An efficient algorithm for computing quantiles of the noncentral chi-squared distribution.

DOI10.1016/S0167-9473(98)00066-8zbMath1042.62507MaRDI QIDQ1277685

Cherng G. Ding

Publication date: 2 March 1999

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

zbMATH Keywords

Newton's method; Quantile; Series representation; Cornish--Fisher expansion; Noncentral chi-squared distribution

Mathematics Subject Classification ID

62E15: Exact distribution theory in statistics

Related Items

An ANOVA test for the equivalency of means under unequal variances, The Asymptotic and Numerical Inversion of the MarcumQ-Function

Uses Software

• AS 245
• AS 226
• AS 147
• AS 231
• AS 275

Cites Work

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• On the computation of the distribution of the square of the sample multiple correlation coefficient
• On the computation of the noncentral beta distribution
• Algorithm AS 245: A Robust and Reliable Algorithm for the Logarithm of the Gamma Function
• Algorithm AS 231: The Distribution of a Noncentral Χ 2 Variable with Nonnegative Degrees of Freedom
• Algorithm AS 147: A Simple Series for the Incomplete Gamma Integral
• An Efficient Recursive Algorithm for Computing the Distribution Function and Non-Centrality Parameter of the Non-Central F-distribution
• On using newton's method for computing the noncentrality parameter of the noncentral f distribution
• An efficient algorithm for computing the noncentrality parameters of chi-squared tests
• Tables of percentage points of non-central x