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Refereed Articles

1. Computer Generation of Random Variates

A1 Cheng, R.C.H. (1977) The generation of gamma variables with non-integral shape

parameters. Journal of the Royal Statistical Society Series C, 26, 1, 71-75.

A2 Cheng, R.C.H. (1978) Generating beta variates with nonintegral shape parameters.

Communications of the Association of Computing Machinery, 21, 4, 317-322.

A3 Cheng, R.C.H. and Feast G.M. (1978) Some simple gamma variate generators.

Journal of the Operational Research Society, 29, 5, 290-295.

A4 Cheng, R.C.H. and Feast G.M.(1980) Gamma variate generators with increased shape

parameter range. Communications of the Association for Computing Machinery, 23,

7, 389-394.

A5 Cheng, R.C.H. (1984) Generation of inverse Gaussian variates with given sample

mean and dispersion, Journal of the Royal Statistical Society, Series C, 33, 309-316.

A6 Cheng, R.C.H. (1985) Generation of multivariate normal samples with given sample

mean and covariance matrix. The Journal of Statistical Computation and Simulation,

21, 39-49

A7 Cheng, R.C.H. (1998). Random Variate Generation Chapter 5 in Handbook on

Simulation, (editor J. Banks), Wiley, pp 139-172.

2. Design and Analysis of Computer Simulation Experiments

B1 Cheng, R.C.H. (1976) - A note on the effect of initial conditions on a simulation run.

Operational Research Quarterly, 27, 467-470.

B2 Cheng, R.C.H. (1978) Analysis of simulation experiments under normality

assumptions. Journal of the Operational Research Society, 29, 5, 493-497.

B3 Cheng, R.C.H.and G.M. Feast (1980) Control variables with known mean and

variance. Journal of theOperational Research Society, 31, 51-56.

B4 Cheng (1982) The use of antithetic variates in computer simulations. Joumal of the

Operational Research Society, 33, 229-237.

B5 Cheng, R.C.H. (1984) Antithetic variate methods for simulation of processes with

peaks and troughs, European Journal for Operational Research, 15, 227-236.

B6 Cheng, R.C.H. and Davenport T.R. (1989) The problem of dimensionality in stratified

sampling. Management Science, 35, 1278-1296.

B7 Cheng, R.C.H. and Holland, W. (1997). Sensitivity of computer simulation

experiments to errors in input data. J. Statist. Comput. Simul., 57, 219-241

B8 Cheng, R.C.H. and Holland, W. (1998). Two-point methods for assessing

variability in simulation output. J. Statist. Comput. Simul., 60, 183-205.

B9 Cheng, R.C.H. and Kleijnen, J.P.C. (1999) Improved Design of Queueing

Simulation Experiments with Highly Heteroscedastic Responses, Operations

Research, 47, 5, 762-777.

B10 Cheng, R.C.H., Kleijnen, J.P.C. and Melas, V. (2000) Optimal Design of

Simulation Experiments for Nearly Saturated Queues, Journal of Statistical

Inference and Planning, 85, 19-26.

B11 Cheng, R.C.H. and Lamb, J.D. (2000) Making efficient simulation experiments

interactively with a desktop simulation package. J Operational Research Soc. 51,

501-507

B12 Cheng, R.C.H., Melas, V.B. and Pepelyshev, A.N. (2001) Optimal designs

for the Evaluation of an Extreme Point, Chapter 2 in Design 2000, pp 15-24, eds

A. Atkinson, B. Bogacka and A. Zhigljavsky, Dordrecht: Kluwer.

B13 Kleijnen, J.P.C., Cheng, R.C.H. and Bettonvil, B. (2001) Validation of Trace

Driven Simulation Models: Bootstrap Tests, Management Science, 47, 1533-1538.

B14 Cheng, R.C.H. (2001) Analysis of Simulation Output by Resampling.

International Journal of Simulation Systems, Science & Technology, 1, 51-58.

B15 Lamb, J.D. and Cheng, R.C.H. (2002) Optimal allocation of runs in a simulation

metamodel with several independent variables. Operations Research Letters 30,

189-194.

3. Construction of Confidence Bands

C1 Cheng, R.C.H., Williams, B.G. and Cooper, M. (1971) The treatment of errors in the

deconvolution of line profile measurements. Philosophical Magazine, 23, 181, 115-

133.

C2 Cheng, R.C.H. and Iles, T.C. (1983) Confidence bands for cumulative distribution

functions of continuous random variables. Technometrics, 25, 77-86.

C3 Cheng, R.C.H. (1987) Confidence bands for two-stage design problems,

Technometrics, 29, 301-309.

C4 Cheng, R.C.H. and T.C. Iles (1988) One-sided confidence bands for cumulative

distribution function. Technometrics, 30, 155-159.

C5 Cheng, R.C.H., Evans, B.E. and Williams, J.E. (1988) Confidence band estimations

for distributions used in probabilistic design. Intemational Journal of Mechanical

Sciences, 30, 835-845.

4. Estimation in Non-Regular Problems

D1 Cheng, R.C.H., N.A.K. Amin (1981) Maximum likelihood estimation of parameters in

the inverse Gaussian distribution with unknown origin. Technometrics, 23, 257-263.

D2 Cheng, R.C.H. and Amin N.A.K. (1983) Estimating parameters in continuous

univariate distributions with a shifted origin. The Journal of the Royal Statistical

Society, Series B, 45, 394-403.

D3 Jones and Cheng, R.C.H. (1984) On the asymptotic efficiency of moment and

maximum likelihood estimators in the three-parameter inverse Gaussian distribution.

Communications in Statistics - Theory and Methods, 13, 2307-2314.

D4 Cheng, R.C.H. and T.C. Iles (1987) Corrected maximum likelihood in non-regular

problems. Journal of the Royal Statistical Society, Series B, 49, 95-101.

D5 Cheng, R.C.H. and Thornton, K.M. (1988) Selected percentage points of the Moran

Statistic. Journal of Statistical Computation and Simulation, 30, 189-194.

D6 Cheng, R.C.H., and Stephens M.A.(1989) A goodness-of-fit test using Moran's

statistic with estimated parameters, Biometrika, 76, 385-392.

D7 Cheng, R.C.H. and Iles, T.C. (1990) Embedded models in three-parameter

distributions and their estimation. J. Roy. Statist. Soc., B, 52, 1, 135-149.

D8 Cheng, R.C.H., Evans B.E. and Iles, T.C. (1992) Embedded models in non-linear

regression. J. Roy. Statist. Soc., B, 54, 3, 877-888.

D9 Cheng, R.C.H. and W.B. Liu (1995) Confidence intervals for threshold parameters.

In Statistical Modelling, eds. G.U.H. Seeber, B.J. Francis, R. Hatzinger, G.

Steckelberger. Lecture Notes in Statistics 104. Springer-Verlag New York 53-60.

D10 Cheng, R.C.H. and Traylor, L. (1995) Non-regular maximum likelihood problems

(with discussion). Journal of the Royal Statistical Society, Series B, 57, 1, 3-44.

D11 Cheng, R.C.H. and Liu, W.B. (1997) A continuous representation of the family of

stable law distributions. Journal of the Royal Statistical Society, Series B, 59, 1,

137-145.

D12 Cheng, R.C.H. and Liu, W.B. (2001) The Consistency of Estimators in Finite Mixture

Models. Scandinavian J of Statistics, 28 (4), 603-616.

5. Optimal Control of Industrial Processes

E1 Cheng, R.C.H. (1977) Optimal control of chemical plants with stages subject to

random breakdown. In 'Control of Distributed Parameter Systems', eds. S.P. Banks,

A.J. Pritchard 413-422, Pergamon Press.

E2 Cheng, R.C.H. (1980) Optimal control of systems subject to jump disturbances and-

their representation by Markov decision processes. In 'Recent Developments in

Markov Decision ,Processes'. eds R. Hartley, L.C. Thomas and D.J. White. Academic

Press, London, 301-321.

E3 Cheng, R.C.H. and Jones, G. (1981) Optimal control of systems with Markov jump

disturbances, a comparison of exact and approximate solutions In Proc. Third IMA

Conference on Control Theory, eds. J.E. Marshall, W.D. Collins, CJ. Harris and D.M.

Owens. Academic Press, London, 473-489.

E4 Cheng, R.C.H. and G. Jones (1983) An automatic method for modelling and

analysing, industrial chemical plants. European Journal of Operational Research, 14,

79-88.

E5 Cheng, R.C.H. (1997) An optimal policy for buffered continuous production

processes subject to random breakdown. In Stochastic Modelling in Innovative

Manufacturing, eds A.H. Christer, S Osaki and L.C. Thomas. Lecture Notes in

Economics and Mathematical Systems, 445. Springer-Verlag, New York, 1-18.

6. Computer Generated Imagery and Marine Simulation

F1 Cheng, R.C.H. (1992) Fast linear color rendering, In Graphics Gems III, ed. D. Kirk.

Academic Press, New York, 343-348, 583-585.

F2 Cheng, R.C.H. (1992), Edge and bit-mask calculations for anti-aliasing. In Graphics

Gems III, ed. D. Kirk. Academic Press, New York 349-354, 586-593.

G1 Cheng, R.C.H., Williams,J.E. and McCallum, I.R. (1983) Flexible automatic ship

controllers for track-keeping in restricted waterways. Ship Operating Automation, IV

(Ed. E. Volta). North Holland Publishing Co., Amsterdam 183-194.

Miscellaneous

H1 Vince M.A. and Cheng, R.C.H. (1970) The retardation of hatching in Japanese quail.

Animal Behaviour, 18, 210-214.

H2 Vince M.A. and Cheng, R.C.H. (1970) Effect of stimulation on the duration of lung

ventilation in quail foetuses. Journal of Experimental Zoology, 173, 4, 477-486.

Partially Refereed Articles

1. Computer Generation of Random Variates

a1 Cheng, R.C.H. and Davenport T.R. (1989) Implementation of quasi-random

generators and their use in discrete event simulation. In Proceedings of the 1989

Winter Simulation Conference, eds E.A. MacNair, K.J. Musselman, P. Heidelberger.

Institute of Electrical and Electronic Engineers, New York, 419-427.

2. Design and Analysis of Computer Simulation Experiments

b1 Cheng, R.C.H. (1981) The use of antithetic control variates in computer simulations,

In 1981 Winter Simulation Conference Proceedings, Eds. T.L. Oren, C.M. Delfosse

and C.M. Shub. Institute of Electrical and Electronics Engineers, New York, 313-318.

b2 Cheng, R.C.H. (1983) Random samples with known sample statistics: with application

to variance reduction. Proceedings of the 1983 Winter Simulation Conference,

Arlington, Eds. S.D. Roberts, J. Banks and B. Schmeiser, Institute of Electrical and

Electronic Engineers, New York, 395-400.

b3 Cheng, R.C.H. (1986) Variance reduction methods. Proceedings of the 1986- Winter

Simulation Conference, eds J. Wilson, J. Henriksen, S. Roberts. Institute of Electrical

Electronic Engineers, New York, 60-68.

b4 Cheng, R.C.H. and Davenport, T.R. (1988) Stratified sampling in the simplex with

applications to estimating statistical distributions. In Proceedings of the 1988 Winter

Simulation Conference, San Diego, eds M. Abrams, P. Haigh and J. Comfort,

Institute of Electrical and Electronic Engineers, New York, 540-545.

b5 Cheng, R.C.H. (1990) Fitting parametric models by conditional simulation.

Proceedings of the 1990 Winter Simulation Conference, eds O. Balci, R.P. Sadowski

and R.E. Nance, Institute of Electrical and Electronic Engineers, New York, 333-336.

b6 Cheng, R.C.H. and Traylor L. (1993) Conditional simulation techniques for estimating

the behaviour of nearly saturated queues. In Proceedings of UKSS 93 Conference,

eds. R.J. Pooley and R.N. Zobel. U.K. Simulation Society, Edinburgh University

Reprographic Press, 105-109.

b7 Cheng, R.C.H., Sztrik, J. and Traylor, L. (1993) Simulation of rare events by

switching arrival and service rates. In Proceedings of the 1993 Winter Simulation

Conference, eds G.W. Evans, M. Mollaghasemi, E.C. Russell and W.E. Biles. IEEE,

Piscataway, 317-322.

b8 Cheng, R.C.H. (1993) Selecting input models and random variate generation. In

Proceedings of the 1993 Winter Simulation Conference, eds G.W. Evans, M.

Mollaghasemi, E.C. Russell and W.E. Biles. IEEE, Piscataway, 34-40.

b9 Cheng, R.C.H. (1994) Selecting input models. In Proceedings of the 1994 Winter

Simulation Conference, Florida, eds. J.D. Tew, S. Manivanan, D.A. Sadowski and

A.F. Seila, IEEE, Piscataway, 184-191.

b10 Cheng, R.C.H. and Holland, W. (1995) The effect of input parameters on the

variability of simulation output. In UKSS95, Proceedings of the 2nd Conference of

the UK Simulation Society, eds. R.C.H. Cheng and R.B. Pooley. Edinburgh

University Reprographics Press, 29-36.

b11 Cheng, R.C.H. (1995) Bootstrap methods in computer simulation experiments.

In Proceedings of the 1995 Winter Simulation Conference, eds C. Alexopoulos,

K.Kang, W.R.Lilegdon and D.Goldsman. IEEE, Piscataway, 171-177.

b12 Cheng, R.C.H., Holland, W. and Hughes, N.A. (1996) Selection of input models

using bootstrap goodness-of-fit. In Proceedings of the 1996 Winter Simulation

Conference, eds J.M. Charnes, D.J. Morrice, D.T. Brunner and J.J. Swain. IEEE,

Piscataway, 317-322.

b13 Cheng, R.C.H. and Holland, W. (1997). The efficient combination of bootstrap and

non-bootstrap simulation results applied to a packet loss problem. Proc of UKSim 97:

The 3rd Conf. of the UK Simulation Soc. Ed. P. Luker. UK Sim. Soc, Edinburgh

University, 17-22.

b14 Cheng, R.C.H. (1997) Searching for important factors: sequential bifurcation under

uncertainty. In Proceedings of the 1997 Winter Simulation Conference, eds: S.

Andradottir, K.J. Healy, D.H. Withers and B.L. Nelson. IEEE, Piscataway, 275-280.

b15 Cheng, R.C.H. (1998). Model selection by parametric bootstrapping: a powerful

alternative to Bayes. In Proc of the 2^nd International Symposium on Sensitivity Analysis

of Model Output, 1998. Eds K. Chan, S. Tarantola and F. Campolongo,

Luxembourg: Office for Official Publications of the European Communities. 53-56.

b16 Cheng, R.C.H. and Holland, W. (1998). A comparison of methods for calculating

confidence intervals for simulation output. In Proc of the 2^nd International Symposium

on Sensitivity Analysis of Model Output, 1998. Eds K. Chan, S. Tarantola and

F. Campolongo, Luxembourg: Office for Official Publications of the European

Communities. 57-59.

b17 Cheng, R.C.H. (1998). Modelling input distributions in discrete event simulation.

In ESM98: Simulation-Past, Present and Future, eds. R. Zobel and D. Moeller,

SCS, Delft, 817-823.

b18 Cheng, R.C.H. (1998). Bayesian model selection when the number of components

is unknown. In Proceedings of the 1998 Winter Simulation Conference, eds

D.J.Medeiros, E.F. Watson, J.S. Carson and M.S. Manivannan. IEEE,

Piscataway, 653-659.

b19 Kleijnen, J.P.C., Feelders, A.J. and Cheng, R.C.H. (1998). Bootstrapping

and validation of metamodels in simulation. In Proceedings of the 1998 Winter

Simulation Conference, eds D.J.Medeiros, E.F. Watson, J.S. Carson and M.S.

Manivannan. IEEE, Piscataway, 701-706.

b20 Cheng, R.C.H. and Lamb, J.D. (1998). Interactive implementation of

optimal simulation experiment designs. In Proceedings of the 1998 Winter

Simulation Conference, eds D.J.Medeiros, E.F. Watson, J.S. Carson

and M.S. Manivannan. IEEE, Piscataway, 707-712.

b21 Cheng, R.C.H. and Holland, W. (1999). Stochastic Sequential Bifurcation: Practical

Issues In: Proceedings of UK Simulation Society Conference, eds D. Al-Dabass

and R.C.H. Cheng, UKSIM, Nottingham, 74-80

b22 Cheng, R.C.H. (1999) Regression Metamodelling using Bayesian Methods.

In Proceedings of the 1999 Winter Simulation Conference, eds P.A. Farrington,

H.B. Nembhard, D. T. Sturrock and G.W. Evans, IEEE Piscataway, 330-335.

b23 Cheng, R.C.H. and Jones, O.D. (2000) Analysis of Simulation Factorial

Experiments by EDF Statistics, Proceedings of the 2000 Winter Simulation

Conference, eds J.A. joins, R.R. Barton, K. Kang and P.A. Fishwick, IEEE

Piscataway, 697- 703.

b24 Kleijnen, J.P.C., Cheng, R.C.H. and Bettonvil, B. (2000) Validation of Trace-

Driven Simulation Models: More Bootstrap Tests, Proceedings of the 2000 Winter

Simulation Conference, eds J.A. Joins, R.R. Barton, K. Kang and P.A. Fishwick,

IEEE Piscataway, 882- 892.

b25 Brea, E. and Cheng, R.C.H. (2001) Optimisation of Four Queue Network via

Nested Partition Method, In Proceedings of UKSIM 2001, Conference of the UK

Simulation Society, ed D. Al-Dabass, 63-67.

b26 Cheng, R.C.H. (2001) Analysis of Simulation Experiments by Bootstrap

Resampling. In Proceedings of the 2001 Winter Simulation Conference, eds B.A. Peters,

J.S. Smith, D.J. Medeiros and M.W. Rohrer. IEEE, Piscataway, 179- 186.

b27 Barton, R.R., Cheng, R.C.H., Chick, S.E., Henderson, S.G., Law, A.M., Leemis,

L.M., Schmeiser, B.W., Schruben, L.W. and Wilson, J.R. (2002) Panel on current issues

in simulation modelling. Proceedings of the 2002 Winter Simulation Conference,

eds E. Yücesan, C-H Chen, J.L. Snowdon and J.M. Charnes, IEEE, Piscataway,

353-370.

3. Construction of Confidence Bands

c1 Cheng, R.C.H., Evans, B.E. and Williams, J.E. (1989) Modelling material properties

subject to large statistical variation. In Computers and Experiments in Stress

Analysis, eds C.M. Carlomagno and C.A. Brebbia, Springer-Verlag, London, 3-12.

c2 Cheng, R.C.H., Evans, B.E. and Williams, J.E. (1989) The use of modified Weibuil

distributions to predict the failure of brittle components. In Computers and

Experiments in Stress Analysis, eds C.M. Carlomagno and C.A. Brebbia, Springer-

Verlag, London, 13-24.

4. Estimation in Non-Regular Problems

d1 Cheng, R.C.H. and Traylor. L. (1995) Characterization of material strength properties

using probabilistic mixture models. In Computational Methods and Experimental

Measurements VII, eds. G.M. Carlomagno and C.A. Brebbia. Computational

Mechanics Publications, Southampton, 553-560.

5. Optimal Control of Industrial Processes

e1 Cheng, R.C.H. (1981) Efficient solution of large scale Markov decision processes,

Methods of Operations Research, 41, 5, 133-136.

e2 Jones, G. and Cheng, R.C.H. (1993) Modelling industrial chemical plants: simulation

via Stella. Proceedings of UKSS 93 Conference, eds. R.J. Pooley and R.N. Zobel,

U.K. Simulation Society, Edinburgh University Reprographic Press, 186-190.

e3 Jones, G. and Cheng, R.C.H. (1995) Simulating the effect of buffer stocks in industrial

chemical plants. In UKSS95 Proceedings of the 2nd Conference of the UK Simulation

Society, eds. R.C.H. Cheng and R.B. Pooley. Edinburgh University Reprographics

Press, 186-192.

6a. Computer Generated Imagery

f1 Cheng, R.C.H. and Steel, J. (1990) The use of multiple processors for geometry

calculations in a visual simulator. In Proceedings of the UKSC 90 Conference on

Computer Simulation, ed. K.G. Nock. United Kingdom Simulation Council (through

the European Office of the SCS, University of Ghent), 166-168.

f2 Hughes, N.A. and Cheng, R.C.H. (1995) Automatic generation of terrain databases

using Simulated annealing. In UKSS95, Proceedings of the 2nd Conference of the UK

Simulation Society, eds. R.C.H. Cheng and R.B. Pooley. Edinburgh University

Reprographics Press 44-50.

f3 Cheng, R.C.H. and Hughes, N.A. (1997). The determination of optimally sized objects

in CGI databases. Proc of UKSim 97: The 3rd Conf. of the UK Simulation Soc. Ed. P.

Luker. UK Sim. Soc, Edinburgh University, 23- 29

f4 Hughes, N.A. and Cheng, R.C.H. (1997). Optimal construction of contour databases

and their validation. Proc of UKSim 97: The 3rd Conf. of the UK Simulation Soc. Ed.

P. Luker. UK Sim. Soc, Edinburgh University, 60-65.

6b. Marine Simulation

g1 Cheng, R.C.H. and McCallum, I.R. (1987) - Simulation of nocturnal marine scenes.

Proceedings of the UKSC Conference on Computer Simulation, ed. R.N. Zobel.

United Kingdom Simulation Council (through the European Office of the SCS,

University of Ghent), 36-40.

g2 Noble M.A. and Cheng, R.C.H. (1993) Introducing new database technology to

maritime simulation. In Proceedings of UKSS 93 Conference, eds. R.J. Pooley and

R.N. Zobel, U.K. Simulation Society, Edinburgh University Reprographic Press, 87-

90.