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...
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| Главные авторы: | , |
|---|---|
| Формат: | Livre numérique |
| Язык: | Anglais |
| Опубликовано: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Редактирование: | 1st ed. 2009. |
| Серии: | Lecture Notes in Statistics
195 |
| Online-ссылка: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Примечание: |
Description d'après consultation du 30 mars 2012 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Computation of multivariate normal and t probabilities, Alan Genz, Berlin, Springer Verlag, 2009, 1 vol. (viii- 124 p.), Lecture notes in statisitcs, 978-3-642-01688-2 • Computation of Multivariate Normal and t Probabilities, Texte imprimé, 9783642016905 • Computation of multivariate normal and t probabilities, Alan Genz, Berlin, Springer Verlag, 2009, 1 vol. (viii- 124 p.), Lecture notes in statisitcs, 978-3-642-01688-2 |
Оглавление:
- 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