Statistical Simulation

Statistical Simulation

by ToddC.Headrick (Author)

Synopsis

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.

$220.45

Quantity

1 in stock

More Information

Format: Hardcover
Pages: 174
Edition: 1
Publisher: Chapman & Hall
Published: 08 Dec 2009

ISBN 10: 1420064908
ISBN 13: 9781420064902