Johnson M.E. Multivariate Statistical Simulation: A Guide to Selecting and Generating Continuous Multivariate Distributions

John Wiley & Sons, 1987. — 238 p.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, and 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.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.