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.
Categorías:
Año:
2009
Edición:
1
Editorial:
Springer-Verlag Berlin Heidelberg
Idioma:
english
Páginas:
126
ISBN 10:
364201688X
ISBN 13:
9783642016882
Serie:
Lecture Notes in Statistics 195
Archivo:
PDF, 1.47 MB
IPFS:
,
english, 2009
La descarga de este libro no está disponible debido a una queja del titular de los derechos de autor