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Computation of Statistics Integrals using Subregion Adaptive Numerical Integration

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Compstat

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Abstract

Many types of statistical analysis problems require evaluation of multidimensional integrals in the form

$$I(f){\mkern 1mu} = {\mkern 1mu} \int_R {f\left( \theta \right)} p\left( \theta \right)d\theta$$

where θ = (θ 1, θ 2, ..., θ m )t, the integration region R is infinite and p(θ) is a probability density function.

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References

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Author information

Authors and Affiliations

  1. Department of Mathematics, Washington State University, USA

    Alan Genz

Authors
  1. Alan Genz
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Editor information

Editors and Affiliations

  1. Department for Statistics and Probability Theory, University of Technology Vienna, Wiedner Hauptstraße 8-10, A-1040, Vienna, Austria

    Rudolf Dutter

  2. Department of Statistics, OR and Computer Science, University Vienna, Universitätsstraße 5, A-1010, Vienna, Austria

    Wilfried Grossmann

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© 1994 Springer-Verlag Berlin Heidelberg

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Genz, A. (1994). Computation of Statistics Integrals using Subregion Adaptive Numerical Integration. In: Dutter, R., Grossmann, W. (eds) Compstat. Physica, Heidelberg. https://doi.org/10.1007/978-3-642-52463-9_4

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  • DOI: https://doi.org/10.1007/978-3-642-52463-9_4

  • Publisher Name: Physica, Heidelberg

  • Print ISBN: 978-3-7908-0793-6

  • Online ISBN: 978-3-642-52463-9

  • eBook Packages: Springer Book Archive

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