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[Lecture Notes in Statistics] Computation of Multivariate Normal and t Probabilities Volume 195 || Introduction

✍ Scribed by Genz, Alan; Bretz, Frank


Book ID
118044323
Publisher
Springer Berlin Heidelberg
Year
2009
Tongue
German
Weight
340 KB
Edition
2009
Category
Article
ISBN
3642016898

No coin nor oath required. For personal study only.

✦ Synopsis


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.


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