This book provides the first simultaneous coverage of the statistical aspects of simulation and Monte Carlo methods, their commonalities and their differences for the solution of a wide spectrum of engineering and scientific problems. It contains standard material usually considered in Monte Carlo simulation as well as new material such as variance reduction techniques, regenerative simulation, and Monte Carlo optimization.

• Simulation and the Monte Carlo Method 2
  • Contents 14
    • 1. SYSTEMS, MODELS, SIMULATION, AND THE MONTE CARL0 METHODS 26
      • 1.1 systems 26
      • 1.2 Models 28
      • 1.3 Simulation and the Monte Carlo Methods 31
      • 1.4 A Machine Shop Example 37
      • References 42
    • 2. RANDOM NUMBER GENERATION 45
      • 2.1 Introduction 45
      • 2.2 Congruential Generators 46
      • 2.3 Statistical Tests of Pseudorandom Numbers 51
        • 2.3.1 Chi-square Goodness-of-Fit Test 51
        • 2.3.2 kolmogorov-Smirnov Goodness-of Fit Test 52
        • 2.3.4 Serial Test 55