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Science/Engineering Computation of Multivariate Normal and t Probabilities

Posted on 2010-03-16

Name:	Science/Engineering Computation of Multivariate Normal and t Probabilities
ASIN/ISBN:	364201688X
Language:	English
File size:	1.1 Mb
Publish Date:	2009
ISBN:	364201688X
Pages:	134 pages
File Type:	PDF
File Size:	1,1 MB
Other Info:	Springer

Science/Engineering Computation of Multivariate Normal and t Probabilities

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Alan Genz, Frank Bretz, "Computation of Multivariate Normal and t Probabilities"

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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