Ebook: Computation of Multivariate Normal and t Probabilities
Author: Alan Genz Frank Bretz (auth.)
- Tags: Statistics and Computing/Statistics Programs, Statistical Theory and Methods
- Series: Lecture Notes in Statistics 195
- Year: 2009
- Publisher: Springer-Verlag Berlin Heidelberg
- Edition: 1
- Language: English
- pdf
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.
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.
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.
Content:
Front Matter....Pages 1-7
Introduction....Pages 1-6
Special Cases....Pages 7-20
Methods That Approximate the Problem....Pages 21-27
Methods That Approximate the Integral....Pages 29-54
Further Topics....Pages 55-69
Applications....Pages 71-89
Back Matter....Pages 1-35
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.
Content:
Front Matter....Pages 1-7
Introduction....Pages 1-6
Special Cases....Pages 7-20
Methods That Approximate the Problem....Pages 21-27
Methods That Approximate the Integral....Pages 29-54
Further Topics....Pages 55-69
Applications....Pages 71-89
Back Matter....Pages 1-35
....