NATCOR
Simulation
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Topic of Study:
Experimental Design and Analysis
The lectures are based on Working
Notes covering the following:
I Statistical
Metamodels
1. Introduction
2. Statistical
MetaModels
II Input
Modelling
3. Introduction
4. Random
Variables
5. Fitting
Parametric Distributions to Random Samples
6. Maximum
Likelihood Estimation
7. Accuracy
of MLEs
8. Goodness
of Fit Testing
9. Extension:
bootstrapping the Goodness of Fit statistic
III Simulation
Optimization
10. Introduction
11. Ranking
and Selection
12. Stochastic
Approximation
13. Random Search
IV Design
of Experiments
14. Linear
Regression Metamodels
15. Fitting
and Assessing the Linear Model
15.1 Least Squares Estimation
15.2 ANOVA
15.3 Individual Coefficients
16 Prediction
with the Linear Model
17 Additional
Explanatory Variables
18 Experimental
Designs
18.1 Main Effects Model
18.1.1 Factorial Design
18.1.2 Plackett-Burman
Designs
19 Interactions
20 Central
Composite Designs
21 Comments
on Design of Experiments
22 Final
Comments
You can access the working notes by clicking on the links given
below. The Working Notes are meant to be worked
through.
They contain Examples and Exercises. These illustrate the topic
or method being discussed. They are an essential part of the text and must be carefully studied.
Many of the Examples and Exercises come with their own link. (i)
Some of the links contain additional notes and more detailed formulas, (ii) The
other links are to actual spreadsheets containing data and the worked details
using the data.
Some of the initial spreadsheets contain elementary exercises
connected with generating random variables and simple sampling experiments. You
should aim to do these exercises yourself independently of the worked solutions
and then compare your solution with that supplied. The point of these exercises
is to give you familiarity with basic formulas and functions that you will need
for the more complicated later examples.
The other spreadsheets contain more substantial problems. These
are solved using VBA macros for carrying out more substantial calculations and
more extensive analyses. You are not expected to write your own
macros to duplicate these macros. However you should spend sufficient time
using and studying the macros to understand how they function. Thus
you should aim to be able to understand the workings of the VBA macros
sufficiently well to be able to modify them for solving simple variations of
the problem to which they have presently been applied. I have tried to
make the macros transparent and relatively easy to modify.
In the spreadsheets, the following convention for cells is used:
Cells with a Yellow background - Headings, Incidental Information
Cells with a Green background - Input Information used in
calculations on that Sheet
Intermediate Results and Calculations are not usually coloured.
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Links
• Lectures/Labs
Diary
Lab WorkSheets
References are provided in the Course Profile and at the end of
Part IV
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Stop Press
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