Title of article
Monte Carlo evaluation of multivariate Studentʹs t probabilities
Author/Authors
Vijverberg، نويسنده , , Wim P.M. Vijverberg، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1996
Pages
6
From page
1
To page
6
Abstract
This paper develops a family of simulators of the multivariate t probability, based on a suitable choice of an importance sampling distribution. These simulators are useful for the evaluation of posterior densities and for hypothesis testing in Bayesian analysis.
Keywords
Multivariate t probability , importance sampling , simulation
Journal title
Economics Letters
Serial Year
1996
Journal title
Economics Letters
Record number
434138
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