Statistical Simulation: Power Method Polynomials and Other Transformations

1st Edition

Todd C. Headrick

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Chapman and Hall/CRC
Published December 8, 2009
Reference - 174 Pages
ISBN 9780429144370 - CAT# KE84138

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Summary

Although power method polynomials based on the standard normal distributions have been used in many different contexts for the past 30 years, it was not until recently that the probability density function (pdf) and cumulative distribution function (cdf) were derived and made available. Focusing on both univariate and multivariate nonnormal data ge

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