An efficient algorithm for computing quantiles of the noncentral chi-squared distribution.
type: Item
instance of: scholarly article
title: An efficient algorithm for computing quantiles of the noncentral chi-squared distribution.
zbMATH Open document ID: 1042.62507
DOI: 10.1016/S0167-9473(98)00066-8
author: Cherng G. Ding
published in: Computational Statistics and Data Analysis
publication date: 1999-03-02T00:00:00Z
Mathematics Subject Classification ID: 62E15
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 1257804
zbMATH Keywords: Cornish--Fisher expansion
zbMATH Keywords: Newton's method
zbMATH Keywords: Noncentral chi-squared distribution
zbMATH Keywords: Quantile
zbMATH Keywords: Series representation
describes a project that uses: AS 275
describes a project that uses: AS 147
describes a project that uses: AS 245
describes a project that uses: AS 226
describes a project that uses: AS 231
MaRDI profile type: Publication
cites work: On the computation of the noncentral beta distribution
cites work: An efficient algorithm for computing the noncentrality parameters of chi-squared tests
cites work: On the computation of the distribution of the square of the sample multiple correlation coefficient
cites work: On using newton's method for computing the noncentrality parameter of the noncentral f distribution
cites work: Algorithm AS 231: The Distribution of a Noncentral Χ 2 Variable with Nonnegative Degrees of Freedom
cites work: Q5615180
cites work: Tables of percentage points of non-central x
cites work: Q3875078
cites work: Algorithm AS 147: A Simple Series for the Incomplete Gamma Integral
cites work: Q3747485
cites work: Algorithm AS 245: A Robust and Reliable Algorithm for the Logarithm of the Gamma Function
cites work: An Efficient Recursive Algorithm for Computing the Distribution Function and Non-Centrality Parameter of the Non-Central F-distribution
full work available at URL: s0167-9473(98)00066-8
OpenAlex ID: W2070258255
Recommended article: An efficient algorithm for computing the noncentrality parameters of chi-squared tests
Recommended article: On some accurate bounds for the quantiles of a non-central chi squared distribution
Recommended article: Algorithm for calculating the noncentral chi-square distribution
Recommended article: Q3409035
Recommended article: An approximation for the noncentral chi-squared distribution
description: scientific article; zbMATH DE number 1257804