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Computational Probability Read chapter Read first chapter

2017 | OriginalPaper | Chapter

12. Stochastic Simulation

Authors : John H. Drew, Diane L. Evans, Andrew G. Glen, Lawrence M. Leemis

Published in: Computational Probability

Publisher: Springer International Publishing

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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.

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previous chapter Symbolic ARMA Model Analysis
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Metadata
Title
Stochastic Simulation
Authors
John H. Drew
Diane L. Evans
Andrew G. Glen
Lawrence M. Leemis
Copyright Year
2017
Book
Computational Probability

Print ISBN: 978-3-319-43321-9

Electronic ISBN: 978-3-319-43323-3

Copyright Year: 2017

DOI
https://doi.org/10.1007/978-3-319-43323-3_12

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