Lecture Notes in Statistics

Genz, Alan; Bretz, Frank

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.

Details

Published by: Springer

Publication Date: 2009-07-13

Format: Paperback

ISBN-13: 9783642016882

DOI: 10.1007/978-3-642-01689-9

Dimensions: 235cm x155cm

Pages: 126