Stochastic Simulation

Part of the In Operations Research & Management Science book series (ISOR, volume 117)

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.


Random Number Generator Stochastic Simulation Indicator Matrice Matrix Store Weibull Survivor 
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© Springer Science+Business Media, LLC 2008

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