Computation of Multivariate Normal and t Probabilities

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Product DescriptionMultivariate 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.

Paperback: 126 pages Publisher: Springer; 1 edition (July 10, 2009) Language: English ISBN-10: 364201688X ISBN-13: 978-3642016882 书中内容是r代码写的

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关键词：Multivariate multivariat Computation Abilities Variate Multivariate Computation normal

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