Multivariate statistical simulation / / Mark E. Johnson

• Autore: Johnson Mark E. <1952->
• Pubblicazione: New York : , : Wiley, , [1987]; ©1987
• Descrizione fisica: 1 online resource (248 p.)
• Disciplina: 519.5350724
• Soggetto topico: Multivariate analysis - Data processing; Mathematical statistics
• Note generali: Description based upon print version of record.
• Nota di bibliografia: Includes bibliographical references and indexes.
• 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
• Sommario/riassunto: 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 n
• Titolo autorizzato: Multivariate statistical simulation
• ISBN: 1-118-15074-0; 1-118-15073-2
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910830531203321
• Lo trovi qui: Univ. Federico II
• Serie: Wiley Series in Probability and Statistics