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Numerical Integration pp 267–280Cite as

Statistics Applications of Subregion Adaptive Multiple Numerical Integration

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Part of the book series: NATO ASI Series ((ASIC,volume 357))

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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Author information

Authors and Affiliations

  1. School of Electrical Engineering and Computer Science, Washington State University, Pullman, WA, 99164-2752, USA

    Alan Genz

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  1. Alan Genz
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Editor information

Editors and Affiliations

  1. Department of Informatics, University of Bergen, Bergen, Norway

    Terje O. Espelid

  2. School of Electrical Engineering and Computer Science, Washington State University, Pullman, WA, USA

    Alan Genz

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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

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-94-010-5169-9

  • Online ISBN: 978-94-011-2646-5

  • eBook Packages: Springer Book Archive

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