In study of the statistical packages, simulation from probability distributions is one of the important aspects. This … paper is based on simulation study from Bernoulli distribution conducted by various popular statistical packages like R, SAS … simulation study based on 8685000 random numbers and 27000 tests of significance shows that ability to simulate random data from …

We consider an alternative use of simulation in the context of using the Likelihood-Ratio statistic to test non …-nested models. To date simulation has been used to estimate the Kullback-Leibler measure of closeness between two densities, which … study represents the first comparison of the properties of bootstrap and simulation-based tests applied to non-nested tests …

This paper gives a survey on how to validate simulation models through the application of mathematical statistics. The … output data, and (iii) both input and output data. In case (i), the system analysts can still experiment with the simulation … model to obtain simulated data. Those experiments should be guided by the statistical theory on design of experiments (DOE …

Consider a finite state irreducible Markov reward chain. It is shown that there exist simulation estimates and …