Computation of Multivariate Normal and t Probabilities: 195 - Brossura

Genz, Alan

Brossura

ISBN 10: 364201688X ISBN 13: 9783642016882

Casa editrice: Springer, 2009

Riassunto

This book describes recently developed methods for accurate and efficient computation of the required probability values for problems with two or more variables. It includes examples that illustrate the probability computations for a variety of applications.

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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.

Dettagli dell'edizione

• Editore: Springer
• Data di pubblicazione: 2009
• Lingua: Inglese
• ISBN 10: 364201688X
• ISBN 13: 9783642016882
• Rilegatura: Copertina flessibile
• Numero di pagine: 136
• Contatto del produttore: non disponibile
• Persona responsabile: Palgrave Macmillan; ProductSafety@springernature.com; ; Crinan Street 4; London; N1 9XW; Regno Unito