Statistical simulation: power method polynomials and other transformations
Auteur :
Headrick, Todd C.
Éditeur :
Taylor & Francis Ltd
ISBN :
9781420064902
Date de publication :
8 déc. 2009
Dimensions :
23,4 x 15,6 cm
Poids :
438 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.