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
-
In this lecture, we close out our review of DES fundamentals and hand simulation. After going through a hand-simulation example one last tim...
-
This lecture covers Variance Reduction Techniques (VRT) for stochastic simulation, covering: Common Random Numbers (CRNs), Control Variates ...
-
In this lecture, we review basic probability space concepts from the previous lecture. We then go on to discuss the common probabilistic mod...
-
In this lecture, we review topics from the first half of the semester that will be tested over in the upcoming midterm. Most of the class in...
-
In this lecture, we introduce the detailed process of input modeling. Input models are probabilistic models that introduce variation in simu...
-
In this lecture, we review pseudo-random number generation and then introduce random-variate generation by way of inverse-transform sampling...
-
In this lecture, we introduce the three different simulation methodologies (agent-based modeling, system dynamics modeling, and discrete eve...
-
In this lecture, we (nearly) finish our coverage of Input Modeling, where the focus of this lecture is on parameter estimation and assessing...
-
In this lecture, we continue to discuss hypothesis testing -- introducing parametric, non-parametric, exact, and non-exact tests and reviewi...
-
In this lecture, we wrap up the course content in IEE 475. We first do a quick overview of the four variance reduction techniques (VRT's...
No comments:
Post a Comment