On the computation of the distribution of the square of the sample multiple correlation coefficient

被引：19

作者：

Ding, CG ^{[1
]}

机构：

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

来源：

COMPUTATIONAL STATISTICS & DATA ANALYSIS | 1996年 / 22卷 / 04期

关键词：

central beta distribution; error bound; gamma function; multiple correlation coefficient; Newton's method; noncentral beta distribution; quantile; series representation;

D O I：

10.1016/0167-9473(96)00002-3

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

Two computationally simple methods are proposed to evaluate the distribution function and the density of the square of the sample multiple correlation coefficient. No auxiliary routine is required. The accuracy of recursive computations can be effectively controlled. The distribution function and the density can be evaluated concurrently because their computing formulas are closely related. This property can enhance efficiency of Newton's method for computing the quantiles of the distribution. The corresponding algorithms are provided in a step-by-step form.

引用

页码：345 / 350

页数：6