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Computation of Multivariate Normal and T Probabilities

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Computation of Multivariate Normal and T Probabilities - Genz, Alan, and Bretz, Frank
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This book describes recently developed methods for accurate and efficient computation of the required probability values for problems with two or more variables. It includes examples that illustrate the probability computations for a variety of applications.

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Computation of Multivariate Normal and T Probabilities 2009, Springer, Berlin, Heidelberg

ISBN-13: 9783642016882

2009 edition

Trade paperback