Multivariate statistical simulation / / Mark E. Johnson
| Multivariate statistical simulation / / Mark E. Johnson |
| Autore | Johnson Mark E. <1952-> |
| Pubbl/distr/stampa | New York : , : Wiley, , [1987] |
| Descrizione fisica | 1 online resource (248 p.) |
| Disciplina | 519.5350724 |
| Collana |
Wiley Series in Probability and Statistics
Wiley series in probability and mathematical statistics. |
| Soggetto topico |
Multivariate analysis - Data processing
Mathematical statistics |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-118-15074-0
1-118-15073-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
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 Approach
3.3. 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 7.1. 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 Author IndexSubject Index |
| Record Nr. | UNINA-9910145762603321 |
Johnson Mark E. <1952->
|
||
| New York : , : Wiley, , [1987] | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Multivariate statistical simulation / / Mark E. Johnson
| Multivariate statistical simulation / / Mark E. Johnson |
| Autore | Johnson Mark E. <1952-> |
| Pubbl/distr/stampa | New York : , : Wiley, , [1987] |
| Descrizione fisica | 1 online resource (248 p.) |
| Disciplina | 519.5350724 |
| Collana |
Wiley Series in Probability and Statistics
Wiley series in probability and mathematical statistics. |
| Soggetto topico |
Multivariate analysis - Data processing
Mathematical statistics |
| ISBN |
1-118-15074-0
1-118-15073-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
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 Approach
3.3. 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 7.1. 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 Author IndexSubject Index |
| Record Nr. | UNINA-9910830531203321 |
Johnson Mark E. <1952->
|
||
| New York : , : Wiley, , [1987] | ||
| Lo trovi qui: Univ. Federico II | ||
| ||