Computation of Multivariate Normal and t Probabilities
Başlık:
Computation of Multivariate Normal and t Probabilities
ISBN:
9783642016899
Personal Author:
Edition:
1st ed. 2009.
Yayın Bilgileri:
Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2009.
Fiziksel Tanımlama:
VIII, 126 p. online resource.
Series:
Lecture Notes in Statistics, 195
Contents:
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.
Abstract:
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.
Added Author:
Ek Kurum Yazarı:
Dil:
English