Computation of Multivariate Normal and t Probabilities
Alan Genz, Frank Bretz (auth.)Multivariate normal and t probabilities are needed for statistical inference in many applications. Modern statistical computation packages provide functions for the computation of these probabilities for problems with one or two variables. This book describes recently developed methods for accurate and efficient computation of the required probability values for problems with two or more variables. The book discusses methods for specialized problems as well as methods for general problems. The book includes examples that illustrate the probability computations for a variety of applications.
Catégories:
Année:
2009
Edition:
1
Editeur::
Springer-Verlag Berlin Heidelberg
Langue:
english
Pages:
126
ISBN 10:
364201688X
ISBN 13:
9783642016882
Collection:
Lecture Notes in Statistics 195
Fichier:
PDF, 1.28 MB
IPFS:
,
english, 2009
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