𝑏

Monte Carlo Integral: 𝐼 = ∫𝑎 𝑓(𝑥) 𝑑𝑥, x follows uniform(a,b) with sample size n
1
Estimated integral 𝐹 𝑛 = (𝑏 − 𝑎) ∑𝑛𝑖=1 𝑓(𝑥𝑖 )
𝑛
𝑑
Backward Euler: (Gear 1): 𝑌(𝑡𝑛+1 ) = 𝑌(𝑡𝑛 ) + ℎ × 𝑌(𝑡𝑛+1 )
𝑑𝑡
ℎ 𝑑 𝑑
Trapezoidal Rule: 𝑌(𝑡𝑛+1 ) = 𝑌(𝑡𝑛 ) + [ 𝑌(𝑡𝑛+1 ) + 𝑌(𝑡𝑛 )]
2 𝑑𝑡 𝑑𝑡
Poisson RVs: number of k arrivals in interval t; 𝜆is number of occurrences per unit (time)
𝑒 −𝜇 (𝜇)𝑘
PMF: 𝑓(𝑘, 𝜆𝑡) = , 𝑘 = 0,1,2, . ..
𝑘!
𝜇 = 𝜎2 = 𝜆𝑡 (Average event rate) or (mean)
Exponential Distribution RV:
1 1
PDF: 𝑃(𝑋) = 𝜆𝑒 −𝜆𝑥 , 0 ≤ 𝑥 < ∞ Mean = Var =
𝜆 𝜆2
𝑃(𝑋 < 𝑡1 + 𝑡2 | 𝑋 > 𝑡1) = 𝑃(𝑋 < 𝑡2)
: 1 − 𝑒 −𝜆𝑥
Goodness of fit:
Significance level or α-error: 𝛼 = 𝑷(𝒕𝒚𝒑𝒆 𝑰 𝒆𝒓𝒓𝒐𝒓) = 𝑷(𝒓𝒆𝒋𝒆𝒄𝒕 𝑯𝟎 𝒘𝒉𝒆𝒏 𝑯𝟎 𝒊𝒔 𝒕𝒓𝒖𝒆)
β-error: 𝛽 = 𝑷(𝒕𝒚𝒑𝒆 𝑰𝑰 𝒆𝒓𝒓𝒐𝒓) = 𝑷(𝒇𝒂𝒊𝒍 𝒕𝒐 𝒓𝒆𝒋𝒆𝒄𝒕 𝑯𝟎 𝒘𝒉𝒆𝒏 𝑯𝟎 𝒊𝒔 𝒇𝒂𝒍𝒔𝒆)
(𝑬 −𝑶 ) 𝟐
Statistic T given by: 𝑻 = ∑𝒌𝒊=𝟏 𝒊 𝒊
𝑬 𝒊

The steady state formulas for M/M/1 queue

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