Computation of Multivariate Normal and t Probabilities PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Computation of Multivariate Normal and t Probabilities PDF full book. Access full book title Computation of Multivariate Normal and t Probabilities by Alan Genz. Download full books in PDF and EPUB format.
Author: Alan Genz Publisher: Springer Science & Business Media ISBN: 3642016898 Category : Computers Languages : en Pages : 130
Book Description
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.
Author: Alan Genz Publisher: Springer Science & Business Media ISBN: 3642016898 Category : Computers Languages : en Pages : 130
Book Description
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.
Author: Jochen Garcke Publisher: Springer Science & Business Media ISBN: 3319045377 Category : Mathematics Languages : en Pages : 345
Book Description
Sparse grids have gained increasing interest in recent years for the numerical treatment of high-dimensional problems. Whereas classical numerical discretization schemes fail in more than three or four dimensions, sparse grids make it possible to overcome the “curse” of dimensionality to some degree, extending the number of dimensions that can be dealt with. This volume of LNCSE collects the papers from the proceedings of the second workshop on sparse grids and applications, demonstrating once again the importance of this numerical discretization scheme. The selected articles present recent advances on the numerical analysis of sparse grids as well as efficient data structures, and the range of applications extends to uncertainty quantification settings and clustering, to name but a few examples.
Author: Dan M. Frangopol Publisher: CRC Press ISBN: 9780415399012 Category : Technology & Engineering Languages : en Pages : 320
Book Description
This volume contains thirty-one papers presented at the Twelfth Scientific Meeting of the IFIP Working Group on Reliability and Optimization of Structural Systems which took place in Aalborg, Denmark, from May 22-25, 2005. The Working Group Conference was organized by the IFIP (International Federation for Information Processing) Working Group 7.5 of the Technical Committee on Modelling and Optimization. The purpose of the Working Group is to promote modern structural system reliability and optimization theory and its applications, to stimulate research, development and application of structural system reliability and optimization theory, to assist and advance research and development in these fields, to further the dissemination and exchange of information on reliability and optimization of structural systems, and to encourage education in structural system reliability and optimization theory.
Author: Samuel Kotz Publisher: Cambridge University Press ISBN: 9780521826549 Category : Mathematics Languages : en Pages : 296
Book Description
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.
Author: N. Balakrishnan Publisher: Springer Science & Business Media ISBN: 0387096140 Category : Mathematics Languages : en Pages : 714
Book Description
Along with a review of general developments relating to bivariate distributions, this volume also covers copulas, a subject which has grown immensely in recent years. In addition, it examines conditionally specified distributions and skewed distributions.
Author: Giuseppe Nicosia Publisher: Springer ISBN: 3642449735 Category : Computers Languages : en Pages : 483
Book Description
This book constitutes the proceedings of the 7th International Conference on Learning and Optimization, LION 7, which was held in Catania, Italy, in January 2013. The 49 contributions presented in this volume were carefully reviewed and selected from 101 submissions. They explore the intersections and uncharted territories between machine learning, artificial intelligence, mathematical programming and algorithms for hard optimization problems.
Author: Mohammad Ahsanullah Publisher: Springer Science & Business Media ISBN: 9462390614 Category : Mathematics Languages : en Pages : 163
Book Description
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.
Author: Thorsten Dickhaus Publisher: Springer Science & Business Media ISBN: 3642451829 Category : Science Languages : en Pages : 182
Book Description
This monograph will provide an in-depth mathematical treatment of modern multiple test procedures controlling the false discovery rate (FDR) and related error measures, particularly addressing applications to fields such as genetics, proteomics, neuroscience and general biology. The book will also include a detailed description how to implement these methods in practice. Moreover new developments focusing on non-standard assumptions are also included, especially multiple tests for discrete data. The book primarily addresses researchers and practitioners but will also be beneficial for graduate students.
Author: Giovanni Squillero Publisher: Springer ISBN: 3319558498 Category : Computers Languages : en Pages : 912
Book Description
The two volumes LNCS 10199 and 10200 constitute the refereed conference proceedings of the 20th European Conference on the Applications of Evolutionary Computation, EvoApplications 2017, held in Amsterdam, The Netherlands, in April 2017, collocated with the Evo* 2016 events EuroGP, EvoCOP, and EvoMUSART. The 46 revised full papers presented together with 26 poster papers were carefully reviewed and selected from 108 submissions. EvoApplications 2016 consisted of the following 13 tracks: EvoBAFIN (natural computing methods in business analytics and finance), EvoBIO (evolutionary computation, machine learning and data mining in computational biology), EvoCOMNET (nature-inspired techniques for telecommunication networks and other parallel and distributed systems), EvoCOMPLEX (evolutionary algorithms and complex systems), EvoENERGY (evolutionary computation in energy applications), EvoGAMES (bio-inspired algorithms in games), EvoIASP (evolutionary computation in image analysis, signal processing, and pattern recognition), EvoINDUSTRY (nature-inspired techniques in industrial settings), EvoKNOW (knowledge incorporation in evolutionary computation), EvoNUM (bio-inspired algorithms for continuous parameter optimization), EvoPAR (parallel implementation of evolutionary algorithms), EvoROBOT (evolutionary robotics), EvoSET (nature-inspired algorithms in software engineering and testing), and EvoSTOC (evolutionary algorithms in stochastic and dynamic environments).
Author: Alan Genz
Author: Alan Genz
Author: Jochen Garcke
Author: Dan M. Frangopol
Author: Samuel Kotz
Author: N. Balakrishnan
Author: Giuseppe Nicosia
Author: Mohammad Ahsanullah
Author: Thorsten Dickhaus
Author: Giovanni Squillero
Author: Roman Vershynin