On the computation of the noncentral beta distribution

DOI10.1016/0167-9473(94)90162-7zbMath0825.65127OpenAlexW1993598306MaRDI QIDQ1896197

Yanyan Li

Publication date: 17 August 1995

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(94)90162-7

zbMATH Keywords

gamma functionNewton's methoderror boundquantileseries representationmean-value theoremnoncentral beta distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (7)

Coherence estimate between a random and a periodic signal: bias, variance, analytical critical values, and normalizing transforms ⋮ On the computation of the distribution of the square of the sample multiple correlation coefficient ⋮ On using newton's method for computing the noncentrality parameter of the noncentral f distribution ⋮ Multitude of beta distributions with applications ⋮ Asymptotic Expansion and Conditional Robustness for the Sample Multiple Correlation Coefficient Under Nonnormality ⋮ An efficient algorithm for computing quantiles of the noncentral chi-squared distribution. ⋮ Computing the noncentral beta distribution with S-system.

Uses Software

• AS 245
• AS 226
• AS 275

Cites Work

• Algorithm AS 245: A Robust and Reliable Algorithm for the Logarithm of the Gamma Function
• Algorithm AS 226: Computing Noncentral Beta Probabilities
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