ON THE ACCURACY OF THE STATISTICAL DISTRIBUTIONS IN GAUSS

被引：20

作者：

KNUSEL, L ^{[1
]}

机构：

[1] UNIV MUNICH,DEPT STAT,D-80539 MUNICH,GERMANY

来源：

COMPUTATIONAL STATISTICS & DATA ANALYSIS | 1995年 / 20卷 / 06期

关键词：

GAUSS; NUMERICAL ACCURACY; DISTRIBUTION FUNCTIONS;

D O I：

10.1016/0167-9473(96)80000-4

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

This paper deals with the numerical accuracy of the statistical distribution functions in GAUSS (Gauss-386i, Version 3.2.6, January 1995). While the distributions in their central form are computed even more accurately than described in the corresponding documentation (cf. GAUSS, 1992, pp. 1044-1061), the accuracy of the noncentral distributions, which are important e.g. for investigations of the power function of many statistical tests, is unacceptable.

引用

页码：699 / 702

页数：4