Introduction to simulation.
Readings: EVANS, J.R. & OLSON, D.L. Introduction to simulation and risk
analysis. 2nd edition. Prentice Hall 2002, Chapter 1.
Review of probability and statistics.
Readings: Ross, Ch. 2.1-2.7, p. 5-16 and Evans & Olsen, Ch. 3, p. 63-70.
Review of Probability and Statistics 2
Theory and generation of random numbers
Proof and examples of inverse function method
Acceptance/Rejection method, Memoryless property of Waiting times
Simulation of normal distribution and some other common distributions
General Poisson process