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
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
收藏
页码:345 / 350
页数:6
相关论文
共 6 条
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Abramowitz M., 1965, Handbook of Mathematical Functions, Dover Books on Mathematics
[2]  
Anderson T, 1984, INTRO MULTIVARIATE
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DING, CG .
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 1994, 18 (04) :449-455
[4]  
DING CG, 1991, APPL STAT-J ROY ST C, V40, P199
[5]  
DING CG, 1991, APPL STAT-J ROY ST C, V40, P195
[6]  
KENNEDY WJ, 1980, STATISTICAL COMPUTIN