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Statistical Simulation: Power Method Polynomials and Other Transformations
Todd C. Headrick
Statistical Simulation: Power Method Polynomials and Other Transformations
Todd C. Headrick
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
Mídia | Livros Hardcover Book (Livro com lombada e capa dura) |
Lançado | 8 de dezembro de 2009 |
ISBN13 | 9781420064902 |
Editoras | Taylor & Francis Ltd |
Páginas | 174 |
Dimensões | 164 × 242 × 17 mm · 440 g |
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