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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Detalles Bibliográficos
Autor principal: Headrick, Todd C
Lenguaje:eng
Publicado: CRC Press 2009
Materias:
Mathematical Physics and Mathematics
Acceso en línea:http://cds.cern.ch/record/1315209
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author Headrick, Todd C
author_facet Headrick, Todd C
author_sort Headrick, Todd C
collection CERN
description 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
id cern-1315209
institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2009
publisher CRC Press
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spelling cern-13152092021-04-22T01:14:05Zhttp://cds.cern.ch/record/1315209engHeadrick, Todd CStatistical Simulation: Power Method Polynomials and Other TransformationsMathematical Physics and MathematicsFocusing 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 matricesCRC Pressoai:cds.cern.ch:13152092009
spellingShingle Mathematical Physics and Mathematics
Headrick, Todd C
Statistical Simulation: Power Method Polynomials and Other Transformations
title Statistical Simulation: Power Method Polynomials and Other Transformations
title_full Statistical Simulation: Power Method Polynomials and Other Transformations
title_fullStr Statistical Simulation: Power Method Polynomials and Other Transformations
title_full_unstemmed Statistical Simulation: Power Method Polynomials and Other Transformations
title_short Statistical Simulation: Power Method Polynomials and Other Transformations
title_sort statistical simulation: power method polynomials and other transformations
topic Mathematical Physics and Mathematics
url http://cds.cern.ch/record/1315209
work_keys_str_mv AT headricktoddc statisticalsimulationpowermethodpolynomialsandothertransformations

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