NATCOR Simulation Section ????

 

I        Contents

 

1.            Introduction

2.            Statistical MetaModels

 

II       Classical Methods

 

3.            Random Variables

4.            Fitting Parametric Distributions to Random Samples; Input Modelling

5.            Maximum Likelihood Estimation

6.            Accuracy of MLEs

 

III          Computer Intensive Methods

 

7.            Empirical Distribution Functions

8.            Basic Bootstrap Method

9.            Evaluating the Distribution of MLEs by Bootstrapping

10.          Comparing Samples Using the Basic Bootstrap

11.          The Parametric Bootstrap

12           Goodness of Fit Testing

  12.1       Classical Goodness of Fit

  12.2.      Bootstrapping a GOF statistic

13          Comparison of Different Models; Model Selection

 

14          Final Comments

 

References