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Computation of Multivariate Normal and t Probabilities

Paperback Engels 2009 2009e druk 9783642016882
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Samenvatting

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.

Specificaties

ISBN13:9783642016882
Taal:Engels
Bindwijze:paperback
Aantal pagina's:126
Uitgever:Springer Berlin Heidelberg
Druk:2009

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Inhoudsopgave

Special Cases.- Methods That Approximate the Problem.- Methods That Approximate the Integral.- Further Topics.- Applications.

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        Computation of Multivariate Normal and t Probabilities