Buch, Englisch, 174 Seiten, Format (B × H): 156 mm x 234 mm, Gewicht: 254 g
Power Method Polynomials and Other Transformations
Buch, Englisch, 174 Seiten, Format (B × H): 156 mm x 234 mm, Gewicht: 254 g
ISBN: 978-1-138-11628-3
Verlag: CRC Press
The book first explores the methodology underlying the power method, before demonstrating this method through examples of standard normal, logistic, and uniform power method pdfs. It also discusses methods for improving the performance of a simulation based on power method polynomials. The book then develops simulation procedures for systems of linear statistical models, intraclass correlation coefficients, and correlated continuous variates and ranks. Numerical examples and results from Monte Carlo simulations illustrate these procedures. The final chapter describes how the g-and-h and generalized lambda distribution (GLD) transformations are special applications of the more general multivariate nonnormal data generation approach. Throughout the text, the author employs Mathematica® in a range of procedures and offers the source code for download online.
Written by a longtime researcher of the power method, this book explains how to simulate nonnormal distributions via easy-to-use power method polynomials. By using the methodology and techniques developed in the text, readers can evaluate different transformations in terms of comparing percentiles, measures of central tendency, goodness-of-fit tests, and more.
Zielgruppe
Professional
Autoren/Hrsg.
Weitere Infos & Material
Introduction. The Power Method Transformation. Using the Power Method Transformation. Simulating More Elaborate Correlation Structures. Other Transformations: The g-and-h and GLD Families of Distributions. References. Index.