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.
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Produktdetaljer

ISBN
9780471822905
Publisert
1987-02-25
Utgiver
John Wiley & Sons Inc
Vekt
474 gr
Høyde
242 mm
Bredde
161 mm
Dybde
18 mm
Aldersnivå
UP, P, 05, 06
Språk
Product language
Engelsk
Format
Product format
Innbundet
Antall sider
256

Forfatter

Biografisk notat

Mark E. Johnson is the author of Multivariate Statistical Simulation: A Guide to Selecting and Generating Continuous Multivariate Distributions, published by Wiley.