On using newton's method for computing the noncentrality parameter of the noncentral f distribution

DOI10.1080/03610919708813377zbMath0900.62094OpenAlexW1979202281MaRDI QIDQ4387656

Cherng G. Ding

Publication date: 16 November 1998

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919708813377

zbMATH Keywords

Newton's methodnoncentral \(F\) distributionnoncentral beta distribution

Mathematics Subject Classification ID

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

Related Items (2)

Computing the noncentral-\(F\) distribution and the power of the \(F\)-test with guaranteed accuracy ⋮ An efficient algorithm for computing quantiles of the noncentral chi-squared distribution.

Cites Work

• On the computation of the noncentral beta distribution
• Approximations to noncentral distributions
• Algorithm AS 245: A Robust and Reliable Algorithm for the Logarithm of the Gamma Function
• A Note on Computing the Noncentrality Parameter of the Noncentral F-Distribution
• Algorithm AS 226: Computing Noncentral Beta Probabilities
• An efficient algorithm for computing the noncentrality parameters of chi-squared tests

This page was built for publication: On using newton's method for computing the noncentrality parameter of the noncentral f distribution