/

Nematrian Reference Library

[this page | back links]

Set out below is information (held by the Nematrian website) on the reference you have selected

Abstract "Algorithms for the computation of bivariate and trivariate normal and t probabilities for rectangles are reviewed. The algorithms use numerical integration to approximate transformed probability distribution integrals. A generalization of Plackett’s formula is derived for bivariate and trivariate t probabilities. New methods are dscribed for the numerical computation of bivariate and trivariate t probabilities. Test results are provided, along with recommendations for the most efficient algorithms for single and double precision computations."

See here to choose a new Category/Sub-Category or here for a list of all references held by the Nematrian website. Please contact us if any of the above material is inaccurate or if there are references you think should be included that we have excluded or vice-versa.

---