Multivariate Statistical Simulation: A Guide to Selecting and Generating Continuous Multivariate Distributions

✍ Scribed by Mark E. Johnson

• Publisher: John Wiley & Sons
• Year: 1987
• Tongue: English
• Leaves: 238
• Category: Library

✦ Synopsis

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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✦ Table of Contents

Cover
Copurights
Preface
Contents
Chapter 1 Indtroduction
Chapter 2 Univariate Distributions and their Generation
Chapter 3 Multivariate Generation Techniques
Chapter 4 Multivariate Normal and Related Distributions
Chapter 5 Johnson's Translation System
Chapter 6 Elliptically Contoured Distributions
Chapter 7 Circular, Spherical, and Related Distributions
Chapter 8 Khintchine Distributions
Chapter 9 Multivariate Burr, Pareto, and Logistic Distributions
Chapter 10 Miscellaneous Distributions
Chapter 11 Research Directions
Reference
Author Index
Subject Index
Wiley Series in Probability and Mathematical Statistics