A Simple Approximation to the Bivariate Normal Distribution with Large Correlation Coefficient PDF Download
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Author: Willem Albers
Publisher:
ISBN:
Category :
Languages : en
Pages : 30
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Book Description
Author: Willem Albers
Publisher:
ISBN:
Category :
Languages : en
Pages : 30
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Book Description
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: Jens Ledet Jensen
Publisher: Oxford University Press
ISBN: 9780198522959
Category : Mathematics
Languages : en
Pages : 348
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Book Description
This book explains the ideas behind the saddlepoint approximations as well as giving a detailed mathematical description of the subject and many worked out examples.
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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Book Description
Author: Samuel Kotz
Publisher: John Wiley & Sons
ISBN: 0471183873
Category : Mathematics
Languages : en
Pages : 752
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Book Description
Seit dem Erscheinen der ersten Auflage dieses Werkes (1972) hat sich das Gebiet der kontinuierlichen multivariaten Verteilungen rasch weiterentwickelt. Moderne Anwendungsfelder sind die Erforschung von Hochwasser, Erdbeben, Regenfällen und Stürmen. Entsprechend wurde das Buch überarbeitet und erweitert: Nunmehr zwei Bände beschreiben eine Vielzahl multivariater Verteilungsmodelle anhand zahlreicher Beispiele. (05/00)
Author: Jean Domagni
Publisher:
ISBN:
Category :
Languages : en
Pages : 168
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Book Description
Author: Hoben Thomas
Publisher: Springer Science & Business Media
ISBN: 1468463667
Category : Social Science
Languages : en
Pages : 102
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Book Description
An important problem in personnel psychology, namely, the psychometric problem known as "validity generalization" is addressed in this volume. From a statistical point of view, the problem is how to make statements about a population correlation coefficient based on inferences from a collection of sample correlation coefficients. The first part of the book examines the largely ad hoc procedures which have been used to determine validity generalization. The second part develops a new model formulated from the perspective of finite mixture theory and, in addition, illustrates its use in several applications.
Author: Dennis G. Shaw
Publisher:
ISBN:
Category :
Languages : en
Pages : 97
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Book Description
Author: Harry Albert Bender
Publisher:
ISBN:
Category : Calculus, Integral
Languages : en
Pages : 28
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Book Description
