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Statistical simulation : power method polynomials and other transformations

Author: Todd C Headrick
Publisher: Boca Raton : Chapman & Hall/CRC, ©2010.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:

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  Read more...

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Genre/Form: Electronic books
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.

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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 Read more...

 
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