IIDNORM.MOD

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Contents

Description

IIDNORM.MOD demonstrates the following functions that are related to IID (independent and identically distributed) normal random variables:

1.NOR{M,S}: Generates a normal (M,S2) pseudo random variate

2.STS{X}: Area under the standardized time series for the traced variable X

3.VAR{X}: Cumulative variance of a traced variable X

State Variables

State Variables in IIDNORM.MOD
Variable Name Variable Description Size Type
X IID Pseudo-Normal variates 1 Real
S Sample Standard Deviation 1 Real
STS Area under STS function 1 Real
MEAN Mean value of iid pseudo-normal variates 1 Real
STD Standard deviation of iid pseudo-normals 1 Real

Vertices

Vertices in IIDNORM.MOD
Vertex Name Vertex Description State Changes
RUN The simulation is started Transaction termination counter for run
GEN Generate X X=NOR{MEAN;STD},S=VAR{X}^.5,STS=STS{X}

Initialization Conditions

Initialization Conditions in IIDNORM.MOD
Variable Description
MEAN Mean value of iid pseudo-normal variates
STD Standard deviation of iid pseudo-normals

Event Relationship Graph

IIDNORM.MOD
IIDNORM.MOD

English Translation

An English translation is a verbal description of a model, automatically generated by SIGMA.

The SIGMA Model, IIDNORM.MOD, is a discrete event simulation. 
It models Statistical functions of iid Normal Variates.
I. STATE VARIABLE DEFINITIONS.
For this simulation, the following state variables are defined:
X: IID Pseudo-Normal variates  (real valued)
MEAN: Mean value of iid pseudo-normal variates  (real valued)
STD: Standard deviation of iid pseudo-normals  (real valued)
S: Sample Standard Deviation  (real valued)
STS: Area under STS function  (real valued)
II. EVENT DEFINITIONS.
Simulation state changes are represented by event vertices (nodes or balls) in a SIGMA graph.  
Event vertex parameters, if any, are given in parentheses. Logical and dynamic relationships 
between pairs of events are represented in a SIGMA graph by edges (arrows) between event vertices.  
Unless otherwise stated, vertex execution priorities, to break time ties, are equal to 5.
1. The RUN(MEAN,STD) event:
   Initial values for, MEAN,STD, are needed for each run.
   After every occurrence of the RUN event:
   Unconditionally, schedule the GEN() event to occur in 1 time units.
2. The GEN() event:
   This event causes the following state change(s):
   X=NOR{MEAN;STD}
   S=VAR{X}^.5
   STS=STS{X}
   After every occurrence of the GEN event:
   Unconditionally, schedule the GEN() event to occur in 1 time units.

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