StatisticsSTAT 162 Design and Analysis of Computer Simulation Experiments

Methods for the design and analysis of computer simulation experiments: random number generation; estimation of sample size necessary to achieve desired precision goals; antithetic variables and other devices for increasing simulation efficiency; analysis of the output of large deterministic computer programs, exploring the sensitivity of outputs to changes in the inputs. Applications drawn mainly from engineering and environmental sciences. (Formerly AMS 162.)

Requirements

Prerequisite(s): STAT 5 or STAT 7 or STAT 131 or CSE 107 or permission of instructor.

Credits

5

Instructor

The Staff, Herbert Lee