Johnson M. Multivariate Statistical Simulation. A Guide...1987 torrent

Textbook in PDF format

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 nicely what distributions ``look like.'' Contains an extensive and up-to-date bibliography culled from journals in statistics, operations research, mathematics, and computer science.
Preface
Indtroduction
Univariate Distributions and their Generation
Multivariate Generation Techniques
Multivariate Normal and Related Distributions
Johnson's Translation System
Elliptically Contoured Distributions
Circular, Spherical, and Related Distributions
Khintchine Distributions
Multivariate Burr, Pareto, and Logistic Distributions
Miscellaneous Distributions
Research Directions
Reference
Author Index
Subject Index