Multivariate Statistical Simulation

This book provides state-of-the-art coverage for the researcher confronted with designing and executing a simulation study using continuous multivariate distributions. The 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. The book is extensively illustrated showing what distributions ‘look like’. It also contains an extensive and up-to-date bibliography culled from journals in statistics, operations research, mathematics and computer science.