Modeling and Generating Stochastic Inputs for Simulation Studies

SYNOPTIC ABSTRACT

The problem of modeling and generating stochastic inputs for simulation studies is reviewed. A state-of-the-art review of univariate random variate generation is provided. A brief treatment of the generation of order statistics is also given. Some general systems of distributions are discussed as models to fit data when the underlying distribution is unknown. A comprehensive list of references is included.

Key Words and Phrases:

• stochastic inputs
• random variate generation
• univariate continuous and discrete distributions
• general systems of distributions
• order statistics