Alan Genz & Frank Bretz 
Computation of Multivariate Normal and t Probabilities [PDF ebook] 

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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.

€53.49
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Tabella dei contenuti

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.
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Lingua Inglese ● Formato PDF ● Pagine 126 ● ISBN 9783642016899 ● Dimensione 1.7 MB ● Casa editrice Springer Berlin ● Città Heidelberg ● Paese DE ● Pubblicato 2009 ● Scaricabile 24 mesi ● Moneta EUR ● ID 2170533 ● Protezione dalla copia DRM sociale

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