LEADER 04207nam 2200613 450 001 9910145762603321 005 20170816143421.0 010 $a1-118-15074-0 010 $a1-118-15073-2 035 $a(CKB)1000000000014028 035 $a(EBL)1562419 035 $a(SSID)ssj0001041101 035 $a(PQKBManifestationID)11589743 035 $a(PQKBTitleCode)TC0001041101 035 $a(PQKBWorkID)11009796 035 $a(PQKB)10742506 035 $a(MiAaPQ)EBC1562419 035 $a(EXLCZ)991000000000014028 100 $a19860825h19871987 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aMultivariate statistical simulation /$fMark E. Johnson 210 1$aNew York :$cWiley,$d[1987] 210 4$dİ1987 215 $a1 online resource (248 p.) 225 1 $aWiley Series in Probability and Statistics 225 0$aWiley series in probability and mathematical statistics.$pApplied probability and statistics 300 $aDescription based upon print version of record. 311 $a1-306-14096-X 311 $a0-471-82290-6 320 $aIncludes bibliographical references and indexes. 327 $aCover; 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 Approach 327 $a3.3. 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 Distributions 327 $a7.1. 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 References 327 $aAuthor IndexSubject Index 330 $aProvides state-of-the-art coverage for the researcher confronted with designing and executing a simulation study using continuous multivariate distributions. Concise writing style makes the book accessible to a wide audience. Well-known multivariate distributions are described, emphasizing a few representative cases from each distribution. Coverage includes Pearson Types II and VII elliptically contoured distributions, Khintchine distributions, and the unifying class for the Burr, Pareto, and logistic distributions. Extensively illustrated--the figures are unique, attractive, and reveal very n 410 0$aWiley Series in Probability and Statistics 606 $aMultivariate analysis$xData processing 606 $aMathematical statistics 608 $aElectronic books. 615 0$aMultivariate analysis$xData processing. 615 0$aMathematical statistics. 676 $a519.5350724 700 $aJohnson$b Mark E.$f1952-$059373 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910145762603321 996 $aMultivariate statistical simulation$9197723 997 $aUNINA