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

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

ISBN-13: 9783642016882

2009 edition

Trade paperback