Johnson, Mark E.
Multivariate statistical simulation / Mark E. Johnson.
— New York : Wiley, c1987. ix, 230 p. : il. ; 23 cm. — (Wiley series in probability and mathematical statistics. Applied probability and statistics)
Incluye referencias bibliográficas (p. 211-224) e índices.
Contenido: 1. Introduction — 2. Univariate distributions and their generation — 3. Multivariate generation techniques — 4. Multivariate normal and related distributions — 5. Johnson's translation system — 6. Elliptically contoured distributions — 7. Circular, spherical, and related distributions — 8. Khintchine distributions — 9. Multivariate Burr, Pareto, and logistic distributions — 10. Miscellaneous distributions — 11. Research directions.
ISBN 0471822906
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