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...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς: Genz, Alan (Συγγραφέας), Bretz, Frank (Συγγραφέας)
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2009.
Σειρά:Lecture Notes in Statistics, 195
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
LEADER 02468nam a22004455i 4500
001 978-3-642-01689-9
003 DE-He213
005 20151103131715.0
007 cr nn 008mamaa
008 100715s2009 gw | s |||| 0|eng d
020 |a 9783642016899  |9 978-3-642-01689-9 
024 7 |a 10.1007/978-3-642-01689-9  |2 doi 
040 |d GrThAP 
050 4 |a QA276-280 
072 7 |a UFM  |2 bicssc 
072 7 |a COM077000  |2 bisacsh 
082 0 4 |a 519.5  |2 23 
100 1 |a Genz, Alan.  |e author. 
245 1 0 |a Computation of Multivariate Normal and t Probabilities  |h [electronic resource] /  |c by Alan Genz, Frank Bretz. 
264 1 |a Berlin, Heidelberg :  |b Springer Berlin Heidelberg,  |c 2009. 
300 |a VIII, 126 p.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
347 |a text file  |b PDF  |2 rda 
490 1 |a Lecture Notes in Statistics,  |x 0930-0325 ;  |v 195 
505 0 |a 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. 
520 |a 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. 
650 0 |a Statistics. 
650 1 4 |a Statistics. 
650 2 4 |a Statistics and Computing/Statistics Programs. 
650 2 4 |a Statistical Theory and Methods. 
700 1 |a Bretz, Frank.  |e author. 
710 2 |a SpringerLink (Online service) 
773 0 |t Springer eBooks 
776 0 8 |i Printed edition:  |z 9783642016882 
830 0 |a Lecture Notes in Statistics,  |x 0930-0325 ;  |v 195 
856 4 0 |u http://dx.doi.org/10.1007/978-3-642-01689-9  |z Full Text via HEAL-Link 
912 |a ZDB-2-SMA 
950 |a Mathematics and Statistics (Springer-11649)