Cargando…

Statistical Simulation: Power Method Polynomials and Other Transformations

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 correlatio...

Descripción completa

Detalles Bibliográficos
Autor principal: Headrick, Todd C
Lenguaje:eng
Publicado: CRC Press 2009
Materias:
Acceso en línea:http://cds.cern.ch/record/1315209