Statistical Simulation: Power Method Polynomials and Other Transformations, 1st Edition (e-Book) book cover

Statistical Simulation

Power Method Polynomials and Other Transformations, 1st Edition

By Todd C. Headrick

Chapman and Hall/CRC

174 pages

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Description

Although power method polynomials based on the standard normal distributions have been used in many different contexts for the past 30 years, it was not until recently that the probability density function (pdf) and cumulative distribution function (cdf) were derived and made available. Focusing on both univariate and multivariate nonnormal data ge

Table of Contents

Introduction. The Power Method Transformation. Using the Power Method Transformation. Simulating More Elaborate Correlation Structures. Other Transformations: The g-and-h and GLD Families of Distributions. References. Index.

About the Author

Todd C. Headrick is an associate professor and coordinator of the Educational Statistics & Measurement program at Southern Illinois University Carbondale.

Subject Categories

BISAC Subject Codes/Headings:
MAT029000
MATHEMATICS / Probability & Statistics / General
MAT029010
MATHEMATICS / Probability & Statistics / Bayesian Analysis