Statistical Simulation: Power Method Polynomials and Other Transformations

Statistical Simulation: Power Method Polynomials and Other Transformations Headrick Todd C. Wydawca: Taylor & Francis Ltd Data wydania: 2009 ISBN: 9781420064902 Liczba stron: 174 Format: 242 x 164 x 17 Rodzaj oprawy: Hardback Opis produktu: Focusing on both univariate and multivariate nonnormal data generation, this book presents techniques for conducting a Monte Carlo simulation study. It shows how to use power method polynomials for simulating univariate and multivariate nonnormal distributions with specified cumulants and correlation matrices.