Some New Variance Reduction Ideas in Simulation

SPEAKER: Prof. Sheldon Ross, University of Southern CaliforniaABSTRACT: Building on the idea of stratified sampling we present an extension that is useful in analyzing simulation problems related to 1. systems having Poisson arrivals;2. monotone systems of Bernoulli data;3. systems of conditionally Poisson data;4. computing monotone functions of random numbersBIO: Sheldon M. Ross is a professor in the Department of Industrial Engineering and Operations Research at the University of
Southern California. He received his Ph.D. in statistics at Stanford University in 1968. He has published many technical
articles and textbooks in the areas of statistics and applied probability. Among his texts are A First Course in Probability,
Introduction to Probability Models, Stochastic Processes, and Introductory Statistics. Professor Ross is the founding and
continuing editor of the journal Probability in the Engineering and Informational Sciences. He is a Fellow of the Institute
of Mathematical Statistics, and a recipient of the Humboldt US Senior Scientist Award.
Author of: Statistical Aspects of Quality Control, Introduction to Stochastic Dynamic Programming, Probability Models for Computer Science, Introduction to Probability and Statistics for Engineers and Scientists,
Introduction to Probability Models,
Introductory Statistics,
Introduction to Probability Models, ISE, Simulation,
Introduction to Probability Models,
Student Solutions Manual for Introductory Statistics.

Location: Hughes Aircraft Electrical Engineering Center (EEB) - 248

Audiences: Everyone Is Invited

Contact: Mayumi Thrasher