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.
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This book provides state-of-the-art coverage for the researcher confronted with designing and executing a simulation study using continuous multivariate distributions. The concise writing style makes the book accessible to a wide audience.
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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.
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.
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Product details
ISBN
9780471822905
Published
1987-02-25
Publisher
John Wiley & Sons Inc
Weight
474 gr
Height
242 mm
Width
161 mm
Thickness
18 mm
Age
UP, P, 05, 06
Language
Product language
Engelsk
Format
Product format
Innbundet
Number of pages
256
Author
Biographical note
Mark E. Johnson is the author of Multivariate Statistical Simulation: A Guide to Selecting and Generating Continuous Multivariate Distributions, published by Wiley.