Computation of the incomplete gamma function ratios and their inverse

DOI10.1145/22721.23109zbMath0623.65016OpenAlexW2027184748WikidataQ56271093 ScholiaQ56271093MaRDI QIDQ3761545

Armido R. Didonato, A. H. jun. Morris

Publication date: 1986

Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL: http://www.acm.org/pubs/contents/journals/toms/1986-12/

zbMATH Keywords

incomplete gamma functionchi-square distributionpercentile pointsNewton- Raphson iterationminimax approximationsthird-order Schröder iteration

Mathematics Subject Classification ID

Gamma, beta and polygamma functions (33B15) Computation of special functions and constants, construction of tables (65D20)

Related Items (13)

An algorithm for the calculation of the partial wave expansion of the Coulomb-distorted plane wave ⋮ An algorithm for the evaluation of the incomplete gamma function ⋮ A Note on the Complementary Mixture Pareto II Distribution ⋮ Unnamed Item ⋮ The gamma power half-logistic distribution: theory and applications ⋮ An asymptotic expansion for the incomplete beta function ⋮ Algorithm 955 ⋮ EFFICIENT, ALMOST EXACT SIMULATION OF THE HESTON STOCHASTIC VOLATILITY MODEL ⋮ The asymptotics of a new exponential sum ⋮ Asymptotic Inversion of Incomplete Gamma Functions ⋮ Efficient time/space algorithm to compute rectangular probabilities of multinomial, multivariate hypergeometric and multivariate Pólya distributions ⋮ Efficient and Accurate Parallel Inversion of the Gamma Distribution ⋮ A uniform asymptotic expansion for the incomplete gamma function

Uses Software

• Algorithm 524

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