Skip to product information
Computation of Multivariate Normal and t Probabilities

Computation of Multivariate Normal and t Probabilities

Sale price  $49.49 Regular price  $54.99

Reliable shipping

Flexible returns

Lecture Notes in Statistics

Computation of Multivariate Normal and t Probabilities

Alan Genz | Frank Bretz

Computers / Mathematical & Statistical Software

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.


Publication Date: 13 July 2009
Publisher: Springer Berlin Heidelberg
Imprint: Springer
ISBN-13: 9783642016882
Format: Paperback softback
Page Count: 126

You may also like