Statistical Simulation

Auteur: Headrick, Todd C. (Southern Illinois University, Carbondale, USA)
Editeur: Taylor & Francis Ltd
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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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.
ISBN / EAN 9781420064902
Auteur Headrick, Todd C. (Southern Illinois University, Carbondale, USA)
Editeur Taylor & Francis Ltd