Statistical Simulation: Power Method Polynomials and Other TransformationsAlthough 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 |
Contents
| 1 | |
Chapter 2 The Power Method Transformation | 9 |
Chapter 3 Using the Power Method Transformation | 31 |
Chapter 4 Simulating More Elaborate Correlation Structures | 87 |
The gandh and GLD Families of Distributions | 123 |
| 151 | |
| 159 | |
Back cover | 167 |
Other editions - View all
Statistical Simulation: Power Method Polynomials and Other Transformations Todd C. Headrick No preview available - 2017 |
Statistical Simulation: Power Method Polynomials and Other Transformations Todd C. Headrick No preview available - 2009 |
Common terms and phrases
Approximations Dashed Lines Associated Cumulants beta distributions chi-square chi-square distribution Cholesky Decomposition Coefficients Cumulants Coefficients Computes confidence interval context correlation structure Correlations in Table cumulants and correlations Cumulants Associated Cumulants Coefficients Cumulants Empirical Estimates Equation 2.1 error terms Fifth Third Fifth fifth-order polynomials Fifth-Order Standard Normal g-and-h and GLD Headrick independent variables Indices Third-Order PDF intermediate correlations kurtosis Lambda Distributions listed in Table logistic md{y Mean Absolute Deviations Median Method PDF Approximations Mode Monte Carlo Simulation nonnormal distributions Normal Power Method numbers pdf and cdf PDF Approximations Dashed PDF Fifth-Order PDF Percentiles Percentiles 0.01 power method distributions power method pdfs power method polynomials power method transformations pseudorandom quartile skew and kurtosis source code Standard Normal Power Standardized Cumulants statistics Third Fifth Height Third Fifth Third Third-Order PDF Fifth-Order third-order polynomials trimmed mean 0.0 Type I error uniform valid pdf valid power method values of skew variate values µ µ µ