Numerical computation of rectangular bivariate and trivariate normal and t probabilities

The computation of bivariate normal and

The computation of bivariate normal and probabilities, with application to comparisons of three normal means

✍ Jongphil Kim 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 520 KB

On the computation of the bivariate norm

On the computation of the bivariate normal integral

✍ Drezner, Zvi; Wesolowsky, G. O. 📂 Article 📅 1990 🏛 Taylor and Francis Group 🌐 English ⚖ 227 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

[Lecture Notes in Statistics] Computatio

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

✍ Genz, Alan; Bretz, Frank 📂 Article 📅 2009 🏛 Springer Berlin Heidelberg 🌐 German ⚖ 475 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

Generation of random bivariate normal de

Generation of random bivariate normal deviates and computation of related integrals

✍ Birger Jansson 📂 Article 📅 1964 🏛 Springer Netherlands 🌐 English ⚖ 360 KB

New algorithms for the function T(h, a)

New algorithms for the function T(h, a) of Owen, with application to bivariate normal and noncentral t-probabilities

✍ Robert A. Wijsman 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 495 KB