Simulation

3 credits · Undergraduate

(3 hrs Lecture | Lab) This course is designed to show students how a computer can be utilized to model phenomena with stochastic elements and how analysis can be carried out in the context of a simulation study. Topics will be drawn from the following: generating an arbitrary random variable; the discrete event simulation approach; variance reduction techniques; statistical validation techniques; bootstrapping and other resampling methods; statistical analysis of simulated data; and simulation languages. Requisite Courses: STAT-2612 or MATH-2612 (or the former MATH-3611 or STAT-3611) and STAT-2903 or permission of the instructor [prerequisite(s)].