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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...
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| Lenguaje: | eng |
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CRC Press
2009
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| Acceso en línea: | http://cds.cern.ch/record/1315209 |
| Sumario: | 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 |
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