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...

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Bibliographic Details
Main Authors: Genz, Alan. (Author), Bretz, Frank. (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2009.
Series:Lecture Notes in Statistics, 195
Subjects:
Online Access:https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-642-01689-9