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Statistical Simulation: Power Method Polynomials and Other Transformations
Headrick, Todd C. (Southern Illinois University, Carbondale, USA)
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Statistical Simulation: Power Method Polynomials and Other Transformations
Headrick, Todd C. (Southern Illinois University, Carbondale, USA)
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.
174 pages, 6 black & white illustrations, 141 black & white tables
| Media | Bøker Innbunden bok (Bok med hard rygg og stivt omslag) |
| Utgitt | 8. desember 2009 |
| ISBN13 | 9781420064902 |
| Utgivere | Taylor & Francis Ltd |
| Antall sider | 174 |
| Mål | 164 × 242 × 17 mm · 440 g |