04173nam 2200601 450 991083053120332120230331015810.01-118-15074-01-118-15073-2(CKB)1000000000014028(EBL)1562419(SSID)ssj0001041101(PQKBManifestationID)11589743(PQKBTitleCode)TC0001041101(PQKBWorkID)11009796(PQKB)10742506(MiAaPQ)EBC1562419(EXLCZ)99100000000001402819860825h19871987 uy 0engur|n|---|||||txtccrMultivariate statistical simulation /Mark E. JohnsonNew York :Wiley,[1987]©19871 online resource (248 p.)Wiley Series in Probability and StatisticsWiley series in probability and mathematical statistics.Applied probability and statisticsDescription based upon print version of record.1-306-14096-X 0-471-82290-6 Includes bibliographical references and indexes.Cover; Title Page; Copyright Page; Preface; Contents; 1. Introduction; 1.1. Robustness of Hotelling's T2 Statistic; 1.2. Error Rates in Partial Discriminant Analysis; 1.3. Foutz' Test; 1.4. Overview; 2. Univariate Distributions and their Generation; 2.1. General Methods for Continuous Univariate Generation; 2.2. Normal Generators; 2.3. Johnson's Translation System; 2.4. Generalized Exponential Power Distribution; 2.5. Gamma Generators; 2.6. Uniform 0-1 Generators; 3. Multivariate Generation Techniques; 3.1. Conditional Distribution Approach; 3.2. Transformation Approach3.3. Rejection Approach4. Multivariate Normal and Related Distributions; 4.1. Multivariate Normal Distribution; 4.2. Mixtures of Normal Variates; 5. Johnson's Translation System; 5.1. Plots for the SLL Distribution; 5.2. Plots for the SUU Distribution; 5.3. Contour Plots for the SBB Distribution; 5.4. Analytical Results; 5.5. Discriminant Analysis Applications; 6. Elliptically Contoured Distributions; 6.1. General Results for Elliptically Contoured Distributions; 6.2. Special Cases of Elliptically Contoured Distributions; 7. Circular, Spherical, and Related Distributions7.1. Uniform Distributions7.2. Nonuniform Distributions; 8. Khintchine Distributions; 8.1. Khintchine's Unimodality Theorem; 8.2. Identical Generators; 8.3. Independent Generators; 8.4. Other Possibilities; 9. Multivariate Burr, Pareto, and Logistic Distributions; 9.1. Standard Form and Properties; 9.2. Generalizations; 10. Miscellaneous Distributions; 10.1. Morgenstern's Distribution; 10.2. Plackett's Distribution; 10.3. Gumbel's Bivariate Exponential Distribution; 10.4. Ali-Mikhail-Haq's Distribution; 10.5. Wishart Distribution; 11. Research Directions; References; Supplementary ReferencesAuthor IndexSubject IndexProvides 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 nWiley Series in Probability and StatisticsMultivariate analysisData processingMathematical statisticsMultivariate analysisData processing.Mathematical statistics.519.5350724Johnson Mark E.1952-59373MiAaPQMiAaPQMiAaPQBOOK9910830531203321Multivariate statistical simulation197723UNINA