Computation of Multivariate Normal and T Probabilities
Author:   Alan Genz ,  Frank Bretz
Publisher:   Springer
ISBN:  

9783642016905


Pages:   136
Publication Date:   17 April 2010
Format:   Undefined
Availability:   Out of stock   Availability explained


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Computation of Multivariate Normal and T Probabilities


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Overview

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.

Full Product Details

Author:   Alan Genz ,  Frank Bretz
Publisher:   Springer
Imprint:   Springer
Dimensions:   Width: 23.40cm , Height: 0.70cm , Length: 15.60cm
Weight:   0.200kg
ISBN:  

9783642016905


ISBN 10:   3642016901
Pages:   136
Publication Date:   17 April 2010
Audience:   General/trade ,  General
Format:   Undefined
Publisher's Status:   Unknown
Availability:   Out of stock   Availability explained

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