This course introduces statistical simulation, and its use as a tool to investigate stochastic phenomena and statistical methods. Topics include the building and validation of stochastic simulation models useful in computing, operations research, engineering and science; related design and estimation problems; variance reduction; and the implementation and the analysis of the results. Three lecture hours per week. 05-01-2022-04-04-2022 Lecture Monday, Wednesday, Friday 10:30AM - 11:20AM, Cass Science Hall, Room 101
- Teacher: Alexander Alvarez