On the computation and inversion of the cumulative noncentral beta distribution function

DOI10.1016/j.amc.2019.05.014zbMath1428.33001arXiv1905.07206OpenAlexW2963999482WikidataQ127795510 ScholiaQ127795510MaRDI QIDQ2279583

Nico M. Temme, Javier Segura, Amparo Gil

Publication date: 13 December 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.07206

zbMATH Keywords

asymptotic expansionsnumerical computationinversionnoncentral beta distribution

Mathematics Subject Classification ID

Gamma, beta and polygamma functions (33B15) Computation of special functions and constants, construction of tables (65D20) Confluent hypergeometric functions, Whittaker functions, ({}_1F_1) (33C15)

Related Items (2)

A new asymptotic representation and inversion method for the Student's t distribution ⋮ New asymptotic representations of the noncentral t‐distribution

Uses Software

• DLMF
• GammaCHI

Cites Work

• \texttt{GammaCHI}: a package for the inversion and computation of the gamma and chi-square cumulative distribution functions (central and noncentral)
• Numerically satisfactory solutions of Kummer recurrence relations
• A note on the numerical solution of linear recurrence relations
• Computing the noncentral-\(F\) distribution and the power of the \(F\)-test with guaranteed accuracy
• Asymptotic Methods for Integrals
• UNIFORM ASYMPTOTIC EXPANSIONS FOR HYPERGEOMETRIC FUNCTIONS WITH LARGE PARAMETERS III
• Evaluation of the Noncentral F-Distribution by Numerical Contour Integration
• Asymptotic Inversion of the Erlang B Formula
• Numerical Methods for Special Functions

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