Multivariate statistical simulation
Mark E. Johnson.
New York : Wiley, ©1987.
ix, 230 págs. : ilustraciones ; 23 cm.
Serie: Wiley series in probability and mathematical statistics. Applied probability and statistics
ISBN: 0471822906
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.