An Efficient Recursive Algorithm for Computing the Distribution Function and Non-Centrality Parameter of the Non-Central F-distribution

DOI10.1111/1467-9876.00080zbMath0900.65413OpenAlexW1976636222MaRDI QIDQ4365080

Ram C. Tiwari, Jie Yang

Publication date: 12 November 1998

Published in: Journal of the Royal Statistical Society Series C: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9876.00080

zbMATH Keywords

Newton-Raphson methodpower function

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30) Probabilistic methods, stochastic differential equations (65C99)

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Computing discrete mixtures of continuous distributions: noncentral chisquare, noncentral \(t\) and the distribution of the square of the sample multiple correlation coefficient ⋮ An efficient algorithm for computing quantiles of the noncentral chi-squared distribution.

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