Computation of Multivariate Normal and t Probabilities: 195 (Lecture Notes in Statistics, 195) - Softcover

Genz, Alan; Bretz, Frank

Softcover

ISBN 10: 364201688X ISBN 13: 9783642016882

Publisher: Springer, 2009

Synopsis

This book describes recently developed methods for accurate and efficient computation of the required probability values for problems with two or more variables. It includes examples that illustrate the probability computations for a variety of applications.

About this title

From the Back Cover

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.

Edition details

• Publisher: Springer
• Publication date: 2009
• Language: English
• ISBN 10: 364201688X
• ISBN 13: 9783642016882
• Binding: Paperback
• Number of pages: 134