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A fundamental issue in statistical analysis is testing the fit of a particular probability model to a set of observed data. Monte Carlo approximation to the null distribution of the test provides a convenient and powerful means of testing model fit. Nonparametric Monte Carlo Tests and Their Applications proposes a new Monte Carlo-based methodology to construct this type of approximation Every chapter of the book includes algorithms, simulations, and theoretical deductions. The prerequisites for a full appreciation of the book are a modest knowledge of mathematical statistics and limit theorems in probability,empirical process theory.