This work presents an application of the EM-algorithm to two problems of estimation and testing in a multivariate normal distribution with missing data. The assumptions are that the observations are ...

Sankhyā: The Indian Journal of Statistics, Series B (1960-2002), Vol. 51, No. 3 (Dec., 1989), pp. 425-428 (4 pages) A two-stage analogue of the chi-square test for the mean of a multivariate normal ...

Abstract: This paper employs general multivariate normal distribution to develop a new efficient statistical timing analysis methodology. The paper presents the theoretical framework of the ...

Fast and accurate calcluations related to multivariate normal distributions, in pure rust. (Note: Right now we only have the bivariate normal CDF.) This rust crate ports a subset of the R package ...

Department of Computer Science and Technology, Guangzhou University, Guangzhou, China. Optimization problems are widely encountered in various fields of science and technology. When an optimization ...

The multivariate t distribution implementation is based on the code of Gregory Gunderson: https://github.com/gwgundersen/multivariate-t-distribution. While the code ...