by ToddC.Headrick (Author)
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.
Format: Hardcover
Pages: 174
Edition: 1
Publisher: Chapman & Hall
Published: 08 Dec 2009
ISBN 10: 1420064908
ISBN 13: 9781420064902