Abstract
In this chapter we consider subjects which were not discussed in the previous chapters. Topics include MVN and MVT problems with an integration region defined by a set of linear inequalities; evaluation of singular distribution functions; numerical tests of different integration methods; and integration problems having an application specific expectation function with MVN or MVT weight. A description of current software implementations in MATLAB and R is also given.
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© 2009 Springer-Verlag Berlin Heidelberg
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Genz, A., Bretz, F. (2009). Further Topics. In: Computation of Multivariate Normal and t Probabilities. Lecture Notes in Statistics, vol 195. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-01689-9_5
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DOI: https://doi.org/10.1007/978-3-642-01689-9_5
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Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-01688-2
Online ISBN: 978-3-642-01689-9
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