Evaluation of the Noncentral F-Distribution by Numerical Contour Integration

DOI10.1137/0906035zbMath0592.65099OpenAlexW2017491131MaRDI QIDQ3721767

Carl W. Helstrom, James A. Ritcey

Publication date: 1985

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0906035

zbMATH Keywords

contour integralsecant methodLaplace's methodbeta distributiontests of linear hypothesesnoncentral F-distributionanalysis of variance and of covariance

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Laplace transform (44A10) Numerical methods for integral transforms (65R10) Analysis of variance and covariance (ANOVA) (62J10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (4)

Computing the noncentral-\(F\) distribution and the power of the \(F\)-test with guaranteed accuracy ⋮ Computing discrete mixtures of continuous distributions: noncentral chisquare, noncentral \(t\) and the distribution of the square of the sample multiple correlation coefficient ⋮ The numerical inversion of the characteristic equation with applications to positive quadratic forms in normal variables ⋮ On the computation and inversion of the cumulative noncentral beta distribution function

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