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Computation of Multivariate Normal and t Probabilities (Lecture Notes in Statistics, Band 195) - Softcover

Buch 40 von 72: Lecture Notes in Statistics

Genz, Alan

 
9783642016882: Computation of Multivariate Normal and t Probabilities (Lecture Notes in Statistics, Band 195)
Softcover
ISBN 10: 364201688X ISBN 13: 9783642016882
Verlag: Springer, 2009

Inhaltsangabe

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.

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Verlag
Springer
Erscheinungsdatum
2009
Sprache
Englisch
ISBN 10 
364201688X
ISBN 13 
9783642016882
Einband
Taschenbuch
Anzahl der Seiten
136
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