Statistical Simulation

Power Method Polynomials and Other Transformations

By: Todd C. Headrick

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eText | 8 December 2009 | Edition Number 1

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Although power method polynomials based on the standard normal distributions have been used in many different contexts for the past 30 years, it was not until recently that the probability density function (pdf) and cumulative distribution function (cdf) were derived and made available. Focusing on both univariate and multivariate nonnormal data ge