Stochastic Simulation

John H. Drew, Diane L. Evans, Andrew G. Glen and Lawrence M. Leemis
Additional contact information
John H. Drew: The College of William and Mary
Diane L. Evans: Rose-Hulman Institute of Technology
Andrew G. Glen: Colorado College
Lawrence M. Leemis: The College of William and Mary

Chapter 12 in Computational Probability, 2017, pp 209-240 from Springer

Abstract: Abstract This chapter considers applications from stochastic simulation. Section 12.1 considers tests of randomness. Section 12.2 investigates the use of computational probability in input modeling. Section 12.3 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.

Keywords: Random Number; Random Number Generator; Stochastic Simulation; Iterative Equation; Consecutive Pair (search for similar items in EconPapers)
Date: 2017
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:isochp:978-3-319-43323-3_12

Ordering information: This item can be ordered from
http://www.springer.com/9783319433233

DOI: 10.1007/978-3-319-43323-3_12

Access Statistics for this chapter

More chapters in International Series in Operations Research & Management Science from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().