Can I read Statistical Simulation : Power Method Polynomials and Other Transformations on EtoBox?

Statistical Simulation : Power Method Polynomials and Other Transformations by Todd C. Headrick is a nonfiction available to read on EtoBox.

What is Statistical Simulation : Power Method Polynomials and Other Transformations about?

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 method polynomials for simulating univariate and multivariate nonnormal distributions with specified cumulants and correlation matrices. The book first explores the methodology underlying the power method, before demonstrating this method through examples of standard normal, logistic, and uniform power method pdfs. It also discusses methods for improving the performance of a simulation based on power method polynomials. The book then develops simulation procedures for systems of linear statistical models, intraclass correlation coefficients, and correlated continuous variates and ranks. Numerical examples and results from Monte Carlo simulations illustrate thes

Who reads Statistical Simulation : Power Method Polynomials and Other Transformations?

Author

Todd C. Headrick

Publisher

Chapman and Hall/CRC

Published

2009

Language

EN

ISBN

9780429144370

Category

nonfiction

Subjects

Mathematics, Science, Economics