This course introduces engineers to the practical aspects of constructing computerized simulation studies to analyze and interpret real phenomena. This course explains how a computer can be used to generate random numbers, and how to use these random numbers to generate the behavior of a stochastic model over time. It presents the statistics needed to analyze simulated data as well as that needed for validating the simulation model.
- On Feb 19 and Feb 26, ET601 will start at 10:40AM.
- No ET601 class on Jan 15 and Feb 5.
- On Jan 8, ET601 lectures will be given in Room BKD 3511.
- No class on Dec 25 and Jan 1. Class resumes on Jan 8.
- No class on Dec 4. Therefore, HW1 due date is changed to Dec 11.
- Welcome to ET601! Feel free to look around this site.
- Instructor: Asst. Prof. Dr.Prapun Suksompong (email@example.com)
- Course Syllabus
- Textbook: [Ross] Simulation, 5th edition by S. M. Ross. Academic Press, 2012
- Simulation, 4th edition by S. M. Ross. Elsevier, 2006: Call No. QA273 R82 2006
- [MFAT] MATLAB Fundamentals: Academic Tutorial (Interactive MATLAB Tutorials)
- Slides: List of topics (Distributed in class)
- MATLAB Primer (2013b)
- MATLAB Primer, 8th edition by T. A. Davis. CRC Press, 2010.
- Free textbook: Cleve Moler. Numerical Computing with MATLAB. SIAM, 2004
- Free textbook: Introduction to Probability by Charles M. Grinstead and J. Laurie Snell
- Henk Tijms. Understanding Probability: Chance Rules in Everyday Life. Cambridge University Press, 3rd edition, 2012. Call No. QA273 T48 2012
- Random signals for engineers using MATLAB and Mathcad / Richard C. Jaffe. Call No. TK5102.9 J34 2000
- Free book: Peter Olofsson, Probabilities The Little Numbers That Rule Our Lives, Wiley, 2006
Handouts and Course Material
- Slides: Introduction to ET601 [Posted at 8 PM on Nov 13]
- OneNote: Introduction to ET601 [Posted at 8:30 PM on Nov 13]
- MATLAB: The list of expressions that were demo-ed on Nov 13. [Posted at 12:40 PM on Nov 14]
- Slides: Basic MATLAB Programming (Distributed in class)
- Annotated version [Posted @ 12PM on Dec 10]
- Slides: Basic MATLAB Programming (Part 2) (Distributed in class)
- Event-Based Probability Theory (Distributed in class)
- Slides: Random Variable (and MATLAB Symbolic Math Toolbox) (Distributed in class)
- Annotated version [Posted @ 4PM on Jan 22]
- Slides: Random Variable: Families, Entropy, and Generation (Distributed in class)
- Annotated version [Posted @ 4PM on Feb 12; Updated @ 9:30AM on Feb 20]
- Slides: Generating Random Variables (Distributed in class)
- Annotated version [Posted @ 9:30AM on Feb 20; Updated @ 1PM on Feb 27]
- Onenote: Generating discrete RVs [Posted @ 1PM on Feb 25]
- Solution of the in-class exercise #1 [Posted @ 1:30PM on Feb 27]
- Onenote: Generating continuous RVs (including solution of in-class exercise #2) [Posted @ 1PM on Feb 27]
- m-file: Rejection_PositiveGaussian.m
- Slides: Supplementary materials (Distributed in class)
- Onenote: Generating discrete events [Posted @ 11AM on Mar 17]
- Onenote: Monte-Carlo Integration [Posted @ 11AM on Mar 17]
Exercises and Projects
- HW1 (Due: Dec 11, 1PM)
- HW2 (Due: Dec 18, 1PM)
- HW3 (Due: Jan 8, 1PM)
- HW4 (Due: Jan 15, 1PM)
- HW5 (Due: Jan 29, 1PM)
- First Project (15%):
- HW6 (Due: Feb 27, 1PM)
- Second project (35%)
- [MFAT] Lesson 1 (Introduction), Lesson 2 (Working with the MATLAB User Interface), Lesson 3 (Variables and Expressions)
- [MFAT] Lesson 4 (Analysis and Visualization with Vectors), Lesson 5 (Analysis and Visualization with Matrices), Lesson 6 (Automating Commands with Scripts)
- [Ross] Sections 2.1-2.6, 2.8-2.9, 3.1, 4.1
- MIT OpenCourseWare > Electrical Engineering and Computer Science > 6.094 Introduction to MATLAB (January (IAP) 2009)
- Video: Probability 101
- P. Olofsson, Probabilities: the little numbers that rule our lives. Hoboken, N.J.: Wiley, 2010. (free)
- More information about theMonty Hall Problem
- Video: The Monty Hall Problem
- Video: Monty Hall Problem: Numb3rs and 21
- Paper: Monty Hall, Monty Fall, Monty Crawl
- Articles: How Random is the iPod Shuffle? [HowStuffWorks]; Is iTunes’ Shuffle Mode Truly Random?[About.com]; iTunes: Just how random is random?[CNET.com.au, 2007]; My IPod for a Random Playlist [wired.com, 2005];
- Free educational software: Orstat2000
- Originally developed to promote probability and operations research in the senior forms of Dutch high schools (and early college).
- Contain modules for coin-tossing, central limit theorem, etc.
- Probability review from MATH REVIEW for Practicing to Take the GRE General Test
- Generation of random numbers
- Article: Park, S.K., and K.W. Miller. "Random Number Generators: Good Ones Are Hard to Find." Communications of the ACM, 31(10):1192–1201. 1998.
- Article: C. Moler, Random thoughts, "10^435 years is a very long time", MATLAB News and Notes, Fall, 1995
- Article: Ziggurat algorithm generates normally distributed random numbersdescribing the ziggurat algorithm introduced in MATLAB version 5.
- Quotations about Statistics
- Video: Statistics - Dream Job of the next decade
- Google Calculator (Cheat Sheet)
- Sometimes the easiest way to get information on a counting problem is to compute a few small values of a function, then look for a match at the sequence server; if you find a hit, you can sometimes get citations to the literature.
- Prapun's Notes on Probability Theory (Cornell Version)
- Learn the Greek Alphabet in less than 10 minutes
- The Greek Alphabet Song