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Statistical Simulation (Power Method Polynomials and Other Transformations)
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$99.99
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Product Details
Author:
Todd C. Headrick
Format:
Paperback
Pages:
174
Publisher:
CRC Press (June 14, 2017)
Language:
English
Audience:
Professional and scholarly
ISBN-13:
9781138116283
Weight:
11.75oz
Dimensions:
6.125" x 9.1875"
File:
TAYLORFRANCIS-TayFran_260124055354119-20260124.xml
Folder:
TAYLORFRANCIS
List Price:
$99.99
Country of Origin:
United States
Case Pack:
1
As low as:
$94.99
Publisher Identifier:
P-CRC
Discount Code:
H
Pub Discount:
30
Imprint:
Chapman and Hall/CRC
Overview
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. By using the methodology and techniques developed in the text, readers can evaluate different transformations in terms of comparing percentiles, measures of central tendency, goodness-of-fit tests, and more. Along with many numerical examples and results, the book employs Mathematica® in a range of procedures and offers the source code for download online.
