An edition of Computation of multivariate normal and t probabilities (2009)
Computation of multivariate normal and t probabilities
By Alan Genz
0 (0 Ratings)
0 Want to read0 Currently reading0 Have read
0 Want to read0 Currently reading0 Have read
Publish Date
2009
Publisher
Springer
Language
eng
Pages
124
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.