Russell Cheng's Home Page

Russell C.H. Cheng is Emeritus Professor of Operational Research in Mathematical Sciences, Southampton University, UK.

Contact Information

email: cheng@btinternet.com

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NATCOR 2019: Experimental Design and Analysis

Lecture Notes with four linked Excel Examples Lecture Notes

 

Fitting Distributions

 

This link, FittingDistributionsVersion14 is to an Excel Workbook with VBA modules that can fit various different continuous univariate distributions.

These include:

In version 14 also

The workbook can also assess the goodness of fit using the Anderson-Darling test. The critical points are calculated for the model being fitted using bootstrap resampling.

This App is based on my WSC2011 paper downloadable here Cheng2011

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Winter Simulation Conference 2009 Introductory Tutorial on Resampling Methods of Analysis in Simulation Studies:

Here is a link to the Proceedings paper with live links: WSC09CC5

Here is a link to a Word file with the text set out in presentation slide format, with active links: WSC09SlideFormatVersion

Fitting Finite Mixture Distributions. The paper Cheng & Currie 2013 discusses a Bayesian approach to this problem using Importance Sampling. There is an accompanying App in which the approach is implemented. The application is run by an Excel interface. The interface and application in zipped form can be downloaded from here: FineMix This is a folder containing all that is needed to use the App. It includes a brief guide.