Russell Cheng's Home Page

[Last changed:July 2017: This is index July2017.htm]

Contact Information

Faculty of Mathematical Studies, University of Southampton, Highfield, Southampton, SO17 1BJ, United Kingdom.

Tel: +44 (0)23 8059 4550 (direct), 8059 5155 (OR secretaries)

Fax: +44 (0)23 8059 5147



Stop Press: 31 May 2017. These personal pages are presently been updated to include spreadsheet examples described in my book

Non-Standard Parametric Statistical Inference

due to be published shortly by Oxford University Press in June 2017.


The Excel examples are here:  Workbooks

This updating will extend past the publication date for the book.

Depending on interest the updating will be ongoing. So if there are examples in the book that have not yet been included here, but which are of particular interest to you, please email me at



Brief CV

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

He has an M.A. and the Diploma in Mathematical Statistics from Cambridge University, England. He obtained his Ph.D. from Bath University. He was Lecturer and then Senior Lecturer in Operational Research in the Department of Mathematics, UWIST, Cardiff, from 1972 to 1988; and Reader at Cardiff University from 1988 to 1994. He was Professor of Operational Research in the University of Kent at Canterbury, England from 1994 to 1998. He was Professor of Operational Research in Southampton University  School of Mathematics from 1999 to 2008 andHead of OR Group (from Oct1999- Sept2008), Deputy Dean, Faculty of Mathematical Studies, 2002-2003, Deputy Head (Research) of the School of Mathematics 2003-2004

Additionally he has acted as consultant in the area of marine simulation, and was Research Director of Norcontrol Imaging Systems Ltd from 1988-1991. He is a former Chairman of the U.K. Simulation Society, a Fellow of the Royal Statistical Society, Fellow of the Institute of Mathematics and Its Applications, Member of the Operational Research Society.

His current research interests include: design and analysis of simulation experiments, variance reduction methods and parametric estimation methods and he has over a hundred publications in these and related areas.

He was a former Associate Editor of the ACM Transactions on Modeling and Computer Simulation and for Management Science and Editorial board member of the American Journal of Mathematical and Management Sciences, He was a Founding Editor of the IMA Journal of Management Mathematics. He is currently a technical board member of Simulation News Europe, an Editorial Advisory Committee member of the ACM Transactions on Modeling and Computer Simulation, and an Editorial Board member of the Journal of Simulation.

 Research Interests up to 2002

Research and Teaching Interests from 2002, Mainly Connected with Items Involving Various Excel Utilities with VBA code :

Fitting Univariate Distributions:

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

Updated version of Excel Workbook, 17 May 2015: Version14

These include:

gamma distribution (any of up to 3 pars)

Johnson SU (up to 4 pars)

log-gamma distribution ( up to 3 –pars)

normal distribution

Pearson distribution all types

Weibull distribution ( up to 3-pars)

In Version14 also:

            Johnson SB


            Johnson SU


Link to Notes accompanying the workbook: Notes on Distribution Fitting

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

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.

Some Teaching Materials





Box-Jenkins Method for ARIMA Models Using X12 from Excel.