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Computation of Multivariate Normal and t Probabilities by Alan Genz
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Computation of Multivariate Normal and t Probabilities

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Description

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.
Release date Australia
July 13th, 2009
Audience
  • Professional & Vocational
Illustrations
VIII, 126 p.
Pages
126
Dimensions
156x234x7
ISBN-13
9783642016882
Product ID
3157839

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