This page contains links to various items that I find useful in teaching simulation. Feel free to download and use these for your own purposes.

• Spreadsheet that helps with visualizing the various confidence region procedures for multiple performance measures. Shows regular confidence intervals, simultaneous confidence intervals via the Bonferroni inequality, and the ellipsoidal confidence region obtained from the multivariate central limit theorem. Thanks due to Julius Atlason for creating this great sheet!
• Spreadsheet that demonstrates the use of common random numbers. See the sheet labelled Instructions.
• Spreadsheet that demonstrates the use of antithetic random numbers. See the sheet labelled Instructions.
• MATLAB code to generate a Poisson random field on the unit square using thinning.
• MATLAB code to demonstrate how pseudo-random numbers derived from an LCG lie on a limited number of hyperplanes. The example used is the infamous RANDU generator. Instructions on how to use the MATLAB code are contained at the top of the m-file.
• MATLAB code to demonstrate how normal random variates generated using the Box Muller method lie on a spiral when an LCG is used to generate the pseudo-random numbers. Instructions on how to use the MATLAB code are contained at the top of the m-file.
• MATLAB code to visualize the density function corresponding to 2 independent Gaussian random variables. Hit the return key to change views of the density.