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Numerical Computation of Multivariate Normal Probabilities

โœ Scribed by Genz, Alan


Book ID
121402675
Publisher
American Statistical Association
Year
1992
Tongue
English
Weight
478 KB
Volume
1
Category
Article
ISSN
1061-8600

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[Lecture Notes in Statistics] Computatio
โœ Genz, Alan; Bretz, Frank ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› Springer Berlin Heidelberg ๐ŸŒ German โš– 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