Statistical simulation

Headrick, Todd C.

Statistical simulation power method polynomials and other transformations / [electronic resource] : Todd C. Headrick. - Boca Raton : Chapman & Hall/CRC, c2010. - vii, 166 p. : ill.

Includes bibliographical references and index.

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.




Mode of access: World Wide Web.

9781420064919 (ebook : PDF)


Monte Carlo method.
Distribution (Probability theory)


Electronic books.