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Subject: Re: Good Technical Books? -- From: neil
Subject: Re: Any lecture on simulation for multivariate distributions? -- From: hrubin@b.stat.purdue.edu (Herman Rubin)

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Subject: Re: Good Technical Books?
From: neil
Date: Sun, 15 Dec 1996 00:33:29 -0500
billmcc wrote:
> 
> Christian Campbell wrote:
> >
> > I am a buyer of technical books at Brown University.  So, I thought I'd go
> > to the people who read these books to find out which books are "must
> > have's!"  If you have any suggestions, please e-mail me.  I am
> > particularly interested in recent non-computer titles, but I also stock a
> > number of technical classics.
> >
> > Thank you,
> 
>  I collect what I call bibles fromt the various areas I have worked in,
> it is not a big list:
> 
> Handbook of steel construction
> Fluid Dynamic Drag (and Lift) by Hoerner
> Analysis and Design of Flight Vehicle Strauctures, by Bruhn
> Marks' Standard Handbook for Mechanical Engineers
> Formulas for Stess and Strain, Roarke & Young
> Precision Machine design by Slocum
> Low Speed Aerodynamics, Plotkin and Katz
> The Finite Element Method by Zienkiewicz & Taylor
> Machine Design by Schigley (Rothbart is pretty good as well)
> 
> Bill McEachern
Any library would not be complete wihout MECHANICS of MATERIALS gere &
Timoshenko
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Subject: Re: Any lecture on simulation for multivariate distributions?
From: hrubin@b.stat.purdue.edu (Herman Rubin)
Date: 15 Dec 1996 13:02:13 -0500
In article <58v2n6$jrj@maze.dpo.uab.edu>, Cheng Li  wrote:
>Could someone please tell me the titles of books or papers that discuss	
>simulation for multivariate distributions?
>Thank you very much.
>Cheng Li
I do not remember if Devroye's book spends much time on this.
But the methods for simulation of multivariate distributions is much
the same as that for univariate.  The problem can always be reduced to
the univariate, by first generating X_1, then X_2 given X_1, then X_3
given X_1 and X_2, etc., but this method is rarely the best way, and
which way to do the simulation may depend to a substantial extent on
the computer.
Good methods are going to have to be designed for the particular
distributions wanted.  The problem is not that different from that
of one random variable.
-- 
This address is for information only.  I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Dept. of Statistics, Purdue Univ., West Lafayette IN47907-1399
hrubin@stat.purdue.edu         Phone: (317)494-6054   FAX: (317)494-0558
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