STOCHASTIC MODELS
Edited by D.P. Heyman and M.J. Sobel
CHAPTER 7
Simulation Experiments
B. Schmeiser
1. Introduction*
2. Sources of randomness
3. Random-variate generation
4. Input modeling
5. Point estimation
6. Output analysis
7. Variance reduction
References
* The first two pages of the chapters are available as PDF file.
Complete chapters on ScienceDirect
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