Finite Form Representations for Meijer G and Fox H Functions - Applied to Multivariate Likelihood Ratio Tests Using Mathematica (R), MAXIMA and R (Paperback, 1st ed. 2019)

This book depicts a wide range of situations in which there exist finite form representations for the Meijer G and the Fox H functions. Accordingly, it will be of interest to researchers and graduate students who, when implementing likelihood ratio tests in multivariate analysis, would like to know if there exists an explicit manageable finite form for the distribution of the test statistics. In these cases, both the exact quantiles and the exact p-values of the likelihood ratio tests can be computed quickly and efficiently. The test statistics in question range from common ones, such as those used to test e.g. the equality of means or the independence of blocks of variables in real or complex normally distributed random vectors; to far more elaborate tests on the structure of covariance matrices and equality of mean vectors. The book also provides computational modules in Mathematica (R), MAXIMA and R, which allow readers to easily implement, plot and compute the distributions of any of these statistics, or any other statistics that fit into the general paradigm described here.

General

Imprint:	Springer Nature Switzerland AG
Country of origin:	Switzerland
Series:	Lecture Notes in Statistics, 223
Release date:	December 2019
First published:	2019
Authors:	Carlos A. Coelho • Barry C. Arnold
Dimensions:	235 x 155mm (L x W)
Format:	Paperback
Pages:	515
Edition:	1st ed. 2019
ISBN-13:	978-3-03-028789-4
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Computing & IT > Computer software packages > Other software packages > Mathematical & statistical software Promotions
LSN:	3-03-028789-0
Barcode:	9783030287894

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!