Statistical Simulation [book]

Todd Headrick
2009 unpublished
Headrick's book is a valuable addition to the simulation world in the sense that it is the first systematic book on power method polynomials that have been gaining popularity during recent years in a broad range of research disciplines where multivariate non-normal continuous data generation given cumulants and correlation matrices is needed. Although the focus of the book is on power polynomials, two other general classes (g-h and generalized lambda families) that have been in use for
more » ... in use for multivariate data simulation are also discussed at relative depth. Ideas that utilize these three frameworks appeared in the literatures of economics, finance, psychometrics, education, among many others, and will undoubtedly continue to attract attention. For this reason, this book has potential to be one of the key sources for researchers who are involved in random number generation and Monte Carlo studies.
doi:10.1201/9781420064919 fatcat:n7vs6kijrzhhjfpyux5ljakbjy