Computation of Multivariate Normal and t Probabilities

• Main Authors: Genz, Alan (Author), Bretz, Frank (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2009.
• Series: Lecture Notes in Statistics, 195
• Subjects: 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...