ON THE COMPUTATION OF THE NONCENTRAL BETA-DISTRIBUTION

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DC Field	Value	Language
dc.contributor.author	DING, CG	en_US
dc.date.accessioned	2014-12-08T15:03:44Z	-
dc.date.available	2014-12-08T15:03:44Z	-
dc.date.issued	1994-11-01	en_US
dc.identifier.issn	0167-9473	en_US
dc.identifier.uri	http://hdl.handle.net/11536/2273	-
dc.description.abstract	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.	en_US
dc.language.iso	en_US	en_US
dc.subject	ERROR BOUND	en_US
dc.subject	GAMMA FUNCTION	en_US
dc.subject	MEAN-VALUE THEOREM	en_US
dc.subject	NEWTONS METHOD	en_US
dc.subject	NONCENTRAL BETA-DISTRIBUTION	en_US
dc.subject	QUANTILE	en_US
dc.subject	SERIES REPRESENTATION	en_US
dc.title	ON THE COMPUTATION OF THE NONCENTRAL BETA-DISTRIBUTION	en_US
dc.type	Article	en_US
dc.identifier.journal	COMPUTATIONAL STATISTICS & DATA ANALYSIS	en_US
dc.citation.volume	18	en_US
dc.citation.issue	4	en_US
dc.citation.spage	449	en_US
dc.citation.epage	455	en_US
dc.contributor.department	管理科學系	zh_TW
dc.contributor.department	Department of Management Science	en_US
dc.identifier.wosnumber	WOS:A1994PN34500005	-
dc.citation.woscount	10	-
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