標題: | On the computation of the distribution of the square of the sample multiple correlation coefficient |
作者: | Ding, CG 管理科學系 Department of Management Science |
關鍵字: | central beta distribution;error bound;gamma function;multiple correlation coefficient;Newton's method;noncentral beta distribution;quantile;series representation |
公開日期: | 10-Aug-1996 |
摘要: | Two computationally simple methods are proposed to evaluate the distribution function and the density of the square of the sample multiple correlation coefficient. No auxiliary routine is required. The accuracy of recursive computations can be effectively controlled. The distribution function and the density can be evaluated concurrently because their computing formulas are closely related. This property can enhance efficiency of Newton's method for computing the quantiles of the distribution. The corresponding algorithms are provided in a step-by-step form. |
URI: | http://dx.doi.org/10.1016/0167-9473(96)00002-3 http://hdl.handle.net/11536/1111 |
ISSN: | 0167-9473 |
DOI: | 10.1016/0167-9473(96)00002-3 |
期刊: | COMPUTATIONAL STATISTICS & DATA ANALYSIS |
Volume: | 22 |
Issue: | 4 |
起始頁: | 345 |
結束頁: | 350 |
Appears in Collections: | Articles |
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