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Lecture E2 (2020-09-29): Random-Variate Generation
IEE 475: Simulating Stochastic Systems
English - September 30, 2020 03:18Courses Education simulation stochastic des dess discrete event system industrial engineering modeling Homepage Download Apple Podcasts Google Podcasts Overcast Castro Pocket Casts RSS feed
Previous Episode: Lecture E1 (2020-09-24): Random Number Generation
Next Episode: Lecture F (2020-10-01): Midterm Review
In this lecture, we review random-number generation and tests of uniformity and independence. We then focus on random-variate generation (for stochastic simulation) using inverse-transform sampling.