Computation of Multivariate Normal and t Probabilities
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...
| Main Authors: | , |
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| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg
Springer Berlin Heidelberg
2009, 2009
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| Edition: | 1st ed. 2009 |
| Series: | Lecture Notes in Statistics
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| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- Introduction
- Special Cases
- Methods That Approximate the Problem
- Methods That Approximate the Integral
- Further Topics: Linear Inequality Constraints
- Singular Distributions
- Singular Distributions
- Numerical Tests
- Software Implementations
- Applications
- Description of the R Functions
- Description of the MATLAB Functions