Description: Introductory course on design, programming, and statistical analysis of a simulation study. Topics include the types of problems that can be solved by such methods. Programming material includes the theory behind random variable generation for a variety of common variables. Techniques to reduce the variance of the resultant estimator and statistical analysis are considered.
Resources: OpenCourseware from UC Berkeley, MIT, Stanford along with many of the World's finest University's.
Professors: Michael Williams