Multivariate T Distributions And Their Applications
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Multivariate T-Distributions and Their Applications
Author: Samuel Kotz
language: en
Publisher: Cambridge University Press
Release Date: 2004-02-16
Almost all the results available in the literature on multivariate t-distributions published in the last 50 years are now collected together in this comprehensive reference. Because these distributions are becoming more prominent in many applications, this book is a must for any serious researcher or consultant working in multivariate analysis and statistical distributions. Much of this material has never before appeared in book form. The first part of the book emphasizes theoretical results of a probabilistic nature. In the second part of the book, these are supplemented by a variety of statistical aspects. Various generalizations and applications are dealt with in the final chapters. The material on estimation and regression models is of special value for practitioners in statistics and economics. A comprehensive bibliography of over 350 references is included.
Computation of Multivariate Normal and t Probabilities
Author: Alan Genz
language: en
Publisher: Springer Science & Business Media
Release Date: 2009-07-09
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.
Normal and Student ́s t Distributions and Their Applications
Author: Mohammad Ahsanullah
language: en
Publisher: Springer Science & Business Media
Release Date: 2014-02-07
The most important properties of normal and Student t-distributions are presented. A number of applications of these properties are demonstrated. New related results dealing with the distributions of the sum, product and ratio of the independent normal and Student distributions are presented. The materials will be useful to the advanced undergraduate and graduate students and practitioners in the various fields of science and engineering.