Abstract
Subregion adaptive integration algorithms can be used for the accurate and efficient solution of numerical multiple integration problems in statistics. The key to good solutions for these problems is the choice of an appropriate transformation from the infinite integration region for the original problem to a suitable finite region for the adaptive algorithm. After a discussion of some different types of transformations, several examples are presented to illustrate the effectiveness of the combination of a good transformation choice with a subregion adaptive integration algorithm for solving statistics integration problems.
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© 1992 Springer Science+Business Media Dordrecht
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Genz, A. (1992). Statistics Applications of Subregion Adaptive Multiple Numerical Integration. In: Espelid, T.O., Genz, A. (eds) Numerical Integration. NATO ASI Series, vol 357. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-2646-5_20
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DOI: https://doi.org/10.1007/978-94-011-2646-5_20
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