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Lecture slides
Lecture 1: Course Overview 1.ps 1.pdf
Lecture 2: Simulation of a Single-Server Queue 2.ps 2.pdf
Lecture 3: A CSIM Program gensys.c
Lecture 4: Intro to Probability 4.ps 4.pdf
Lecture 5: Random Variable 5.ps 5.pdf
Lecture 6: Expectation, Analysis 6.ps 6.pdf
Lecture 7: Continuous Random Variables 7.ps 7.pdf
Lecture 8: Joint Distributions 8.ps 8.pdf
Lecture 9: Covariance 9.ps 9.pdf
Lecture 10: Laws of Large Numbers 10.ps 10.pdf
Lecture 11: Normal Distribution, MGF 11.ps 11.pdf
Lecture 12: Central Limit Theorem 12.ps 12.pdf
Lecture 13: Chernoff Bound 13.ps 13.pdf
Lecture 14: Monte-Carlo Simulation 14.ps 14.pdf
Lecture 15: Statistical Applications 15.ps 15.pdf
Lecture 16: Stochastic Processes 16.ps 16.pdf
Lecture 17: Poisson Process 17.ps 17.pdf
Lecture 18: Properties of Poisson Process 18.ps 18.pdf
Lecture 19: Queueing Theory 19.ps 19.pdf
Lecture 20: Queueing Theory 20.ps 20.pdf
Lecture 21: Queueing Theory 21.ps 21.pdf
Lecture 22: Queueing Theory 22.ps 22.pdf
Lecture 23: Queueing Theory 23.ps 23.pdf
Lecture 24: Queueing Theory 24.ps 24.pdf
Lecture 25: Estimating Parameters of Distributions 25.ps 25.pdf
Lecture 26: Estimating Parameters of Distributions 26.ps 26.pdf
Lecture 27: Maximum Likelihood estimators 27.ps 27.pdf
Lecture 28: Goodness of Fit 28.ps 28.pdf
Lecture 29: Chi-Square test 29.ps 29.pdf
Lecture 30: Chi-Square test 30.ps 30.pdf
Lecture 31: Generating Random Variables 31.ps 31.pdf
Lecture 32: Generating Random Variables 32.ps 32.pdf
Lecture 33: Variance Reduction Techniques33.ps 33.pdf
Lecture 34: Variance Reduction Techniques34.ps 34.pdf
Final Project Presentations
Dec. 5: Muralikrishna Ramanathan, Mohamad Ali
Dec. 8: Mohamad El Tabakh, Maleq Khan
Dec. 10: Ziad El Bizri, Jayesh Pandey
Dec. 12: Barry Whitman, Sheetal Chainraj
Assignments
Assignment 1: hw1.ps hw1.pdf
hw1sol.ps hw1sol.pdf
Review Problems 1: prob1.ps prob1.pdf
Assignment 2: hw2.ps hw2.pdf hw2sol.ps hw2sol.pdf
Assignment 3: hw3.ps hw3.pdf
hw3sol.ps hw3sol.pdf
Review Problems 2: prob2.ps prob2.pdf
Review Problems 3: prob3.ps prob3.pdf