NATCOR
Simulation
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Topic of S=
tudy:
Experimental Design and Analysis
The lectures are based on Working Notes covering the following:
I &=
nbsp; Statistical
Metamodels
1. &nb=
sp; =
Introduction=
2. &nb=
sp; =
Statistical
MetaModels
II&=
nbsp; &nbs=
p; Input
Modelling
3. &=
nbsp; &nbs=
p; Introduction
4. &=
nbsp; &nbs=
p; Random
Variables
5.&=
nbsp; &nbs=
p; Fitting
Parametric Distributions to Random Samples
6.&=
nbsp; &nbs=
p; Maximum
Likelihood Estimation
7. &=
nbsp; &nbs=
p; Accuracy
of MLEs
8. &=
nbsp; &nbs=
p; Goodness
of Fit Testing
9. &=
nbsp; &nbs=
p; Extension:
bootstrapping the Goodness of Fit statistic
III &=
nbsp; Simulation
Optimization
10.=
&nb=
sp; Introducti=
on
11.=
&nb=
sp; Ranking
and Selection
12.=
&nb=
sp; Stochastic
Approximation
13.= &nb= sp; Random Search
IV &=
nbsp; Design
of Experiments
14. &n=
bsp; =
; Linear
Regression Metamodels
15. &n=
bsp; =
; Fitting
and Assessing the Linear Model
15.1 &=
nbsp; Least Squares Estimation
15.2 &=
nbsp; ANOVA
15.3 &=
nbsp; Individual Coefficients
16 &n=
bsp; =
; Prediction
with the Linear Model
17 &n=
bsp; =
; Additional
Explanatory Variables
18 &n=
bsp; =
; Experimental
Designs
18.1 &=
nbsp; Main Effects Model
18.1.1 =
Factorial =
Design
18.1.2 =
Plackett-B=
urman
Designs
19 &nb=
sp; =
Interactions
20 &nb=
sp; =
Central
Composite Designs
21 &nb=
sp; =
Comments
on Design of Experiments
22 &nb=
sp; =
Final
Comments
You can access the working notes by clicking on the lin=
ks
given below. The Working Notes are meant to be worked through.=
They contain Ex=
amples
and Exercises. These illust=
rate
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 a=
nd
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 poi=
nt
of these exercises is to give you familiarity with basic formulas and funct=
ions
that you will need for the more complicated later examples.
The other spreadsheets contain more substantial problem=
s.
These are solved using VBA macros for carrying out more substantial
calculations and more extensive analyses. You are not expected to wri=
te
your own macros to duplicate these macros. However you should spend suffici=
ent
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<= o:p>
Intermediate Results and Calculations are not usually
coloured.
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Links
• Lectures/Labs Diary<= o:p>
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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