $0.33

Selling Price $0.50
Scrap Value $0.05
Number Purchased by News Dealer 70

VBA Code:

To insert the Visual Basic Code Tools → Macro → Visual Basic Editor

Module:

Option Explicit
Dim lCountCalls As Long
Function Discrete(Prob As Range, Value As Range)
Dim lRowLast, row As Long
Dim UpperLimit As Double, U As Single
U = Rnd()
lRowLast = Prob.Rows.Count
For row = 1 To lRowLast
UpperLimit = Prob.Cells(row, 1).Value
If U <= UpperLimit Then
lCountCalls = lCountCalls + 1
Discrete = Value.Cells(row, 1).Value
Exit Function
End If
Next row
Discrete = 0
End Function

Sheet1:
Private Sub RunTrial_Click()
Sheet1.Calculate
End Sub

The simulation table for the decision to purchase 70 newspaper:

-13-
 Lost
Profit
Revenue from Salvage
Type of from Excess from Sale Daily Daily
Day Newsday Demand Sales Demand of Scrap Cost Profit
1 Fair 60 $30.00 $0.00 $0.50 $23.10 $7.40
2 Fair 60 $30.00 $0.00 $0.50 $23.10 $7.40
3 Good 70 $35.00 $0.00 $0.00 $23.10 $11.90
4 Fair 40 $20.00 $0.00 $1.50 $23.10 -$1.60
5 Fair 40 $20.00 $0.00 $1.50 $23.10 -$1.60
6 Fair 60 $30.00 $0.00 $0.50 $23.10 $7.40
7 Fair 80 $35.00 $1.70 $0.00 $23.10 $10.20
8 Fair 80 $35.00 $1.70 $0.00 $23.10 $10.20
9 Poor 40 $20.00 $0.00 $1.50 $23.10 -$1.60
10 Poor 60 $30.00 $0.00 $0.50 $23.10 $7.40
11 Fair 80 $35.00 $1.70 $0.00 $23.10 $10.20
12 Poor 40 $20.00 $0.00 $1.50 $23.10 -$1.60
13 Good 100 $35.00 $5.10 $0.00 $23.10 $6.80
14 Fair 70 $35.00 $0.00 $0.00 $23.10 $11.90
15 Fair 40 $20.00 $0.00 $1.50 $23.10 -$1.60
16 Good 60 $30.00 $0.00 $0.50 $23.10 $7.40
17 Fair 60 $30.00 $0.00 $0.50 $23.10 $7.40
18 Good 70 $35.00 $0.00 $0.00 $23.10 $11.90
19 Fair 70 $35.00 $0.00 $0.00 $23.10 $11.90
20 Fair 50 $25.00 $0.00 $1.00 $23.10 $2.90
TOTAL PROFIT : $124.30

Practical-04

Discrete Distribution

-14-
Theory: Discrete Distributions
Discrete random variables are used to describe random phenomena in which only
integer values can occur. Four distributions are described in the following subsections.

4.1 Bernoulli Distribution

Write a C/C++/Excel Program to find the Probability Mass Function (pmf)  p(X),
mean  E(X) and Variance  V(X), for the Bernoulli distribution. Accept the
probability of success p, the probability of failure q, no. of trials n from the user and
display the value of pmf.

Theory:
The n Bernoulli trials are called a Bernoulli process if the trials are independent, each trial
has only two possible outcome (success (p) & failure (q)), and the probability of success
remains constant from trial to trial. Thus,

p =

Algorithm:

Begin
1) Enter n bernoulli trials.
2) Enter trial no. to check the probability at.
3) Enter the probability of success.
4) Generate random sequence x[i].
5) if x[i]=1
pmf=p
else if x[i]=0
pmf=q
else
pmf=0
6) Mean E(x) = p
7) Variance V(x) = p(1-p)
End

4.2 Binomial Distribution

Write a C/C++/Excel Program to find the Probability Mass Function (pmf)  p(X),
mean E(X) and Variance  V(X), for the Binomial Distribution. Accept the
probability of success p, the probability of failure q, no. of trials n from the user and
display the value of pmf.

-15-
Theory: The random variable X that denotes the number of success in n Bernoulli Trial has
a binomial distribution given by p where,

Where,

Mean E
Variance V

Algorithm:

Begin
1) Enter the number of trials, n
2) Enter the success in the trials, x
3) Enter the probability in the process, p
4) q=1-p
5) ans=|n|= n!/x!(n-x)!
|x|
6) pmf=p(x)=ans*pow(p,x)pow(q,n-x))
7) mean E(x)= n*p
8) variance V(x) = n*p*q
End

4.3 Geometric Distribution

Write a C/C++/Excel Program to find the Probability Mass Function (pmf)  p(X),
mean  E(X) and Variance  V(X), for the Geometric Distribution . Accept the
probability of success p, the probability of failure q, no. of trials to achieve the first
success is x from the user and display the value of pmf.

Theory: The geometric distribution is related to a sequence of Bernoulli trials: the random
variable of interest, X, is define to be the number of trials to achieve the first success. The
distribution of X is given by,

-16-
 p

Mean E

Variance V

Algorithm:

Begin
1) Enter number of trials.
2) Enter the trials to achieve first success.
3) Enter the probability of success.
4) Evaluate q=1-p.
5) pmf= p(x) = pow(q,x-1)*p for x=1,2,3....n
=0 otherwise
6) Mean E(x)=1/p
7) Variance V(x) =q/p*p
End

4.4 Poisson Distribution

Write a C/C++/Excel Program to find the Probability Mass Function (pmf)  p(X) for
the Poisson Distribution. Accept the mean and variance from the user and display the
value of pmf Also find the cumulative Poisson distribution table.

Theory: The Poisson mass function is given by,

Mean E Variance

-17-
 The cumulative distribution is given by (cdf)

Algorithm:

Begin
1) Enter total number of trials.
2) Enter the trial no. at which the probability needs to be checked.
3) Enter the mean ( ).
4) if alpha > 0
if x 0 && x n
pmf =p(x)=
else
pmf=0
else
alpha is invalid
5) Cumulative Distribution:
For i=0 to x
F(x) =expo (-alpha)*pow(alpha,i)/i!
6) Mean E(x) = Variance V(x)=alpha
End

-18-
Code:

#include<stdio.h>
#include<conio.h>
#include<math.h>
#include<stdlib.h>

void Bernoulli_Distribution();
void Binomial_Distribution();
void Geometric_Distribution();
void Poisson_Distribution();
long float fact(int);
void main()
{
int choice,flag=1;
clrscr();
while(flag==1)
{
printf("\n\n\t 1:Bernoulli Distribution.");
printf("\n\n\t 2:Binomial Distribution.");
printf("\n\n\t 3:Geometric Distribution.");
printf("\n\n\t 4:Poisson Distribution.");
printf("\n\n\t Enter The Choice Of Distribution : ");
scanf("%d",&choice);
flag=0;
switch(choice)
{
case 1:clrscr();
flag=1;
printf("\t\t\t\tBERNOULLI DISTRIBUTION\n\n");
Bernoulli_Distribution();
break;
case 2:clrscr();
flag=1;
printf("\t\t\t\tBINOMIAL DISTRIBUTION\n\n");
Binomial_Distribution();
break;
case 3:clrscr();
flag=1;
printf("\t\t\t\tGEOMETRIC DISTRIBUTION\n\n");
Geometric_Distribution();
break;
case 4:clrscr();
flag=1;
printf("\t\t\t\tPOISSON DISTRIBUTION\n\n");
Poisson_Distribution();
break;

-19-
 Default:
printf("\n You have entered wrong chioce.");
flag=0;
exit(0);

}
}
}
void Bernoulli_Distribution()
{
float p,q,x[100],pmf,a;
int i,n,j;
printf("\n Enter The Total number of Trials(n) : ");
scanf("%d",&n);
printf("\n Enter the probability of success in the experiment (p) : ");
scanf("%f",&p);
q=1-p;
printf("\n\n The Probability of failure is (q) : %f",q);
randomize();
printf("\n\n %d Trials are : \n\n",n);
for(i=0;i<n;++i)
{
a=random(10);
if(x[a]==1)
x[i]=a;
else
x[i]=a*0.01;

printf("%f\t",x[i]);
}
printf("\n\n Enter the Trial number,which you want to check the pmf : ");
scanf("%d",&j);
if(x[j]==1)
pmf=p;
else if(x[j]==0)
pmf=q;
else
pmf=0;
printf("\n\n RESULT :");
printf("\n\n The PMF is : %f",pmf);
printf("\n\n The mean of the Trial is [E(x)] : %f",p);
printf("\n\n The Variance of the Trial is [V(x)] : %f",(p*q));
}
void Binomial_Distribution()
{
float p,q;

-20-
 int i,n,x;
long float ans,pmf=0;
printf("\n\nEnter The Number of Trial in Experiments (n) : ");
scanf("%d",&n);
printf("\n\n Enter The number to check the Probability for (x) : ");
scanf("%d",&x);
printf("\n\n Enter The Probability of success in the experiment (p) : ");
scanf("%f",&p);
q=1-p;
printf("\n\nThe Probability of failure in the experiment is (q) : %f",q);
for(i=0;i<=x;++i)
{
if(i==0)
ans=1;
else
ans=(long float)(fact(n)/(fact(i)*fact(n-i)));
//printf("\n ans : %lf",ans);
pmf=pmf+(long float)((ans)*(pow(p,i))*(pow(q,(n-i))));
}
printf("\n\n RESULT :");
printf("\n\n The PMF is : %lf",pmf);
printf("\n\n The mean of the Trial is [E(x)] : %f",n*p);
printf("\n\n The Variance of the Trial is [V(x)] : %f",(n*p*q));

}
void Geometric_Distribution()
{
float p,q,pmf;
int i,n,x;
printf("\n\n Enter The Number of trial to get first success in Experiments : ");
scanf("%d",&x);
printf("\n\n Enter The Probability of Success in The experiments(p) : ");
scanf("%f",&p);
q=1-p;
printf("\n\n The Probability of failure is : %f",q);
if(x>=1)
pmf=(float)(pow(q,x-1)*p);
else
pmf=0;
printf("\n\n RESULT :");
printf("\n\n The PMF is : %f",pmf);
printf("\n\n The mean of the Trial is [E(x)] : %f",(1/p));
printf("\n\n The Variance of the Trial is [V(x)] : %f",(q/(p*p)));

}
void Poisson_Distribution()

-21-
{
long float pmf,cdf=0,factx,expo,alphapow,facti,alphai;
float alpha;
int i,x;
printf("\n\n Enter The Trial you want to check for (x) : ");
scanf("%d",&x);
printf("\n\n Enter The mean for the trial (alpha) : ");
scanf("%f",&alpha);
if(x>=0 && alpha>0)
{
factx=fact(x);
expo=exp(-(alpha));
alphapow=pow(alpha,x);
pmf=(((expo)*(alphapow))/factx);
printf("\n\nPMF is %.3lf",pmf);
for(i=0;i<=x;++i)
{
facti=fact(i);
alphai=pow(alpha,i);
cdf=cdf+(((expo)*(alphai))/facti);
}
printf("\n\n CDF is : %lf",cdf);

}
else
pmf=0;
printf("\n\n The mean and variance of Poisson Distribution is : %f",alpha);
}
long float fact(int n)
{
int i;
long float f=1;
for(i=1;i<=n;++i)
{
f=f*i;
}
return(f);
}

-22-
Output:
/*

!-----------------------------------------------------------------------------------------!

DISCREET DISTRIBUTION

1:Bernoulli Distribution.

2:Binomial Distribution.

3:Geometric Distribution.

4:Poisson Distribution.

Enter The Choice Of Distribution :1

BERNOULLI DISTRIBUTION

Enter The Total number of Trials(n) : 20

Enter the probability of success in the experiment (p) : 0.04

The Probability of failure is (q) : 0.960000

20 Trials are :

0.090000 0.050000 0.050000 0.090000 0.010000

0.070000 0.030000 0.010000 0.060000 0.000000
0.040000 0.070000 0.070000 0.000000 0.070000
0.030000 0.050000 0.060000 0.000000 0.010000

Enter the Trial number,which you want to check the pmf : 9

RESULT :

The PMF is : 0.960000

The mean of the Trial is [E(x)] : 0.040000

The Variance of the Trial is [V(x)] : 0.038400

1:Bernoulli Distribution.

2:Binomial Distribution.

3:Geometric Distribution.

-23-
 4:Poisson Distribution.

Enter The Choice Of Distribution :2

BINOMIAL DISTRIBUTION

Enter The Number of Trial in Experiments (n) : 50

Enter The number to check the Probability for (x) : 2

Enter The Probability of success in the experiment (p) : 0.02

The Probability of failure in the experiment is (q) : 0.980000

RESULT :

The PMF is : 0.921573

The mean of the Trial is [E(x)] : 1.000000

The Variance of the Trial is [V(x)] : 0.980000

1:Bernoulli Distribution.

2:Binomial Distribution.

3:Geometric Distribution.

4:Poisson Distribution.

Enter The Choice Of Distribution : 3

GEOMETRIC DISTRIBUTION

Enter The Number of trial to get first success in Experiments : 3

Enter The Probability of Success in The experiments(p) : 0.6

The Probability of failure is : 0.400000

RESULT :

The PMF is : 0.096000

-24-
The mean of the Trial is [E(x)] : 1.666667

The Variance of the Trial is [V(x)] : 1.111111

1:Bernoulli Distribution.

2:Binomial Distribution.

3:Geometric Distribution.

4:Poisson Distribution.

Enter The Choice Of Distribution : 4

GEOMETRIC DISTRIBUTION

Enter The Number of trial to get first success in Experiments : 3

Enter The Probability of Success in The experiments(p) : 0.6

The Probability of failure is : 0.400000

RESULT :

The PMF is : 0.096000

The mean of the Trial is [E(x)] : 1.666667

The Variance of the Trial is [V(x)] : 1.111111

1:Bernoulli Distribution.

2:Binomial Distribution.

3:Geometric Distribution.

4:Poisson Distribution.

Enter The Choice Of Distribution : 0

*/

Practical-05

-25-
 Continuous Distributions

Theory: Continuous Distributions:

Continuous random variables can be used to describe random phenomena
in which the variable of interest can take on any value in some interval. Seven
distributions are described in following subsections.

5.1 Uniform Distribution:

Write a C/C++/Excel Program to find Probability Distribution Function (pdf) and

Cumulative Distribution Function (cdf) for Uniform Distribution Accept the parameters a
and b from the user for the random variable X which is distributed uniformly between a
and b.

Theory: A random variable X is uniformly distributed on the interval (a,b) if its pdf is
given by ,and cdf is given by

The Mean and the variance is givne by

-26-
5.2 Exponential Distribution

Write a C/C++/Excel Program to find Probability Distribution Function (pdf) and

cumulative Distribution Function (cdf) for Exponential Distribution. Accept from the
user the parameter of distribution  > 0.

Theory: A random variable X is said to exponentially distributed with parameter >0 &
its pdf & cdf is given by

The Mean & Variance given by

-27-
5.3 Erlang Distribution

Write a C/C++/Excel Program to find Probability Distribution Function (pdf) and

cumulative Distribution Function (cdf) for Erlang Distribution Accept the order k
(When  = k) of the distribution and the parameter k from the user.

Theory: The pdf given below is often referred to as Erlang distribution of order k when
 = k, an integer. The mean & variance of gamma variance, are valid regardless of value
of . The expected value of the sum of the random, variable is the sum of the expected
value of each random variable. Thus,

The expected value of the exponentially distributed X are each given by 1/k. Thus,

If the random variable X are independent, the variance of their sum is the sum of the
variance, or

When  = k, a positive integer, the cdf is given by

5.4 Normal Distribution:

-28-
Write a C/C++/Excel Program to find Probability Distribution Function (pdf) and
Cumulative Distribution Function (cdf) for Normal Distribution Accept mean , variance 2
and the transformation variable z = t -  / .

Theory: A random variable X with mean  ( ) and the variance >0

has a normal distribution if has a pdf

Algorithm:
Begin
1) Read the randon variable x,mean,variance.
2) if variance > 0
sigma=sqrt(variance)
pdf=(1/(sigma*sqrt(2*3.142)))*exp((-1/2)*(pow((x-
mean)/sigma,2)));
Note : Its not possible to evaluate cdf in close form
End

5.5 Weibull Distribution

-29-
Write a C/C++/Excel Program to find Probability Distribution Function (pdf) and cumulative
Distribution Function (cdf) for Weibull Distribution Accept for a random variable X with the
location parameter , scale parameter  > 0, and the shape parameter  > 0 from the user.

Theory: The random variable X has a weibull distribution if its pdf has the form

The three parameters of the weibull distribution are

1. v ( )  the location parameter;

2.  ( > 0)  the scale parameter.
3.  ( > 0) - the shape parameter.

When the v=0, Weibull distribution becomes

When v = 0 and  = 1. Letting  = 1 the Weibull Distribution are given by the following
expression.

The mean & variance of the Weibull are given by the following expression :

Where

Algorithm:
Begin
1) Read the random variable x.
2) Read the location parameter v.
3) Read the scale parameter alpha
4) Read the shape parameter beta.
5) if alpha >0 && beta >0
if x > v || v==0

-30-
 pdf=(beta/alpha)*(pow((x-v)/alpha,beta-1)*exp(pow(-((x-v)/alpha),beta)));
else
if v == 0 && alpha == 1 && x >= 0
pdf=(1/alpha)*exp(-(x/alpha));
else
pdf=0
if x >= v
cdf=1-exp(-(pow((x-v)/alpha,beta)));
else
cdf=0
End

5.6 Triangular Distribution

Write a C/C++/Excel Program to find Probability Distribution Function (pdf) and

Cumulative Distribution Function (cdf) for Triangular Distribution Accept parameters a,b,c
where a  b  c from the user.

Theory: A random variable X has a triangular distribution if its pdf is given by

The mode occurs at x = b. The parameters ( a, b, c) can be related. The cdf is given by

The mean

5.7 Lognormal Distribution

Write a C/C++/Excel Program to find Probability Distribution Function (pdf) and

Cumulative Distribution Function (cdf) for Lognormal Distribution Accept parameters mean
 and variance 2 from the user.

Theory: A random variable X has a Lognormal Distribution if its pdf is given by

Where > 0. The mean and variance of lognormal random variable are

-31-
The parameters come from the fact that when Y has N ( ) distribution, then
Y
X = e has a lognormal distribution with parametes . If the mean & variance of
the lognormal are know to be , respectively, then the parameters are
given by

Code:

#include<stdio.h>
#include<conio.h>
#include<math.h>
#include<stdlib.h>

void uniform_distribution();
void exponential_distribution();
void weibull_distribution();
void erlang_distribution();
void normal_distribution();
void triangular_distribution();
void lognormal_distribution();
long fact(int);

void main()
{
int choice,flag=1;
clrscr();
while(flag==1)
{
printf("\n\t\t\t Continuous Distribution.");
printf("\n\n1. Uniform Distribution.");
printf("\n2. Exponential Distribution.");
printf("\n3. Erlang Distribution.");
printf("\n4. Normal Distribution.");
printf("\n5. Weibull Distribution.");
printf("\n6. Triangular Distribution.");
printf("\n7. Lognormal Distribution.");
printf("\n\n\nSelect Any One Of The Options : ");
scanf("%d",&choice);
flag=0;
}
switch(choice)

-32-
 {
case 1:
clrscr();
uniform_distribution();
break;
case 2:
clrscr();
exponential_distribution();
break;
case 3:
clrscr();
erlang_distribution();
break;
case 4:
clrscr();
normal_distribution();
break;
case 5:
clrscr();
weibull_distribution();
break;
case 6:
clrscr();
triangular_distribution();
break;
case 7:
clrscr();
lognormal_distribution();
break;
default:
break;
}
getch();
}

void uniform_distribution()
{
float a,b,x,pdf,cdf,mean,variance;
float f[10];
printf("\t\t\t CONTINIOUS DISTRIBUTION");
printf("\n\n\t\t\t Uniform Distribution ");
printf("\nEnter a = ");
scanf("%f",&a);
printf("\nEnter b = ");
scanf("%f",&b);
printf("\nEnter Random Variable(x) = ");
scanf("%f",&x);
if(a<=x && x<=b)
{
pdf=1/(b-a);
printf("\nPDF is %.3f.",pdf);

-33-
 }
else
{
pdf=0;
printf("\nPDF is %.3f.",pdf);
}
if(x<a)
{
printf("\nCDF is 0.");
}
else if(a<=x && x<b)
{
cdf=(x-a)/(b-a);
printf("\nCDF is %.3f.",cdf);
}
else if(x>=b)
{
printf("\nCDF is 1.");
}
mean=(a+b)/2;
variance=pow((b-a),2)/12;
printf("\n\nMean E(x) = %.3f.",mean);
printf("\nVariance V(x) = %.3f.",variance);
getch();
}

void exponential_distribution()
{
float lambda,x,pdf,cdf,mean,variance;
printf("\t\t\t CONTINIOUS DISTRIBUTION");
printf("\n\n\t\t\t Exponential Distribution");
printf("\n\nEnter random variable(x) = ");
scanf("%f",&x);
printf("\nEnter parameter(lambda) = ");
scanf("%f",&lambda);
if(lambda < 0)
{
printf("\nError : lamda should be greater than 0");
exit(0);
}
else
{
if(x>=0)
{
pdf=lambda*(exp(-lambda*x));
printf("\nPDF is %.3f",pdf);
cdf=1-(exp(-lambda*x));
printf("\nCDF is %.3f",cdf);
}
else
{

-34-
 x=0;
printf("\n PDF is 0");
printf("\n CDF is 0");
}
}
mean=1/lambda;
variance=1/pow(lambda,2);
printf("\n\nMean E(x) = %f",mean);
printf("\nVariance V(x) = %f",variance);
getch();
}
void erlang_distribution() //has only cdf no pdf
{
float theta,k,cdf,sum,x,mean,variance;
int i,flag=0;
printf("\t\t\t CONTINIOUS DISTRIBUTION");
printf("\n\n\t\t\t Erlang Distribution");
printf("\n\nEnter the Shape parameter(Beta)= ");
scanf("%f",&k);
while(flag==0)
{
if( k <= 0)
{
printf("\nError : Beta should be greater than zero.");
flag=0;
}
else
flag=1;
}
printf("\nEnter the scale parameter(theta)= ");
scanf("%f",&theta);
printf("\nEnter the random variable(x) = ");
scanf("%f",&x);
if(x>0)
{
for(i=0;i<k;i++)
{
sum=sum+(((exp(-k*theta*x))*pow(k*theta*x,i))/fact(i));
cdf=1-sum;
}
printf("\nCDF = %.4f",cdf);
}
else
printf("\nCDF = 0");
mean=pow(theta,-1);
variance=1/(k*pow(theta,2));
printf("\n\nMean = %.3f",mean);
printf("\nVariance = %.3f",variance);
getch();
}
void normal_distribution()

-35-
{
float variance,sigma,mean,x,pdf;
printf("\t\t\t CONTINIOUS DISTRIBUTION");
printf("\n\n\t\t\t Normal Distribution\n");
printf("\nEnter random variable(x)= ");
scanf("%f",&x);
printf("\nEnter the mean= ");
scanf("%f",&mean);
printf("\nEnter The variance(sigma^2)= ");
scanf("%f",&variance);

if(variance<0)
{
printf("\n\nError : Variance should be greater than zero.");
exit(0);
}
sigma=sqrt(variance);
pdf=(1/(sigma*sqrt(2*3.142)))*exp((-1/2)*(pow((x-mean)/sigma,2)));
printf("\nPDF is %.3f",pdf);
printf("\nMean is %.3f",mean);
printf("\nVariance is %.3f",variance);
getch();
}
void weibull_distribution()
{
float x=0,alpha=0,beta=0,v=0,mean=0,variance=0,ans=0;
float pdf=0,cdf=0,ans1=0;
int flag=0;
printf("\t\t\t CONTINIOUS DISTRIBUTION");
printf("\n\n\t\t\t Weibull Distribution\n");
printf("\n\nEnter the random variable(x)= ");
scanf("%f",&x);
while(flag==0)
{
printf("\nEnter the value for shape paramater(beta)= ");
scanf("%f",&beta);
printf("\nEnter the value for scale parameter(alpha)= ");
scanf("%f",&alpha);
if(alpha>0 && beta>0)
flag=1;
else
{
printf("\nError : Value of alpha and beta should be greater than
zero");
flag=0;
}
}
printf("\nEnter value for location parameter(v)= ");
scanf("%f",&v);

if(x>=v || v==0)

-36-
 {
ans1=(x-v)/alpha;
pdf=(beta/alpha)*pow(ans1,beta-1)*exp(pow(-ans1,beta));
printf("\n\nResults : ");
printf("\nPDF is %.3f",pdf);
}
else
if(v==0 && alpha==1 && x>=0)
{
pdf=(1/alpha)*exp(-(x/alpha));
printf("\n\nResults :");
printf("\nPDF is %.3f",pdf);
}
else
printf("\nPDF is 0.");

if(x>=v)
{
cdf=1-exp(-(pow( ((x-v)/alpha),beta)));
printf("\nCDF is %.3f",cdf);
}
else
{
printf("\nCDF is 0");
}
mean=(float)v+( alpha * fact(1/beta));
ans=fact(2/beta)-pow(fact(1/beta),2);
variance=(float)pow(alpha,2)*ans;
printf("\n\nMean E(X) = %.0f",mean);
printf("\n\nThe variance V(X) = %.0f",variance);
getch();
}
void triangular_distribution()
{
float a,b,c,x,cdf,pdf,r1,mean,var,mode;
int flag=1;
printf("\t\t\t CONTINIOUS DISTRIBUTION");
printf("\n\n\t\t\t Triangular Distribution");
printf("\n\nEnter the random variable x :");
scanf("%f",&x);
printf("\nEnter the parameter values such that a<=b<=c :");
while(flag==1)
{
printf("\nEnter a = ");
scanf("%f",&a);
printf("\nEnter b = ");
scanf("%f",&b);
printf("\nEnter c = ");
scanf("%f",&c);
if(a<=b && b<=c)
flag=0;

-37-
 else
{
printf("\nError : The values should be as a<=b<=c\n");
flag=1;
}
}
if(a<=x && x<=b)
{
pdf=(2*(x-a))/((b-a)*(c-a));
}
else
{
if(b<x && x<=c)
{
pdf=(2*(c-x))/((c-b)*(c-a));
}
else
pdf=0;
}
if(x <= a)
cdf=0;

if(a < x && x <= b)

{
cdf=((x-a)*(x-a))/((b-a)*(c-a));
}
if(b < x && x <= c)
{
cdf= 1 - (((c-x)*(c-x))/((c-b)*(c-a)));
}
if(x > c)
{
cdf=1;
}
mean=(a+b+c)/3;
mode=(3*mean)-(a+c);
printf("\n\nResults : ");
printf("\nPDF is %.3f",pdf);
printf("\nCDF is %.3f",cdf);
printf("\nMean is %.3f",mean);
printf("\nThe mode is %.3f",mode);
getch();
}
void lognormal_distribution()
{
float x,mu,sigma,mul,sl,pdf,cdf,mean,variance,ans1,ans2;
printf("\t\t\t CONTINIOUS DISTRIBUTION");
printf("\n\n\t\t\t Lognormal Distribution");
printf("\n\nEnter the random variable(x)= ");
scanf("%f",&x);
printf("\nEnter the value for (Mue)L = ");

-38-
 scanf("%f",&mul);
printf("\n\nEnter the value for (Sigma)L^2 = ");
scanf("%f",&sl);
mu=log((mul*mul)/(sqrt((mul*mul)+(sl))));
sigma=log(((mul*mul)+(sl))/(mul*mul));
ans1=1/(sqrt(2*3.142) * sqrt(sigma) * x);
ans2=exp(-(pow(log(x)-mu,2)/(2*pow(sigma,2))));
if(x>0)
{
pdf=ans1*ans2;
}
else
{
pdf=0;
}
mean=exp(mu+((sigma*sigma)/2));
variance=exp((2*mu)+(sigma)) * (exp(sigma)-1);
printf("\n\nResults :");
printf("\nPDF is %.3f",pdf);
printf("\nCDF is %.3f",cdf);
printf("\nThe meu is %.3f",mu);
printf("\nThe sigma is %.3f",sigma);
printf("\nThe mean is %.3f",mean);
printf("\nThe variance is %.3f",variance);

}
long fact(int num)
{
long f=1;
int i;
for(i=num;i>=1;i--)
f=f*i;
return(f);
}

Output :
/*

CONTINIOUS DISTRIBUTION

Uniform Distribution

Enter a = 1

Enter b = 2

Enter Random Variable x = 1.3

PDF is 1.000.

-39-
CDF is 0.300.

Mean E(x) = 1.500.

Variance V(x) = 0.083.

Exponential Distribution

Enter x = 2

Enter parameter lambda = 0.333

PDF is 0.171
CDF is 0.486

Mean E(x) = 3.003003

Variance V(x) = 9.018026

Erlang Distribution

Enter the Shape parameter Beta : 3

Enter the Scale parameter theta = 0.0166

Enter the random variable x = 50

CDF = 0.4536

Mean = 60.241
Variance = 1209.658

Normal Distribution

Enter random variable x : 56

Enter the mean = 50

Enter The variance i.e sigma^2 :9

PDF is 0.133
Mean is 50.000
Variance is 9.000

Weibull Distribution

Enter the random variable x :2000

Enter the value for shape paramater beta = 0.333

Enter the value for scale parameter alpha = 200

-40-
Enter value for location parameter v = 0

Results :
PDF is 0.000
CDF is 0.884

Mean E(X) = 1200

The variance V(X) = 27360000

Triangular Distribution

Enter the random variable x :2.5

Enter the parameter values such that a<=b<=c :

Enter a = 0.05

Enter b = 1.1
Enter c = 6.5

Results :

PDF is 0.230
CDF is 0.541
Mean is 2.550
The mode is 1.100

Lognormal Distribution

Enter the random variable x = 2

Enter the value for (Mue)L = 20

Enter the value for (Sigma)L = 25

Results :
PDF is 0.000
CDF is 0.000
The meu is 2.965
The sigma is 0.061
The mean is 19.439
The variance is 25.000

!---------------------------------------------------------------------------------------!
*/

-41-
 Practical-06

Generation of Random Numbers

Write a C/C++/Excel Program to generate Random Numbers using:

 Linear Congruential Method. Accept constant multiplier a, increment c,
modulus m and seed Xo from the user
 Combined Linear Congruential Method. Accept constant multiplier a,
increment c, modulus m and seed Xo from the user Repeat the procedure for
new seed value.

Theory:
Random Number Generation
Random numbers are necessary basic ingredient in the simulation of almost all discrete
system. Most computer languages have a subroutine or function that will generate a
random number.

Techniques for Generating Random Numbers

6.1 Linear Congruential Method : The liner congruential method produces a sequence of
random integers between zero & m – 1 according to the following recursive
relationships

The initial vale Xo is called the seed, a is called the constant multiplier, c is the increment,
and m is the modulus. If c not equal to zero, the form is called the mixed congruential
method. When c is equal to zero, the form is called as multiplicative congruential method.

Algorthim:

-42-
 Begin
1. Read the constant multiplier a, incremental factor c, value of modulus m,
seed x0, Number of random numbers to be generated.
2. for i=0 to n
x[i+1]=(a*x[i]+c)mod m
r[i+1]=(x[i+1]/m)
Note : I f c=0 then it is known as multiplicative congruential method
if c!=0 then it is known as mived congruential method.
End

6.2 Combined Congruential Method: If are independent,

discrete-valued random variables, but one of them say , is uniformly distributed on the
integer ) to m-1, then

Is uniformly distributed on the integer 0 to m -2. The jth generator is producing integer X
that are approximately uniformly distributed on 1 to m -1, and is
approximately uniformly distributed on 0 to m -2. Thus the suggested combined generator of
the form

with

R =

-43-
Code :

#include<stdio.h>
#include<math.h>
#include<conio.h>
#include<stdlib.h>

void linear_congruential();
void combined_linear_congruential();

void main()
{
int flag=1,choice;
clrscr();
while(flag==1)
{
printf("\n\n\t\t\t Random Number Generation");
printf("\n\n1. Linear Congruential Method.");
printf("\n2. Combined Linear Congruential Method.");
printf("\n\nEnter your choice =");
scanf("%d",&choice);
flag=0;
}
switch(choice)
{
case 1:
clrscr();
linear_congruential();
break;
case 2:
clrscr();
combined_linear_congruential();
break;
default:
exit(0);
}
getch();
}
void linear_congruential()
{
int a,c,m,x[50],n,i;
float r[50];
printf("\n\n\t\t\t Random Number Generation");

-44-
 printf("\n\n\t\t\t Linear Congruential Method");
printf("\n\n\nEnter the value for constant multiplier a : ");
scanf("%d",&a);
printf("\nEnter the value for increment c : ");
scanf("%d",&c);
printf("\nEnter the value for modulus m : ");
scanf("%d",&m);
printf("\nEnter the value for seed x0 : ");
scanf("%d",&x[0]);
printf("\n\nHow many random numbers do you want to be generated : ");
scanf("%d",&n);
for(i=0;i<n;i++)
{
x[i+1]=(a*x[i]+c)%m;
r[i+1]=(float)x[i+1]/m;
}
printf("\n\nRandom Integers\t\tRandom Numbers\n\n");

for(i=1;i<=n;i++)
{
printf("%d",x[i]);
printf("\t\t\t%0.3f",r[i]);
printf("\n");
}
getch();
}
void combined_linear_congruential()
{
long x[20],x1[20][20],m[5],sum,rg,n,a[5],i,j,temp;
double r[20];
printf("\n\n\t\t\t Random Number Generation");
printf("\n\n\t\t Combined Linear Congruential Method");
printf("\n\n\nEnter number of random no. generators you want = ");
scanf("%ld",&rg);
printf("\n\nEnter how many random numbers you want to generate = ");
scanf("%ld",&n);
for (i=0;i<rg;i++)
{
printf("\n\nGenerator %d :",i+1);
printf("\n\nEnter the value of constant multiplier a : ");
scanf("%ld",&a[i]);
printf("\nEnter the value of modulus m : ");
scanf("%ld",&m[i]);
printf("\nEnter the Seed value x0 : ");
scanf("%ld",&x1[i][0]);
}
printf("\n\nRandom numbers are : \n\n\n");
printf("Random Integer");
printf("\tRandom Number\n\n\n");
for (j=0;j<rg;j++)

-45-
 {
for (i=0;i<n;i++)
{
x1[j][i+1]=(a[j]*x1[j][i])%m[j];
}
}
for (i=0;i<n;i++)
{
sum=0;
for (j=0;j<rg;j++)
{
temp=pow((-1),j);
sum=sum+((temp)*(x1[j][i]));
}
x[i]=sum%(m[0]-1);
if (x[i]>0)
{
r[i]=(double)x[i]/m[0];
}
else if(x[i]==0)
{
r[i]=(double)(m[0]-1)/m[0];
}
printf("%.3ld",x[i]);
printf("\t%.3lf",r[i]);
printf("\n");
}
getch();
}

/*
Output
Random Number Generation

Linear Congruential Method

Enter the value for constant multiplier a : 16

Enter the value for increment c : 21

Enter the value for modulus m : 100

Enter the value for seed x0 :18

How many random numbers do you want to be generated : 5

Random Integers Random Numbers

-46-
9 0.090
65 0.650
61 0.610
97 0.970
73 0.730

!-----------------------------------------------------------------------------------------!

Combined Linear Congruential Method

Enter number of random no. generators you want = 3

Enter how many random numbers you want to generate = 6

Generator 1 :

Enter the value of constant multiplier a : 25

Enter the value of modulus m : 200

Enter the Seed value x0 : 23

Generator 2 :

Enter the value of constant multiplier a : 21

Enter the value of modulus m : 54

Enter the Seed value x0 : 10

Generator 3 :

Enter the value of constant multiplier a : 52

Enter the value of modulus m : 100

Enter the Seed value x0 : 56

Random numbers are :

Random Integer Random Number

003 0.125
004 0.167
004 0.167
018 0.750

-47-
004 0.167
017 0.708

*/

Practical-07

Random Numbers Tests

Write a Menu-driven C/C++ Program to test the Random Numbers using

Frequency Test
 Chi-Square Test. Accept n random numbers, level of significance , number of
intervals n, set of observed values and set of estimated values.

 Kolmogorov-Smirnov Test: Accept n random numbers, number of observation

N, the set of observation (Ri) where I  i  N

 Runs Test: Accept n random numbers and level of significance  to reject or

accept the given set of random numbers
 Runs up and Runs Down Test: Accept the total number of runs a to find the
mean and variance of a
 Runs below and above mean test: Accept the number of individual observations
above and below the mean as N1 and N2, the total number of runs as b to find
the mean and variance for b

 Autocorrelation Test: Accept N random numbers, level of significance , the lag

m, the starting number i, M such that i+(M+1)m<=N

 Gap Test: Accept N random numbers level of significance , Find the number of
gaps for all digits occurring in the random number sequence

Theory: Test for Random Numbers

The desirable properties of random numbers are uniformity and independence.

7.1 Frequency Test

This is a test for checking uniformity, here,

- Ho : Ri ~ U[0,1]
- H1 : Ri ~ U[0,1]

(a) The kolmogorov-simirnov test :

Algorithm:

-48-
 Step1 : Rank the data from smallest to largest. Let R(i) denote the ith smallest
observation, so that

Step2 : Compute

Step3: Compute D = max ( D+,D-).

Step4: Determine the critical value, Dα , from Table A.8 for the specified significance
the level α and the given sample size N

Step5: If the sample statistic D is greater than the critical value Dα, the null
hypothesis that the data are a sample from the uniform distribution is rejected.
If D D α, conclude that no difference has been detected between the true
distribution of { } and the uniform distribution

7.2 Run Test:

Run : A run is defined as succession of similar events preceded and

followed by a different even

Runs test : This is a test for checking independence Ho: Ri ~ independently Hi : Ri ~

independently.

Accept n random numbers and level of significance  to reject or accept the given set of
random numbers

(a) Runs up and Runs down:

Here, we are concerned with number of runs. Too few or too many runs would indicate
non-random behavior of data.

An up run is a sequence of numbers each of which is succeeded by a large number. A

down run is sequence of numbers each of which is succeeded by a smaller number. A
’+’(‘_’) sign will indicate an observation which is fallowed by a larger (smaller) number.

-49-
Runs up and Runs Down Test: Accept the total number of runs a to find the mean and
variance of a

The runs test examines the arrangement of numbers in a sequence to test the
hypothesis of independence. A run is defined as a succession of similar events preceded
followed by a different run. The length of the run is the number of events that occur in the
run..
If a is the total number of runs in a truly random sequence, the mean ans the variance
of a are given by

For N > 20 the distribution of a is reasonably approximated by a normal distribution,

. That is, the statistic is

(b) Runs above and below the mean :

A ‘+’ sign will be used to denote an observation above mean, and a ‘_’
sign will denote an observation below the mean.

Runs below and above mean test: Accept the number of individual observations above and
below the mean as N1 and N2, the total number of runs as b to find the mean and variance
for b

The test for runs up and down is not completely adequate to assess the independence of a
group of numbers. Let n1 and n2 be the individual observation above and below the mean
and Let b be the total numbers of runs. The maximum number of runs is N = n1 + n2 and the
minimum number of run is one. Given n1 & n2 the mean and variance are give by,

and,

-50-
For either n1 or n2 greater than 20, b is approximately normally distributed. The test statistic
can be formed by subtracting the mean from the number of runs & diving by the standard
deviation, or

(c) Autocorrelation Test

The tests for autocorrelation are concerned with the dependence between numbers in
a sequence . The test requires the computation of autocorrelation bwtween every m numbers
( m is also known as the lag ) starting with the i th number. Thus, the autocorrelation
between the following numbers would be of the interest:
. The value M is the largest integer such that i +
(M+1) m , where N is the total number of values in a sequence. The formula for is
given by

and

-51-
Code:

#include<stdio.h>
#include<conio.h>
#include<stdlib.h>
#include<math.h>

float max (float,float);

void ks_test();
void runUp_runDown();
void runAboveMean_runBelowMean();
void auto_correlation();

void main()
{
int flag=1,choice;
clrscr();
while(flag==1)
{
printf("\t\t\t\tRANDOM NUMBER TEST\n");
printf("\n\n1) Kolmogorov-Simrnov Test");
printf("\n\n\n\t\t\t\tRUN TEST");
printf("\n\n2) Runs up and runs down. ");
printf("\n3) Runs above the mean & below the mean");
printf("\n4) Test for Autocorrelation");
printf("\n\nEnter your choice : ");
scanf("%d",&choice);
flag=0;
}
switch(choice)
{
case 1:
clrscr();
ks_test();
break;
case 2:
clrscr();
runUp_runDown();
break;
case 3:
clrscr();
runAboveMean_runBelowMean();
break;
case 4:
clrscr();
auto_correlation();

-52-
 break;
default:
exit(0);
}
getch();
}

void ks_test()
{
float r[100],temp=0,a[100],b[100],c[100],temp1=0,max_b,max_c,max_d,alpha,d_critical;
int i=0,j=0,N=0;//flag1=1;
char b1,c1;
printf("\t\t\t\t FREQUENCY TEST");
printf("\n\n\t\t\t Kolmogorov-Simrnov Test ");
printf("\n\nEnter the number of random numbers to be generated : ");
scanf("%d",&N);
printf("\n\nNote : Sinificance level alpha should be from : 0.10 0.05 0.01");
while(flag1==1)
{
printf("\nEnter the significance level alpha : ");
scanf("%f",&alpha);
if(alpha!=(float)0.10 || alpha!=(float)0.05 || alpha!=(float)0.01)
{
printf("\nError :Incorrect Value of alpha");
alpha=0;
flag1=1;
}
else
flag1=0;
}
printf("\n\nEnter the critical value of D for alpha=%f at N=%d : ",alpha,N);
scanf("%f",&d_critical);
randomize();
for(i=1;i<=N;i++)
{
r[i]=random(100)*(0.01);
if( r[i] == 0.00 )
r[i]=random(10)*(0.1);
}
//Step 1 : rank the random numbers in ascending order
for(i=1;i<=N;i++)
{
for(j=i+1;j<=N;j++)
{
if( r[i] > r[j] )
{
temp=r[i];
r[i]=r[j];
r[j]=temp;
}

-53-
 }
}
printf("\n\nR[i]\t\t i/N\t\t (i/N-R[i]) R[i]-(i-1)/N");
for(i=1;i<=N;i++)
{
a[i]=(float)i/N;
b[i]=a[i]-r[i];
temp1=(float)(i-1)/N;
c[i]=r[i]-temp1;
if(b[i] < 0)
{
b1=' ';
printf("\n%.2f\t\t %.2f\t\t %c\t \t%.2f",r[i],a[i],b1,c[i]);
}
else if(c[i] < 0)
{
c1=' ';
printf("\n%.2f\t\t%.2f\t\t %.f\t %c ",r[i],a[i],b[i],c1);
}
else
printf("\n%.2f\t\t%.2f\t\t %.2f\t %.3f ",r[i],a[i],b[i],c[i]);
}
//To find the max
max_b=b[1];
max_c=c[1];
for(i=1;i<N;i++)
{
max_b=(float)max(b[i+1],max_b);
max_c=(float)max(c[i+1],max_c);
}
printf("\n\n\nD+ = max{ (i/N)-R(i) } for 1 <= i <= N");
printf("\n\nMax { i/N-R(i) (D+) } =%.3f",max_b);
printf("\n\n\nD- = max { (R(i)-(i-1)/N) } for 1 <= i <= N");
printf("\n\nMax { R(i)-(i-1)/N } =%.3f",max_c);
max_d=max(max_b,max_c);
printf("\n\n\nD = Max(D+,D-) = %.3f",max_d);
printf("\n\nResult :");
if(max_d < d_critical)
{
printf("\n\nSince the computed value of D=%.3f is less than given
D=%.3f",max_d,d_critical);
printf("\nthe hypothesis of no difference between the distribution of
generated number");
printf("\n& the uniform distribution is not rejected");
}
else
{
printf("\n\nSince the computed value of D=%f is greater than given
D=%f ,",d_critical);
printf("\nthe hypothesis of no difference between the distribution of
generated number");

-54-
 printf("\n& the uniform distribution is rejected");
}
getch();
}
void runUp_runDown()
{
float r[100],meu_a=0,sigma_a=0,a=0,Z=0,alpha=0.025,a_critical=1.96;
char runs[100];
int N=0,i=0,flag=1,ctr1=0,ctr2=0;
printf("\t\t\t\t RUN TEST");
printf("\n\n\t\t\t Runs up runs Down Test ");
printf("\n\nEnter the number of random numbers to be generated : ");
scanf("%d",&N);
printf("\n\n");
//printf("\n\nEnter the significane level (alpha)= ");
//scanf("%f",&alpha);
randomize();
printf("\n\n\nRandom Numbers : \n");
for(i=1;i<=N;i++)
{
r[i]=random(100)*(0.01);
if( r[i] == 0.00 )
r[i]=random(10)*(0.1);
printf("%.2f ",r[i]);
}
meu_a=(float)(2*N-1)/3;
sigma_a=(float)(16*N-29)/90;
for(i=1;i<N;i++)
{
if(r[i] < r[i+1])
{
runs[i]='+';
}
else
{
runs[i]='-';
}
}
printf("\n\n\n ");
//Calculates the number of length of runs.
for(i=0;i<N-1;i++)
{
if(runs[i]==runs[i+1])
{
while(runs[i]==runs[i+1])
{
i=i+1;
}
ctr1=ctr1+1;
//again i is incremented from the for loops
}

-55-
 else
ctr2=ctr2+1;

}
a=ctr1+ctr2;
Z=(float)((a-meu_a)/sqrt(sigma_a));
printf("\n\nRuns: \n\n");
for(i=1;i<N;i++)
{
printf("%c ",runs[i]);
}
printf("\n\n\nMean (mue) = %.3f ",meu_a);
printf("\n\nVariance (sigma) = %.3f ",sigma_a);
printf("\n\nObserved number of runs (a)= %.3f",a);
printf("\n\nZ= %.3f",Z);
printf("\n\n\n\nResult :");
if( Z < a_critical)
{
printf("\n\nSince, the critical value of Z = %.3f less that
Z(%.3f)=%.3f" ,Z,alpha,a_critical);
printf(" the independence cannot be rejected");
}
else
{
printf("\n\nSince, the critical value of Z = %.3f not less than
Z(%.3f)=%.3f," ,Z,alpha,a_critical);
printf("\nthe independence is rejected");
}
getch();
}
void runAboveMean_runBelowMean()
{
float r[100],meu_b=0,sigma_b=0,b=0,Z=0,alpha=0.025;
float a_critical=1.96,p1=0,p2=0,p3=0;
char runs[100];
int N=0,i=0,n1=0,n2=0,ctr1=0,ctr2=0;
printf("\t\t\t\t RUN TEST");
printf("\n\n\t\t\t Runs Above & below the mean");
printf("\n\nEnter the number of random numbers to be generated : ");
scanf("%d",&N);
printf("\n\n");
//printf("\n\nEnter the significane level (alpha)= ");
//scanf("%f",&alpha);
randomize();
printf("\n\n\nRandom Numbers : \n");
for(i=1;i<=N;i++)
{
r[i]=random(100)*(0.01);
if( r[i] == 0.00 )
r[i]=random(10)*(0.1);
printf("%.2f ",r[i]);

-56-
}
for(i=1;i<N;i++)
{
if(r[i] > 0.495)
{
runs[i]='+';
}
else
{
runs[i]='-';
}
}
printf("\n\nRuns :\n\n");
for(i=1;i<N;i++)
{
printf("%c ",runs[i]);
}
for(i=1;i<N;i++)
{
if(runs[i] == '+')
n1++;
else
n2++;
}
printf("\n\nn1=%d",n1);
printf("\n\nn2=%d",n2);
meu_b=(float)(2*n1*n2/N)+0.5;
p1=2*n1*n2;
p2=p1*(p1-N);
p3=pow(N,3)-N;
sigma_b=(float)(p2/p3);
for(i=0;i<N-1;i++)
{
if(runs[i]==runs[i+1])
{
while(runs[i]==runs[i+1])
{
i=i+1;
}
ctr1=ctr1+1;
//again i is incremented from the for loops
}
else
ctr2=ctr2+1;
}
b=ctr1+ctr2;
if(n1 > 20 || n2 > 20)
{
Z=(float)(b-meu_b)/sqrt(sigma_b);
}
printf("\n\n\nMean (mue) = %.3f ",meu_b);

-57-
 printf("\n\nVariance (sigma) = %.3f ",sigma_b);
printf("\n\nObserved number of runs (b)= %.3f",b);
printf("\n\nZ= %.3f",Z);
printf("\n\n\nResult : ");
if( Z < a_critical)
{
printf("\n\nSince, the critical value of Z = %.3f less that Z(%.3f)=%.3f,\
n",Z,alpha,a_critical);
printf("the independence cannot be rejected");
}
else
{
printf("\n\nSince, the critical value of Z = %.3f not less than Z(%.3f)=%.3f\
n",Z,alpha,a_critical);
printf("\nthe independence is rejected");
}
getch();
}
void auto_correlation()
{
float r[100],meu_a=0,sigma_a=0,alpha=0.025,a_critical=1.96,ans=0,rho=0,sigma=0,Z=0;
int N=0,j=0,flag=1,i=0,M=0,m=0;
printf("\t\t\t\t TEST OF AUTO CORRELATION");
printf("\n\n\nEnter the number of random numbers to be generated : ");
scanf("%d",&N);
printf("\n\n");
//printf("\n\nEnter the significane level (alpha)= ");
//scanf("%f",&alpha);
randomize();
//Accept & prints Random Numbers
printf("\n\nRandom Numbers : \n\n");
for(j=1;j<=N;j++)
{
r[j]=random(100)*(0.01);
if( r[j] == 0.00 )
r[j]=random(10)*(0.1);
printf("%.2f ",r[j]);
}
printf("\n\nEnter the lag m (every m numbers)= ");
scanf("%d",&m);
printf("\n\nEnter the gap to test i (starting from i'th number) = ");
scanf("%d",&i);
printf("\n\nNote : Enter the Value of M such that i+(M-1)*m <= N \n\n");
while(flag==1)
{
printf("Enter M (largest integer)= ");
scanf("%d",&M);
if(i+(M+1)*m >= N)
{
printf("\n\nIncorrect Value of M\n\n");
flag=1;

-58-
 }
else
{
flag=0;
}
}
for(j=0;j<=M;j++)
{
ans=ans+r[i+j*m]*r[i+(j+1)*m];
}
rho=(pow((M+1),-1))*ans-0.25;
float s1=0,s2=0;
s1=(float)sqrt((13*M)+7);
s2=(float)12*(M+1);
sigma=(float)s1/s2;
Z=rho/sigma;
printf("\n\nrho(%d)(%d) = %.3f",i,m,rho);
printf("\n\nsigma = %.3f",sigma);
printf("\n\nZ(%.3f)(%d) = %.3f ",alpha,N,Z);
printf("\n\n\nResult : \n\n");
if( Z < a_critical)
{
printf("\n\Since, the critical value of Z = %.3f less that
Z(%.3f)=%.3f,\n",Z,alpha,a_critical);
printf("the independence cannot be rejected");
}
else
{
printf("\n\nSince, the critical value of Z = %.3f not less than
Z(%.3f)=%.3f\n",Z,alpha,a_critical);
printf("\nthe independence is rejected");
}

getch();
}

float max(float value1, float value2)

{
return ( (value1 > value2) ? value1 : value2);
}

-59-
Output:

/*
!-----------------------------------------------------------------------------------------!

FREQUENCY TEST

Kolmogorov-Simrnov Test

Enter the number of random numbers to be generated : 6

Note : Sinificance level alpha should be from : 0.10 0.05 0.01

Enter the significance level alpha : 0.05

Enter the critical value of D for alpha=0.050000 at N=6 : 0.565

R[i] i/N (i/N-R[i]) R[i]-(i-1)/N

0.41 0.17 0.41
0.43 0.33 0.26
0.58 0.50 0.25
0.69 0.67 0.19
0.69 0.83 0.14 0.023
0.86 1.00 0.14 0.027

D+ = max{ (i/N)-R(i) } for 1 <= i <= N

Max { i/N-R(i) (D+) }= 0.143

D- = max { (R(i)-(i-1)/N) } for 1 <= i <= N

Max { R(i)-(i-1)/N }= 0.410

D = Max(D+,D-)= 0.410

Result :

Since the computed value of D=0.410 is less than given D=0.565 the hypothesis of no difference
between the distribution of generated number
& the uniform distribution is not rejected

!-----------------------------------------------------------------------------------------!

-60-
!-----------------------------------------------------------------------------------------!

RUN TEST

Runs up runs Down Test

Enter the number of random numbers to be generated : 50

Random Numbers :
0.53 0.34 0.19 0.28 0.21 0.50 0.53 0.52
0.58 0.55 0.20 0.87 0.55 0.48 0.58 0.43
0.60 0.71 0.13 0.21 0.92 0.60 0.64 0.09
0.91 0.01 0.91 0.93 0.15 0.28 0.39 0.49
0.15 0.44 0.26 0.13 0.97 0.97 0.25 0.00
0.05 0.96 0.77 0.46 0.47 0.86 0.40 0.68
0.28 0.66

Runs:

--+-++-+--+--+-++-++-+-+-++-+++-+--+---+
+--++-+-+

Mean (mue) = 33.000

Variance (sigma) = 8.567

Observed number of runs (a)= 34.000

Z= 0.342

Result :

Since, the critical value of Z = 0.342 less that Z(0.025)=1.960 the independence
cannot be rejected

!-----------------------------------------------------------------------------------------!

RUN TEST

Runs Above & below the mean

Enter the number of random numbers to be generated : 50

Random Numbers :
0.84 0.15 0.79 0.52 0.56 0.48 0.80 0.63
0.21 0.78 0.62 0.78 0.83 0.57 0.70 0.27
0.19 0.57 0.37 0.50 0.75 0.43 0.17 0.11

-61-
0.15 0.73 0.33 0.67 0.71 0.74 0.04 0.69
0.69 0.39 0.68 0.60 0.71 0.92 0.55 0.47
0.18 0.67 0.17 0.24 0.01 0.52 0.74 0.50
0.39 0.02

Runs :

+-+++-++-++++++--+-++----+-+++-++-+++++-
-+---+++-

n1=30

n2=19

Mean (mue) = 22.500

Variance (sigma) = 9.945

Observed number of runs (b)= 24.000

Z= 0.476

Result :

Since, the critical value of Z = 0.476 less that Z(0.025)=1.960, the independence cannot be rejected

!-----------------------------------------------------------------------------------------!

TEST OF AUTO CORRELATION

Enter the number of random numbers to be generated : 30

Random Numbers :

0.45 0.76 0.00 0.26 0.45 0.35 0.84 0.48

0.26 0.47 0.61 0.38 0.74 0.93 0.94 0.36
0.29 0.83 0.07 0.42 0.08 0.25 0.13 0.65
0.17 0.19 0.16 0.84 0.65 0.34

Enter the lag m (every m numbers)= 3

Enter the gap to test i (starting from i'th number) = 3

Note : Enter the Value of M such that i+(M-1)*m <= N

Enter M (largest integer)= 4

-62-
rho(3)(3) = 0.015

sigma = 0.128

Z(0.025)(30) = 0.121

Result :

Since, the critical value of Z = 0.121 less that Z(0.025)=1.960, the independence cannot be rejected

!-----------------------------------------------------------------------------------------!
*/

Practical-08

-63-
 Acceptance-Rejection Technique
Write a C/C++/Excel Program to implement Acceptance-Rejection Technique for a
given Distribution( Poisson or Gamma distribution).

Theory:
Acceptance . Rejection technique
Suppose that an analyst needed to devise a method for generating random
variables X uniformly distributed between ¼ & 1.
The steps used area-
Step 1- Generate a random no. R

Step 2- a) of R > ¼, accept X = R, then go to step 3.

b) Of R < ¼, reject R & return to step 1.

Step 3- Of another uniform random variable on [1/4, 1] is needed repeat the procedure
beginning at step 1, or not stop.

8.1 Poisson Distribution: A Poisson random variable, N, with mean α > 0 has pmf

N can be interpreted as the number of arrivals from the Poisson arrival process in one unit of
time.

Algorithim:
Step1 : n=0, P=1
Step2 : Generate a random number R and replace P by P. R
-α
Step3 : if p < e , then accept N = n. Otherwise, reject the surrent n, increase n
by one, and retuen to step 2.

8.2 Gamma Distribution :

Algorithm :
Step1 : Compute a =
Step2 : Generate R1 and R2.

Step3 : Compute X =

Step4a : if X use X as the desired variate. The generated variates

from step 4a will have mean & variance both equal to β.
Step4b : if X > reject & return to step 2.

-64-
Code :

//Acceptance-rejection Technique

#include<stdio.h>
#include<conio.h>
#include<stdlib.h>
#include<math.h>

void poisson_distribution();
void gamma_distribution();

void main()
{
int choice;
clrscr();
x:
printf("\n\n Acceptance-Rejection Techinque");
printf("\n 1: Poisson Distribution");
printf("\n 2: Gamma Distribution");
printf("\n 3: Exit");

printf("\n Enter Choice : ");

scanf("%d",&choice);

switch(choice)
{
case 1:
clrscr();
poisson_distribution();
goto x;

case 2:
clrscr();
gamma_distribution();
goto x;

case 3:
exit(0);
}
getch();

void poisson_distribution()
{
float n=0,P=1,R[20],alpha,q;
int x,count=0,N=0;

printf("\n\n\t\t\t Poisson Distribution");

-65-
 printf("\n\n Enter the number of Poisson variates : ");
scanf("%d",&x);

printf("\n\n Enter the mean alpha : ");

scanf("%f",&alpha);

//calculating e exp -alpha

q=exp(-(alpha));

randomize();

//printing column values

printf("\n n \t R[n+1] \t P \t Accept/Reject \t Result");
printf("\n--------------------------------------------------------------");
while(count<x)
{
//Generating random Number
R[n+1]=random(100)*(0.01);

//Replace P by P*R[n+1]
P=P*R[n+1];
if(P<q)
{
N=n;
count++;

//print the values in table with "Accept"

printf("\n %d",n);
printf("\t %.3f",R[n+1]);
printf("\t\t %.3f",P);
printf("\t Accept");
printf("\t\t\t %d",N);

P=1;
}

else
{
//print the values in table with "Reject"
printf("\n %d",n);
printf("\t %.3f",R[n+1]);
printf("\t\t %.3f",P);
printf("\t Reject");
printf("\t\t\t %d",N);
n++;

}
}
getch();

-66-
void gamma_distribution()
{
float a,b,beta,R1,R2,V,X,Y,theta,Z;
int flag=1;

printf("\n\n\t\t Gamma Distribution");

printf("\n\n Enter the value of Beta : ");
scanf("%f",&beta);
printf("\n\n Enter the value of Theta : ");
scanf("%f",&theta);

a=1/pow(((2*beta)-1),0.5);
b=(beta)-(log(4));

while(flag==1)
{

R1=rand()%100/(float)100;
R2=rand()%100/(float)100;
V=R1/(1-R1);
X=beta*(pow(V,a));
Z=((R1*R1)*R2);
Y=b+ ( (beta*a)+1) * ( log(V) ) - ( log (Z) ) ;
printf("\n\n R1=%f",R1);
printf("\n\n R2=%f",R2);
printf("\n\n V=%f",V);
printf("\n\n X=%f",X);
printf("\n\n Y=%f",Y);
if (X>Y)
{
printf("\n\n X=%f has been rejected as %f>%f",X,X,Y);
flag=1;
}
else
{
printf("\n\n X=%f has been accepted as %f<=%f",X,X,Y);
X=X/(beta*theta);
printf("\n\n The accepted value of X after using the formula
[X/(beta*theta)] is %f ",X);
flag=0;
}

}
getch();

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OUTPUT :

Poisson Distribution

Enter the number of Poisson variates : 6

Enter the mean alpha : 0.2

n R[n+1] P Accept/Reject Result

--------------------------------------------------------------
0 0.300 0.300 Accept 0
0 0.400 0.400 Accept 0
0 0.940 0.940 Reject 0
0 0.100 0.094 Accept 1
0 0.810 0.810 Accept 1
0 0.310 0.310 Accept 1
0 0.860 0.860 Reject 1
0 0.080 0.069 Accept 2

Acceptance-Rejection Techinque
1: Poisson Distribution
2: Gamma Distribution
3: Exit
Enter Choice : 2

Gamma Distribution

Enter the value of Beta : 3.14

Enter the value of Theta : 0.562

R1=0.460000

R2=0.300000

V=0.851852

X=2.928360

Y=4.131284

X=2.928360 has been accepted as 2.928360<=4.131284

The accepted value of X after using the formula [X/(beta*theta)] is 1.659429

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