Computation of Multivariate Normal and T Probabilities
Wysyłka: Niedostępna
Sugerowana cena detaliczna 252,00 PLN
Nasza cena: 235,62 PLN
Oszczędzasz 6%
Dodaj do Schowka
Zaloguj się
Przypomnij hasło
×
×
Oferujemy szeroki asortyment - ponad 120 tys. produktów
Dysponujemy solidną wiedzą - działamy już 11 lat
Dbamy o wybór najcenniejszych tytułów
Opis: Computation of Multivariate Normal and T Probabilities - Frank Bretz, Alan Genz

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. From the reviews: "This book covers the computation of probabilities associated with the multivariate normal and multivariate t distributions. ... synthesizes many results published in statistics journals in recent years on this topic and provides a unique source of information on the computation of these probabilities, which arise very naturally for statistical inference in many modern applications. I believe that it fills a gap in the literature on multivariate statistics. ... this book will prove very useful to many statisticians in need of such probabilities for their applications." (Marc G. Genton, Journal of the American Statistical Association, Vol. 106 (496), December, 2011) "This monograph is a valuable source of information for people involved in the computations of multivariate normal and multivariate t probabilities. The material is assembled and presented in a consistent easy-flowing format. In general, this is an excellent monograph and a valuable addition to the personal library of people working in the areas of multivariate statistical analysis." (A. M. Mathai, Zentralblatt MATH, Vol. 1204, 2011) "This monograph is a valuable source of information for people involved in the computations of multivariate normal and multivariate t probabilities. The material is assembled and presented in a consistent easy-flowing format. In general, this is an excellent monograph and a valuable addition to the personal library of people working in the areas of multivariate statistical analysis." (A. M. Mathai, Zentralblatt MATH, Vol. 1204, 2011)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.


Szczegóły: Computation of Multivariate Normal and T Probabilities - Frank Bretz, Alan Genz

Tytuł: Computation of Multivariate Normal and T Probabilities
Autor: Frank Bretz, Alan Genz
Producent: Springer Verlag
ISBN: 9783642016882
Rok produkcji: 2009
Ilość stron: 136
Oprawa: Miękka
Waga: 0.45 kg


Recenzje: Computation of Multivariate Normal and T Probabilities - Frank Bretz, Alan Genz
Zaloguj się
Przypomnij hasło
×
×

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 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. From the reviews: "This book covers the computation of probabilities associated with the multivariate normal and multivariate t distributions. ... synthesizes many results published in statistics journals in recent years on this topic and provides a unique source of information on the computation of these probabilities, which arise very naturally for statistical inference in many modern applications. I believe that it fills a gap in the literature on multivariate statistics. ... this book will prove very useful to many statisticians in need of such probabilities for their applications." (Marc G. Genton, Journal of the American Statistical Association, Vol. 106 (496), December, 2011) "This monograph is a valuable source of information for people involved in the computations of multivariate normal and multivariate t probabilities. The material is assembled and presented in a consistent easy-flowing format. In general, this is an excellent monograph and a valuable addition to the personal library of people working in the areas of multivariate statistical analysis." (A. M. Mathai, Zentralblatt MATH, Vol. 1204, 2011) "This monograph is a valuable source of information for people involved in the computations of multivariate normal and multivariate t probabilities. The material is assembled and presented in a consistent easy-flowing format. In general, this is an excellent monograph and a valuable addition to the personal library of people working in the areas of multivariate statistical analysis." (A. M. Mathai, Zentralblatt MATH, Vol. 1204, 2011)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.

Powiadom o dostępności
Podaj swój e-mail a zostaniesz poinformowany jak tylko pozycja będzie dostępna.
×
Cena 252,00 PLN
Nasza cena 235,62 PLN
Oszczędzasz 6%
Wysyłka: Niedostępna
Dodaj do Schowka
Zaloguj się
Przypomnij hasło
×
×

Szczegóły: Computation of Multivariate Normal and T Probabilities - Frank Bretz, Alan Genz

Tytuł: Computation of Multivariate Normal and T Probabilities
Autor: Frank Bretz, Alan Genz
Producent: Springer Verlag
ISBN: 9783642016882
Rok produkcji: 2009
Ilość stron: 136
Oprawa: Miękka
Waga: 0.45 kg


Recenzje: Computation of Multivariate Normal and T Probabilities - Frank Bretz, Alan Genz

Zaloguj się
Przypomnij hasło
×
×

Klienci, którzy kupili oglądany produkt kupili także:


Zaloguj się
Przypomnij hasło
×
×
Dodane do koszyka
×