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Multivariate Statistical Simulation: A Guide to Selecting and Generating Continuous Multivariate Distributions, by Mark E. Johnson
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Provides state-of-the-art coverage for the researcher confronted with designing and executing a simulation study using continuous multivariate distributions. Concise writing style makes the book accessible to a wide audience. Well-known multivariate distributions are described, emphasizing a few representative cases from each distribution. Coverage includes Pearson Types II and VII elliptically contoured distributions, Khintchine distributions, and the unifying class for the Burr, Pareto, and logistic distributions. Extensively illustrated--the figures are unique, attractive, and reveal very nicely what distributions ``look like.'' Contains an extensive and up-to-date bibliography culled from journals in statistics, operations research, mathematics, and computer science.
- Sales Rank: #3244805 in Books
- Published on: 1987-01
- Original language: English
- Number of items: 1
- Dimensions: 9.53" h x .70" w x 6.34" l, 1.02 pounds
- Binding: Hardcover
- 240 pages
From the Publisher
Provides state-of-the-art coverage for the researcher confronted with designing and executing a simulation study using continuous multivariate distributions. Concise writing style makes the book accessible to a wide audience. Well-known multivariate distributions are described, emphasizing a few representative cases from each distribution. Coverage includes Pearson Types II and VII elliptically contoured distributions, Khintchine distributions, and the unifying class for the Burr, Pareto, and logistic distributions. Extensively illustrated--the figures are unique, attractive, and reveal very nicely what distributions ``look like.'' Contains an extensive and up-to-date bibliography culled from journals in statistics, operations research, mathematics, and computer science.
Most helpful customer reviews
36 of 36 people found the following review helpful.
important but too often overlooked topic
By Michael R. Chernick
Univariate probability distributions are often used in simulations and there are many books that cover ways to generate random values from specific distributions or families of distributions. This book is unique in that it does the same thing for multivariate distributions with various statistical properties.
I found it very useful to take the Pearson VII family of distributions and use Mark Johnson's techniques for generation of multivariate observations with elliptically shaped contours. Looking at a one parameter family of distributions where the tail behavior is controlled by the parameter was something that I found to be useful in comparing bootstrap estimates of classification error rates in simulation studies.
0 of 0 people found the following review helpful.
Five Stars
By gerardo i. hurtado
thank you...
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