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Author:
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ISBN:
Category :
Languages : en
Pages : 12
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Book Description
The bivariate normal distribution function may be expressed as the product of a marginal normal distribution times a conditional distribution. By approximating this conditional distribution, we obtain a simple method for approximating bivariate normal probabilities. When the correlation falls in the interval ( -5, .5), the maximum absolute error in our approximation is always less than .0008. The conditional distribution that we approximate is referred to as a 'normal conditioned on a truncated normal' distribution and is related to screening and selection problems.
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 12
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Book Description
The bivariate normal distribution function may be expressed as the product of a marginal normal distribution times a conditional distribution. By approximating this conditional distribution, we obtain a simple method for approximating bivariate normal probabilities. When the correlation falls in the interval ( -5, .5), the maximum absolute error in our approximation is always less than .0008. The conditional distribution that we approximate is referred to as a 'normal conditioned on a truncated normal' distribution and is related to screening and selection problems.
Author: Herbert Moskowitz
Publisher:
ISBN:
Category : Approximation theory
Languages : en
Pages : 48
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Author: Willem Albers
Publisher:
ISBN:
Category :
Languages : en
Pages : 30
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Author: Donald Bruce Owen
Publisher:
ISBN:
Category : Distribution (Probability theory)
Languages : en
Pages : 140
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Author: 蔡憲唐
Publisher:
ISBN:
Category :
Languages : en
Pages :
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Book Description
Author: Anirban DasGupta
Publisher: Springer Science & Business Media
ISBN: 1441996346
Category : Mathematics
Languages : en
Pages : 796
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Book Description
This book provides a versatile and lucid treatment of classic as well as modern probability theory, while integrating them with core topics in statistical theory and also some key tools in machine learning. It is written in an extremely accessible style, with elaborate motivating discussions and numerous worked out examples and exercises. The book has 20 chapters on a wide range of topics, 423 worked out examples, and 808 exercises. It is unique in its unification of probability and statistics, its coverage and its superb exercise sets, detailed bibliography, and in its substantive treatment of many topics of current importance. This book can be used as a text for a year long graduate course in statistics, computer science, or mathematics, for self-study, and as an invaluable research reference on probabiliity and its applications. Particularly worth mentioning are the treatments of distribution theory, asymptotics, simulation and Markov Chain Monte Carlo, Markov chains and martingales, Gaussian processes, VC theory, probability metrics, large deviations, bootstrap, the EM algorithm, confidence intervals, maximum likelihood and Bayes estimates, exponential families, kernels, and Hilbert spaces, and a self contained complete review of univariate probability.
Author: Jagdish K. Patel
Publisher: CRC Press
ISBN: 9780824793425
Category : Mathematics
Languages : en
Pages : 452
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Book Description
"Traces the historical development of the normal law. Second Edition offers a comprehensive treatment of the bivariate normal distribution--presenting entirely new material on normal integrals, asymptotic normality, the asymptotic properties of order statistics, and point estimation and statistical intervals."
Author: Samuel Kotz
Publisher: John Wiley & Sons
ISBN: 0471654035
Category : Mathematics
Languages : en
Pages : 752
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Book Description
Continuous Multivariate Distributions, Volume 1, Second Edition provides a remarkably comprehensive, self-contained resource for this critical statistical area. It covers all significant advances that have occurred in the field over the past quarter century in the theory, methodology, inferential procedures, computational and simulational aspects, and applications of continuous multivariate distributions. In-depth coverage includes MV systems of distributions, MV normal, MV exponential, MV extreme value, MV beta, MV gamma, MV logistic, MV Liouville, and MV Pareto distributions, as well as MV natural exponential families, which have grown immensely since the 1970s. Each distribution is presented in its own chapter along with descriptions of real-world applications gleaned from the current literature on continuous multivariate distributions and their applications.
Author: Alan Genz
Publisher: Springer Science & Business Media
ISBN: 3642016898
Category : Computers
Languages : en
Pages : 130
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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:
Publisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 562
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