书目名称 | Computation of Multivariate Normal and t Probabilities |
编辑 | Alan Genz,Frank Bretz |
视频video | |
概述 | Includes supplementary material: |
丛书名称 | Lecture Notes in Statistics |
图书封面 |  |
描述 | .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.. |
出版日期 | Book 2009 |
关键词 | MATLAB; Multivariate Distribution; Multivariate Integration; Multivariate Probabiltity Computation; Mult |
版次 | 1 |
doi | https://doi.org/10.1007/978-3-642-01689-9 |
isbn_softcover | 978-3-642-01688-2 |
isbn_ebook | 978-3-642-01689-9Series ISSN 0930-0325 Series E-ISSN 2197-7186 |
issn_series | 0930-0325 |
copyright | Springer-Verlag Berlin Heidelberg 2009 |