---

＜電子ブック＞
Computation of Multivariate Normal and t Probabilities / by Alan Genz, Frank Bretz
(Lecture Notes in Statistics. ISSN:21977186 ; 195)

版	1st ed. 2009.
出版者	(Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer)
出版年	2009
本文言語	英語
大きさ	VIII, 126 p : online resource
著者標目	*Genz, Alan author Bretz, Frank author SpringerLink (Online service)
件　名	LCSH:Mathematical statistics -- Data processing  全ての件名で検索 LCSH:Statistics  FREE:Statistics and Computing FREE:Statistical Theory and Methods
一般注記	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 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 HTTP:URL=https://doi.org/10.1007/978-3-642-01689-9

 類似資料