Symbolic Cholesky decomposition of the variance-covariance matrix of the negative multinomial distribution (Q1200741)
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scientific article; zbMATH DE number 95753
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Symbolic Cholesky decomposition of the variance-covariance matrix of the negative multinomial distribution |
scientific article; zbMATH DE number 95753 |
Statements
Symbolic Cholesky decomposition of the variance-covariance matrix of the negative multinomial distribution (English)
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16 January 1993
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symbolic formula
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square-root-free Cholesky decomposition
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variance- covariance matrix
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negative multinomial distribution
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symbolic Cholesky factors
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recursive algorithm
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generating multivariate normal random numbers
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multivariate normal density approximation
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