| 標題: | ON THE COMPUTATION OF THE NONCENTRAL BETA-DISTRIBUTION |
| 作者: | DING, CG 管理科學系 Department of Management Science |
| 關鍵字: | ERROR BOUND;GAMMA FUNCTION;MEAN-VALUE THEOREM;NEWTONS METHOD;NONCENTRAL BETA-DISTRIBUTION;QUANTILE;SERIES REPRESENTATION |
| 公開日期: | 1-Nov-1994 |
| 摘要: | Two recurrence formulas for computing the noncentral beta distribution function and the density are proposed. The computations can be carried to any specified accuracy using the error bounds obtained. Corresponding algorithms are provided in a step-by-step form. A close relationship between the formulas allows joint evaluation of the distribution function and the density. The noncentral beta quantile can then be efficiently computed using Newton's method. Its algorithm is also given in a step-by-step form. |
| URI: | http://hdl.handle.net/11536/2273 |
| ISSN: | 0167-9473 |
| 期刊: | COMPUTATIONAL STATISTICS & DATA ANALYSIS |
| Volume: | 18 |
| Issue: | 4 |
| 起始頁: | 449 |
| 結束頁: | 455 |
| Appears in Collections: | Articles |
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- On the computation of the distribution of the square of the sample multiple correlation coefficient / Ding, CG
- On the computation of the distribution of the square of the sample multiple correlation coefficient / Ding, CG
- An efficient algorithm for computing quantiles of the noncentral chi-squared distribution / Ding, CG
- On using Newton's method for computing the noncentrality parameter of the noncentral F distribution / Ding, CG
- On using Newton's method for computing the noncentrality parameter of the noncentral F distribution / Ding, CG
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