Computing the noncentral beta distribution with S-system.

DOI10.1016/S0167-9473(99)00067-5MaRDI QIDQ1575397zbMATH OpenFDO

Authors N. Delaunay

Publication date 21 August 2000

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0167-9473(99)00067-5

zbMATH Keywords

Differential equationPower lawRecastingStatistical computingTaylor series

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15)

Review text

Based on the recasting techniques of \textit{P. F. Rust} and \textit{E. O. Voit} [J. Stat. Computat. Simulation 42, No. 3--4, 187--249 (1992); Biom J. 32, 681--695 (1990; Zbl 0716.62027); J. Am. Stat. Assoc. 85, 572--578 (1990)], an S-system form of the noncentral beta distribution is extended from that of the noncentral F distribution and the other one is newly derived. The computing methods of this distribution have received much attention during the last decade. Its cumulative probabilities, densities, quantiles and related distributional values can be calculated in one \(S\)-system form. We demonstrate the new computational results using the \(S\)-system numerical solver ESSYNS. Consistent results are obtained from these two \(S\)-system forms under various situations. In addition, we compare the performance with an ad hoc computing method by evaluating the cumulative probabilities and densities jointly. The S-system formulation provides significant numerical advantages over its original form. Further properties are also discussed.

Recommendations

• Comparing S-system with existing methods for the computation of noncentral beta distribution
• Evaluation of the Noncentral t Distribution with S-Systems
• On the computation and inversion of the cumulative noncentral beta distribution function
• Computing the Distribution of the Squared Sample Multiple Correlation Coefficient with S-Systems

Cites work

• A Suprasystem of Probability Distributions
• Algorithm AS 226: Computing Noncentral Beta Probabilities
• Efficient Solution of Nonlinear Ordinary Differential Equations Expressed in S-system Canonical Form
• Evaluation of the Noncentral t Distribution with S-Systems
• scientific article; zbMATH DE number 3678917 (Why is no real title available?)
• scientific article; zbMATH DE number 53715 (Why is no real title available?)
• scientific article; zbMATH DE number 699423 (Why is no real title available?)
• On the computation of the noncentral beta distribution
• On the doubly noncentral F distribution
• Recasting nonlinear differential equations as S-systems: a canonical nonlinear form
• Tutorial:S-system analysis of continuous univariate probability distributions

Cited in

(7)

• On the computation and inversion of the cumulative noncentral beta distribution function
• Comparing S-system with existing methods for the computation of noncentral beta distribution
• Evaluation of the Noncentral t Distribution with S-Systems
• Biochemical systems theory: a review
• Multitude of beta distributions with applications
• Computing the Distribution of the Squared Sample Multiple Correlation Coefficient with S-Systems
• The S-system computation of non-central gamma distribution

Describes a project that uses

Uses Software

• AS 226
• ESSYNS

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