Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
417495 | Computational Statistics & Data Analysis | 2013 | 10 Pages |
Abstract
A novel method for the computation of the bivariate normal and tt probability is presented. With suitable transformations, the probability over sets can be easily computed using exact one-dimensional numerical integration. An important application includes computing the exact critical points for the comparisons of three normal means for either the known or unknown variance problem. The critical points by one-dimensional integration can be computed using elementary numerical methods and are more accurate than those by the approximation methods and two-dimensional integration methods. The comparisons of reliability measurements from three populations are presented as an example of a known variance case.
Keywords
Related Topics
Physical Sciences and Engineering
Computer Science
Computational Theory and Mathematics
Authors
Jongphil Kim,