Page 6 - Computational Statistics Handbook with MATLAB

viii Computational Statistics Handbook with MATLAB

Multivariate Normal
2.6 MATLAB Code
2.7 Further Reading
Exercises

Chapter 3
Sampling Concepts
3.1 Introduction
3.2 Sampling Terminology and Concepts
Sample Mean and Sample Variance
Sample Moments
Covariance
3.3 Sampling Distributions
3.4 Parameter Estimation
Bias
Mean Squared Error
Relative Efficiency
Standard Error
Maximum Likelihood Estimation
Method of Moments
3.5 Empirical Distribution Function
Quantiles
3.6 MATLAB Code
3.7 Further Reading
Exercises

Chapter 4
Generating Random Variables
4.1 Introduction
4.2 General Techniques for Generating Random Variables
Uniform Random Numbers
Inverse Transform Method
Acceptance-Rejection Method
4.3 Generating Continuous Random Variables
Normal Distribution
Exponential Distribution
Gamma
Chi-Square
Beta
Multivariate Normal
Generating Variates on a Sphere
4.4 Generating Discrete Random Variables
Binomial
Poisson
Discrete Uniform

© 2002 by Chapman & Hall/CRC