Computation of Multivariate Normal and t Probabilities

• 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: Statistics.; Statistics and Computing/Statistics Programs.; Statistical Theory and Methods.

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...