Click here to get a copy of the syllabus in postscript format.
This course is an introduction to important aspects of a simulation study,
including modeling, simulation languages, validation, and output data
analysis. Students are expected to gain a sound theoretical understanding
of simulation methodologies. The development of modeling skills is also
an important part of the course.
To be announced.
Simulation Modeling and Analysis, by A. M. Law and W. D.
Kelton, 3rd Edition. McGraw-Hill, 2000.
STAT 5311 and a basic familiarity with using a PC; or consent of the instructor.
Project Report and Presentation: 50%
Chapters 1-11 of the text.
- Simulation Modeling (Chapters 1, 2, 3, 5)
- Selecting Input Probability Distributions (Chapter 6)
- Random-Variate Generation (Chapters 7 and 8)
- Output Data Analysis (Chapters 9 and 10)
- Variance Reduction Methods (Chapter 11)
The assignments below are from the 3rd edition of the text.
(For a translation table of problems from the third edition to the second edition,