✦ LIBER ✦

Numerical Computation of Multivariate Normal and Multivariate-t Probabilities over Convex Regions

✍ Scribed by Paul N. Somerville

Book ID: 125576935
Publisher: American Statistical Association
Year: 1998
Tongue: English
Weight: 400 KB
Volume: 7
Category: Article
ISSN: 1061-8600
DOI: 10.2307/1390681

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Numerical Computation of Multivariate No

Numerical Computation of Multivariate Normal and Multivariate-t Probabilities over Convex Regions

✍ Somerville, Paul N. 📂 Article 📅 1998 🏛 American Statistical Association 🌐 English ⚖ 871 KB

Numerical Computation of Multivariate No

Numerical Computation of Multivariate Normal Probabilities

✍ Genz, Alan 📂 Article 📅 1992 🏛 American Statistical Association 🌐 English ⚖ 478 KB

Some Probability Inequalities of Multiva

Some Probability Inequalities of Multivariate Normal and Multivariate t

✍ Yung Liang Tong 📂 Article 📅 1970 🏛 American Statistical Association 🌐 English ⚖ 528 KB

Some Probability Inequalities of Multiva

Some Probability Inequalities of Multivariate Normal and Multivariate t

✍ Tong, Yung Liang 📂 Article 📅 1970 🏛 American Statistical Association 🌐 English ⚖ 306 KB

On the Evaluation of Probabilities of Co

On the Evaluation of Probabilities of Convex Polyhedra under Multivariate Normal and t Distributions

✍ S. John 📂 Article 📅 1966 🏛 Blackwell Publishing 🌐 English ⚖ 862 KB

[Lecture Notes in Statistics] Computatio

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

✍ Genz, Alan; Bretz, Frank 📂 Article 📅 2009 🏛 Springer Berlin Heidelberg 🌐 German ⚖ 340 KB

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