Computation of Multivariate Normal - E-book

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Computation Of Multivariate Normal And T Probabilities - ENG

Alan Genz; Frank Bretz

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Sinopsis

ISBN:	9783642016899
Formato:	Page Fidelity
Idioma:	Inglés
Editorial:	Springer Nature
Tema:	Computadoras
Subtema:	Softwares estadísticos y matemáticos
Año de publicación:	2009-07-09

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.

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