AuthorHeadrick, Todd C
TitleStatistical simulation [electronic resource] : power method polynomials and other transformations / Todd C. Headrick
Imprint Boca Raton : Chapman & Hall/CRC, c2010
Connect tohttp://marc.crcnetbase.com/isbn/9781420064919
Descript vii, 166 p. : ill

CONTENT

1. Introduction -- 2. The Power method transformation -- 3. Using the power method transformation -- 4. Simulating more elaborate correlation structures -- 5. Other transformations : the g-and-h and GLD families of distributions


SUBJECT

  1. Monte Carlo method
  2. Distribution (Probability theory)
  3. Electronic books.