On using Newton's method for computing the noncentrality parameter of the noncentral F distribution

Full metadata record

DC Field	Value	Language
dc.contributor.author	Ding, CG	en_US
dc.date.accessioned	2014-12-08T15:02:09Z	-
dc.date.available	2014-12-08T15:02:09Z	-
dc.date.issued	1997-01-01	en_US
dc.identifier.issn	0361-0918	en_US
dc.identifier.uri	http://hdl.handle.net/11536/843	-
dc.description.abstract	This article deals with how to enhance computational efficiency of Newton's method for computing the noncentrality parameter of the noncentral F distribution. Some relationship between recurrence formulas for computing the noncentral F distribution function and its derivative with respect to the noncentrality parameter is investigated. Use of the relationship discovered can combine the evaluations of the noncentral F distribution function and its derivative, and therefore can reduce the amount of computations during Newton's process. An efficient algorithm featuring this finding is provided in a step-by-step form.	en_US
dc.language.iso	en_US	en_US
dc.subject	Newton's method	en_US
dc.subject	noncentral beta distribution	en_US
dc.subject	noncentral F distribution	en_US
dc.title	On using Newton's method for computing the noncentrality parameter of the noncentral F distribution	en_US
dc.type	Article	en_US
dc.identifier.journal	COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION	en_US
dc.citation.volume	26	en_US
dc.citation.issue	1	en_US
dc.citation.spage	259	en_US
dc.citation.epage	268	en_US
dc.contributor.department	管理科學系	zh_TW
dc.contributor.department	Department of Management Science	en_US
Appears in Collections:	Articles

Files in This Item:

If it is a zip file, please download the file and unzip it, then open index.html in a browser to view the full text content.