midterm cheat sheet - LCG's page 34 Continuous: 1 Generate...

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: = = LLN 1nΣi 1nXi EXi : = + , CLT Sn nEX σnN0 1 = - = - sn2 1n 1Σi 1nXi Xn2 zσn ϵ + = = - ! PNt s k e λsλskk Poisson - λe λx Exponential - - 1σ2πexp x μ22σ2 Normal LCG’s page 34 Continuous: 1 Generate U~U[0,1] 2 Return - - 1λln1 U Discrete: 1 Generate U~U[0,1] 2 Return
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This note was uploaded on 04/06/2008 for the course ORIE 580 taught by Professor Henderson during the Fall '06 term at Cornell University (Engineering School).

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