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Statistical Simulation: Power Method Polynomials and Other Transformations

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Although power method polynomials based on the standard normal distributions have been used in many different contexts for the past 30 years, it was not until recently that the probability density function (pdf) and cumulative distribution function (cdf) were derived and made available. Focusing on both univariate and multivariate nonnormal data generation, Statistical Simulation: Power Method Polynomials and Other Transformations presents techniques for conducting a Monte Carlo simulation study. It shows how to use power ...

Statistical Simulation: Power Method Polynomials and Other Transformations 2009, Chapman & Hall, Boca Raton, FL

ISBN-13: 9781420064902

Hardcover

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