This chapter considers applications from stochastic simulation. Section 10.1 considers tests of randomness. Section 10.2 investigates the use of computational probability in input modeling. Section 10.3 contains a development of an algorithm to find the distribution of the Kolmogorov—Smirnov goodness of-fit test statistic in the all-parameters-known case.
KeywordsRandom Number Generator Stochastic Simulation Indicator Matrice Matrix Store Weibull Survivor
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