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Genre/Form: | Electronic books |
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Additional Physical Format: | Print version: Headrick, Todd C. Statistical simulation. Boca Raton : Chapman & Hall/CRC, ©2010 (DLC) 2009042286 (OCoLC)166358444 |
Material Type: | Document, Internet resource |
Document Type: | Internet Resource, Computer File |
All Authors / Contributors: |
Todd C Headrick |
ISBN: | 9781420064919 1420064916 1420064908 9781420064902 |
OCLC Number: | 613205773 |
Description: | 1 online resource (vii, 166 pages) : illustrations |
Contents: | 1. Introduction -- 2. The Power method transformation -- 3. Using the power method transformation -- 4. Simulating more elaborate correlation structures -- 5. Other transformations : the g-and-h and GLD families of distributions. |
Responsibility: | Todd C. Headrick. |
Reviews
Publisher Synopsis
Headrick's book is a valuable addition to the simulation world in the sense that it is the first systematic book on power method polynomials ... this book has potential to be one of the key sources for researchers who are involved in random number generation and Monte Carlo studies. ... it can serve and seems to be designed as a supplemental text in graduate level simulation- and computation-oriented courses. ... Mathematica functions are provided throughout the book, which is a nice feature ... Headrick's book is a fairly major contribution to the literature ... . I would highly recommend this book to anyone who deals with random number generation and more generally with Monte Carlo simulation and statistical computing.-Journal of Statistical Software, Vol. 43, September 2011This interesting monograph concerns the use of power method polynomials in the context of simulating univariate and multivariate nonnormal distributions with given cumulant and correlation structure. Its strength is in the fact that the power method, g-and-h transformations and GLD transformations are capable of simulation multivariate nonnormal continuous distributions specified by its cumulants and correlation matrices. ... -Zentralblatt MATH 1187 Read more...

