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Multivariate Statistical Simulation
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A Guide to Selecting and Generating Continuous Multivariate Distributions
E-Book
Sofort lieferbar | Lieferzeit: Sofort lieferbar
Artikel-Nr:
9781118150733
Veröffentl:
2013
Einband:
E-Book
Seiten:
240
Autor:
Mark E. Johnson
Serie:
Wiley Series in Probability and Statistics
eBook Typ:
PDF
eBook Format:
Reflowable E-Book
Kopierschutz:
Adobe DRM [Hard-DRM]
Sprache:
Englisch
Beschreibung:
Provides state-of-the-art coverage for the researcher confronted with designing and executing a simulation study using continuous multivariate distributions. Concise writing style makes the book accessible to a wide audience. Well-known multivariate distributions are described, emphasizing a few representative cases from each distribution. Coverage includes Pearson Types II and VII elliptically contoured distributions, Khintchine distributions, and the unifying class for the Burr, Pareto, and logistic distributions. Extensively illustrated--the figures are unique, attractive, and reveal very nicely what distributions ``look like.'' Contains an extensive and up-to-date bibliography culled from journals in statistics, operations research, mathematics, and computer science.
Provides state-of-the-art coverage for the researcher confronted with designing and executing a simulation study using continuous multivariate distributions. Concise writing style makes the book accessible to a wide audience. Well-known multivariate distributions are described, emphasizing a few representative cases from each distribution. Coverage includes Pearson Types II and VII elliptically contoured distributions, Khintchine distributions, and the unifying class for the Burr, Pareto, and logistic distributions. Extensively illustrated--the figures are unique, attractive, and reveal very nicely what distributions ``look like.'' Contains an extensive and up-to-date bibliography culled from journals in statistics, operations research, mathematics, and computer science.
Univariate Distributions and Their Generation.Multivariate Generation Techniques.Multivariate Normal and Related Distributions.Johnson's Translation System.Elliptically Contoured Distributions.Circular, Spherical and Related Distributions.Khintchine Distributions.Miscellaneous Distributions.Research Directions.References.Supplementary References.Index.