Portland State University
Fariborz Maseeh Department of Mathematics & Statistics
The Maseeh Mathematics and Statistics Colloquium Series*
~Department of Mathematics,
Washington State University ~
Numerical Computation of Multivariate
Normal and Multivariate t Probabilities
A review and comparison will be given for the use of Monte Carlo and Quasi-Monte Carlo methods for multivariate Normal and multivariate t distribution computation problems. Spherical-radial transformation and separation-of-variables transformation these problems will be considered. The use of various Monte Carlo methods and Quasi-Monte Carlo methods will be discussed for different application problems.
Friday, May 14th, 2010, 3:15pm
Neuberger Hall Room 381
(Refreshments served at 3:00 in Neuberger Hall Room 344)
* Sponsored by the Maseeh Mathematics and Statistics Colloquium Series Fund and the Fariborz Maseeh Department of Mathematics & Statistics, PSU. This event is free and open to the public.