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Statistical Simulation: Power Method Polynomials and Other Transformations Headrick, Todd C. (Southern Illinois University, Carbondale, USA)
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 | Books Hardcover Book (Book with hard spine and cover) |
| Released | December 8, 2009 |
| ISBN13 | 9781420064902 |
| Publishers | Taylor & Francis Ltd |
| Pages | 174 |
| Dimensions | 164 × 242 × 17 mm · 440 g |