We start the lecture covering some discrete random variables that we did not get to during Lecture D2. We also introduce the Poisson process and how it relates to the Poisson and exponential random variables. We then pivot to discussing pseudo-random number generators (PRNGs), including their required as well as desired properties and statistical tests to test for independence and uniformity. We will continue the discussion of statistical tests for independence at the start of next lecture (Lecture E2).
Archived lectures from undergraduate course on stochastic simulation given at Arizona State University by Ted Pavlic
Thursday, September 23, 2021
Subscribe to:
Post Comments (Atom)
Popular Posts
-
This lecture introduces students to IEE 475 (Simulating Stochastic Systems), a required course for Industrial Engineering majors that covers...
-
In this lecture, we introduce the measure-theoretic concept of a random variable (which is neither random nor a variable) and related terms,...
-
This lecture covers content related to implementing simulations with spreadsheets and the motivations for the use of special-purpose Discret...
-
In this lecture, we introduce the three different simulation methodologies (agent-based modeling, system dynamics modeling, and discrete eve...
-
This lecture provides some historical background and motivation for System Dynamics Modeling (SDM) and Agent-Based Modeling (ABM), two other...
-
In this lecture, we cover fundamentals of discrete-event system (DES) simulation (DESS). This involves reviewing basic simulation concepts (...
-
In this lecture, we introduce Industrial and Systems Engineering as a blend of science and engineering that necessitates model building. We ...
-
In this lecture, we first cover some discrete distributions (and the Poisson process) that we ran out of time for during the previous lectur...
-
In this lecture, we review statistical fundamentals – such as the origins of the t-test, the meaning of type-I and type-II error (and alter...
-
In this lecture, we outline the structure and purpose of IEE 475 (Simulating Stochastic Systems) for the Fall 2024 semester at Arizona State...
No comments:
Post a Comment