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.
€53.49
Table of Content
Introduction.- Special Cases.- Methods That Approximate the Problem.- Methods That Approximate the Integral.- Further Topics: Linear Inequality Constraints.- Singular Distributions.- Singular Distributions.- Numerical Tests.- Software Implementations.- Applications.- Description of the R Functions.- Description of the MATLAB Functions.Buy this ebook and get 1 more FREE!
Language English ● Format PDF ● Pages 126 ● ISBN 9783642016899 ● File size 1.7 MB ● Publisher Springer Berlin ● City Heidelberg ● Country DE ● Published 2009 ● Downloadable 24 months ● Currency EUR ● ID 2170533 ● Copy protection Social DRM
More ebooks from the same author(s) / Editor
3,995 Ebooks in this category
