ENGLISH

Computation of Multivariate Normal and t Probabilities

By Alan Genz , Frank Bretz (auth.)

Book information

Publisher
Springer-Verlag Berlin Heidelberg
Year
2009
ISBN
364201688X, 9783642016882
DOI
10.1007/978-3-642-01689-9
Language
english
Format
PDF
Filesize
1 MB (1344405 bytes)
Series
Lecture Notes in Statistics 195
Edition
1
Pages
126\134
Orientation
yes
Scanned
no
Time added
2011-08-31 04:54:40
Statistics and Computing/Statistics Programs; Stat

Description

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.

Similar books