| Title: | AN EFFICIENT ALGORITHM FOR COMPUTING THE NONCENTRALITY PARAMETERS OF CHI-SQUARED TESTS |
| Authors: | DING, CG 管理科學系 Department of Management Science |
| Keywords: | HASTING FORMULA;NEWTON METHOD;NONCENTRAL CHI-SQUARED DISTRIBUTION;POWER FUNCTION |
| Issue Date: | 1994 |
| Abstract: | Use of Newton's method for computing the noncentrality parameter based on the specified power in sample size problems of chi-squared tests requires that we evaluate both the noncentral chi-squared distribution function and its derivative with respect to the noncentrality parameter. A close relationship between computing formulas for them is revealed, by which their evaluations can be performed jointly. This property greatly reduces the amount of computation involved. The corresponding algorithm is provided in a step-by-step form. |
| URI: | http://hdl.handle.net/11536/2722 http://dx.doi.org/10.1080/03610919408813204 |
| ISSN: | 0361-0918 |
| DOI: | 10.1080/03610919408813204 |
| Journal: | COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION |
| Volume: | 23 |
| Issue: | 3 |
| Begin Page: | 861 |
| End Page: | 870 |
| Appears in Collections: | Articles |
- On using Newton's method for computing the noncentrality parameter of the noncentral F distribution / 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 the computation of the distribution of the square of the sample multiple correlation coefficient / Ding, CG
- ON THE COMPUTATION OF THE NONCENTRAL BETA-DISTRIBUTION / DING, CG
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