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.
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(2008). Stochastic Simulation. In: Computational Probability. In Operations Research & Management Science, vol 117. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-74676-0_10
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DOI: https://doi.org/10.1007/978-0-387-74676-0_10
Publisher Name: Springer, Boston, MA
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