Multivariate T Distributions And Their Applications

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Multivariate T Distributions And Their Applications
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Author : Samuel Kotz
language : en
Publisher: Cambridge University Press
Release Date : 2004-02-16
Multivariate T Distributions And Their Applications written by Samuel Kotz and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-02-16 with Mathematics categories.
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
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Author : Alan Genz
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-07-09
Computation Of Multivariate Normal And T Probabilities written by Alan Genz and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-07-09 with Computers categories.
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
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Author : Mohammad Ahsanullah
language : en
Publisher: Springer Science & Business Media
Release Date : 2014-02-07
Normal And Student S T Distributions And Their Applications written by Mohammad Ahsanullah and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-02-07 with Mathematics categories.
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.
The Multivariate Normal Distribution
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Author : Y.L. Tong
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
The Multivariate Normal Distribution written by Y.L. Tong and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.
The multivariate normal distribution has played a predominant role in the historical development of statistical theory, and has made its appearance in various areas of applications. Although many of the results concerning the multivariate normal distribution are classical, there are important new results which have been reported recently in the literature but cannot be found in most books on multivariate analysis. These results are often obtained by showing that the multivariate normal density function belongs to certain large families of density functions. Thus, useful properties of such families immedi ately hold for the multivariate normal distribution. This book attempts to provide a comprehensive and coherent treatment of the classical and new results related to the multivariate normal distribution. The material is organized in a unified modern approach, and the main themes are dependence, probability inequalities, and their roles in theory and applica tions. Some general properties of a multivariate normal density function are discussed, and results that follow from these properties are reviewed exten sively. The coverage is, to some extent, a matter of taste and is not intended to be exhaustive, thus more attention is focused on a systematic presentation of results rather than on a complete listing of them.
Multivariate Normal Distribution The Theory And Applications
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Author : Thu Pham-gia
language : en
Publisher: World Scientific
Release Date : 2021-05-05
Multivariate Normal Distribution The Theory And Applications written by Thu Pham-gia and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-05-05 with Business & Economics categories.
This book provides the reader with user-friendly applications of normal distribution. In several variables it is called the multinormal distribution which is often handled using matrices for convenience. The author seeks to make the arguments less abstract and hence, starts with the univariate case and moves progressively toward the vector and matrix cases. The approach used in the book is a gradual one, going from one scalar variable to a vector variable and to a matrix variable. The author presents the unified aspect of normal distribution, as well as addresses several other issues, including random matrix theory in physics. Other well-known applications, such as Herrnstein and Murray's argument that human intelligence is substantially influenced by both inherited and environmental factors, will be discussed in this book. It is a better predictor of many personal dynamics — including financial income, job performance, birth out of wedlock, and involvement in crime — than are an individual's parental socioeconomic status, or education level, and deserve to be mentioned and discussed.
Innovations In Multivariate Statistical Modeling
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Author : Andriëtte Bekker
language : en
Publisher: Springer Nature
Release Date : 2022-12-15
Innovations In Multivariate Statistical Modeling written by Andriëtte Bekker and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-12-15 with Mathematics categories.
Multivariate statistical analysis has undergone a rich and varied evolution during the latter half of the 20th century. Academics and practitioners have produced much literature with diverse interests and with varying multidisciplinary knowledge on different topics within the multivariate domain. Due to multivariate algebra being of sustained interest and being a continuously developing field, its appeal breaches laterally across multiple disciplines to act as a catalyst for contemporary advances, with its core inferential genesis remaining in that of statistics. It is exactly this varied evolution caused by an influx in data production, diffusion, and understanding in scientific fields that has blurred many lines between disciplines. The cross-pollination between statistics and biology, engineering, medical science, computer science, and even art, has accelerated the vast amount of questions that statistical methodology has to answer and report on. These questions are often multivariate in nature, hoping to elucidate uncertainty on more than one aspect at the same time, and it is here where statistical thinking merges mathematical design with real life interpretation for understanding this uncertainty. Statistical advances benefit from these algebraic inventions and expansions in the multivariate paradigm. This contributed volume aims to usher novel research emanating from a multivariate statistical foundation into the spotlight, with particular significance in multidisciplinary settings. The overarching spirit of this volume is to highlight current trends, stimulate a focus on, and connect multidisciplinary dots from and within multivariate statistical analysis. Guided by these thoughts, a collection of research at the forefront of multivariate statistical thinking is presented here which has been authored by globally recognized subject matter experts.
Probability Inequalities In Multivariate Distributions
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Author : Yung Liang Tong
language : en
Publisher:
Release Date : 1980
Probability Inequalities In Multivariate Distributions written by Yung Liang Tong and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1980 with Mathematics categories.
Inequalities for multivariate normal distribution; Inequalities for other well-known distributions; Integral inequalities over a symmetric convex set; Inequalities via dependence association and mixture; Inequalities via majorization and weak majorization; Distribution-free inequalities; Some applications.
Multivariate Statistical Process Control With Industrial Applications
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Author : Robert L. Mason
language : en
Publisher: SIAM
Release Date : 2002-01-01
Multivariate Statistical Process Control With Industrial Applications written by Robert L. Mason and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-01-01 with Technology & Engineering categories.
Detailed coverage of the practical aspects of multivariate statistical process control (MVSPC) based on the application of Hotelling's T2 statistic. MVSPC is the application of multivariate statistical techniques to improve the quality and productivity of an industrial process. Provides valuable insight into the T2 statistic.
Advances And Challenges In Parametric And Semi Parametric Analysis For Correlated Data
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Author : Brajendra C. Sutradhar
language : en
Publisher: Springer
Release Date : 2016-06-15
Advances And Challenges In Parametric And Semi Parametric Analysis For Correlated Data written by Brajendra C. Sutradhar and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-06-15 with Mathematics categories.
This proceedings volume contains eight selected papers that were presented in the International Symposium in Statistics (ISS) 2015 On Advances in Parametric and Semi-parametric Analysis of Multivariate, Time Series, Spatial-temporal, and Familial-longitudinal Data, held in St. John’s, Canada from July 6 to 8, 2015. The main objective of the ISS-2015 was the discussion on advances and challenges in parametric and semi-parametric analysis for correlated data in both continuous and discrete setups. Thus, as a reflection of the theme of the symposium, the eight papers of this proceedings volume are presented in four parts. Part I is comprised of papers examining Elliptical t Distribution Theory. In Part II, the papers cover spatial and temporal data analysis. Part III is focused on longitudinal multinomial models in parametric and semi-parametric setups. Finally Part IV concludes with a paper on the inferences for longitudinal data subject to a challenge of important covariates selection from a set of large number of covariates available for the individuals in the study.
Symmetric Multivariate And Related Distributions
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Author : Kai Wang Fang
language : en
Publisher: CRC Press
Release Date : 2018-01-18
Symmetric Multivariate And Related Distributions written by Kai Wang Fang and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-01-18 with Mathematics categories.
Since the publication of the by now classical Johnson and Kotz Continuous Multivariate Distributions (Wiley, 1972) there have been substantial developments in multivariate distribution theory especially in the area of non-normal symmetric multivariate distributions. The book by Fang, Kotz and Ng summarizes these developments in a manner which is accessible to a reader with only limited background (advanced real-analysis calculus, linear algebra and elementary matrix calculus). Many of the results in this field are due to Kai-Tai Fang and his associates and appeared in Chinese publications only. A thorough literature search was conducted and the book represents the latest work - as of 1988 - in this rapidly developing field of multivariate distributions. The authors are experts in statistical distribution theory.