ON THE COMPUTATION OF THE NONCENTRAL BETA-DISTRIBUTION

被引：10

作者：

DING, CG ^{[1
]}

机构：

[1] NATL CHIAO TUNG UNIV,INST MANAGEMENT SCI,TAIPEI,TAIWAN

来源：

COMPUTATIONAL STATISTICS & DATA ANALYSIS | 1994年 / 18卷 / 04期

关键词：

ERROR BOUND; GAMMA FUNCTION; MEAN-VALUE THEOREM; NEWTONS METHOD; NONCENTRAL BETA-DISTRIBUTION; QUANTILE; SERIES REPRESENTATION;

D O I：

10.1016/0167-9473(94)90162-7

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

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.

引用

页码：449 / 455

页数：7

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