Statistical Simulation

Todd C. (Southern Illinois University, Carbondale, USA) Headrick

Taylor & Francis Ltd, 2009

354,95 €On orderDelivery: 2-3 weeks

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-13
9781420064902
ISBN-10
1420064908
Publisher
Taylor & Francis Ltd
Year
2009
Publication date
2009-12-08
Pages
174
Dimensions
242x164x17
Weight
440